ALFI European Risk Management Conference

Maxime Filippini is a Manager within Deloitte’s Advisory and Consulting practice, specifically serving the Investment Management industry. His broad knowledge covers hot topics such as the modelling of liquidity risk (including stress-testing) and Value-at-Risk, but also other types of risks, such as counterparty risk and credit risk. On those topics, he has advised clients on the development of measurement methodologies and participated in the implementation of such methodologies.

Maxime also has a significant experience in the review and validation of risk models, which he has honed through his previous work as part of the Internal Validation function of a Luxembourg-based bank.

At Deloitte, Maxime has acted as subject matter expert on Quantitative Risk Management and on the engineering of quantitatively driven software. Throughout the years, he has facilitated highly specialized training sessions, both to Deloitte staff members and Deloitte clients (through the Deloitte Quantitative Masterclass program).

Maxime is a certified Financial Risk Manager (FRM®) from the Global Association of Risk Professionals (GARP).