Charles Kalisz

Charles Kalisz, FRM, is a seasoned Market Risk Quantitative Analyst with extensive experience in the finance sector, currently employed at Amundi since September 2018. Expertise includes modeling market impact costs, calibrating stressed redemptions, designing stress tests, and enhancing back-testing frameworks for market VaR. Prior to Amundi, Charles worked at Crédit Agricole CIB, where contributions included developing credit spread models under Basel 3 and conducting impact studies for the Fundamental Review of Trading Book. Experience also encompasses quantitative analysis at Dexia Credit Local and a trainee position at Thomson Reuters, focusing on option pricing models and FX volatilities. Charles holds an Executive Master in Statistics & Big Data from Université Paris Dauphine and a Master in Risk Engineering from University of Paris I: Panthéon-Sorbonne.