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Sébastien Bouvard is a Quant Analyst at Acadia - An LSEG Business since October 2021, focusing on the development of financial software for instrument valuation across various derivative products and bonds within multiple risk classes. Prior experience includes a Data Modelling and Analytics Intern role at NIBC Bank, where macroeconomic forecasting and reverse stress testing methodologies were developed, and a Market Risk Intern position at Banque Internationale à Luxembourg (BIL), involving monitoring of trading desks, risk analysis, and regulatory training. Bouvard also interned as a Market Risk Analyst at ODDO BHF, producing daily risk reports and enhancing risk management tools. Education encompasses a Master of Science in Finance from Vrije Universiteit Amsterdam, along with degrees in Management and Mathematics and Economics from prestigious institutions.