Thumbnail

Pierre Clauss

Société Générale

Pierre Clauss is Head of Operational Risk Modeling at Société Générale. Pierre has been in the financial industry for 11 years. He started in 2004 as a Quantitative Analyst in asset management companies (HSBC, Natixis and Société Générale). In 2008, he joined ENSAI as an Associate Professor to manage the chair "Risk Management and Financial Engineering". Before joining the Risk Department at Société Générale in 2014, he was Chief Economist at AFIC for the French Private Equity industry. He writes academic papers on portfolio construction, risk measurement and published a book on Portfolio Management (Dunod, 2011). He graduated from the ENSAI in applied Statistics and holds a Masters degree in Statistics-Econometrics from the University of Rennes. He teaches portfolio management and risk modeling at ENSAI and the University of Paris-Dauphine. He is affiliated to EPEE - University of Évry.

Follow Pierre

Articles by Pierre Clauss

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: