Contact Xavier Larrieu

Xavier Larrieu Senior Manager, Financial Services

Xavier has been working for Mazars Paris for the past 10 years and now leads the Quantitative team of Mazars' UK Financial Services Consulting. He has an in-depth knowledge of financial instruments valuation (vanilla and exotic derivatives across all asset classes such as interest rate, credit, inflation, equity, FX, commodities, hybrids etc.) as well as credit risk and asset and liability management techniques. He also has an extensive experience in retail banking risk management.

Xavier is an expert in accounting standards (i.e. IAS39, IFRS13) and in particular the IFRS9 Standard. Xavier has worked extensively on IFRS9 benchmarks as well as model reviews (involving calibration, backtesting, compliance with the standards etc.) with many Mazars’ Financial Services clients. He has also managed model implementations in both small and big size banks, resulting in an extensive and precise knowledge of credit risk.

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