Guillaume ROSSEELS

TAP Consultant


Guillaume holds a Master's degree in Random Modeling from Université de Paris, as well as a Master's degree in Actuarial Sciences from UCLouvain. In 2023, he joined the Detralytics team as a TAP consultant after gaining valuable experience as a consultant specializing in Finance Quantitative at EY in Paris.

His technical expertise spans a wide range of areas, including the calculation of pension expenses under the IAS 19 framework and the development of a report automation tool. Additionally, he has experience in ORSA preparation.

In addition to his technical proficiency, Guillaume has honed his people management skills. He possesses the ability to effectively communicate complex technical content to a broad audience,

EDUCATION

Master in Random modeling (Ex DEA Laure Elie)
Master in Actuarial Sciences

LANGUAGES

French (Native), English (C2), Dutch (C2)

IT SKILLS

Python, R, C++, MATLAB, SQL, Microsoft Office

EXPERTISE

Vanilla and exotic instruments valuation, Machine Learning (Tree, Random Forest, GBM,…), Deep Learning (DNN, CNN, GAN, AutoEncoder, …), Times Series (ARIMA, SARIMA, GARCH, …), Interest Rate models & Credit Risk (IFRS9)