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Patrick Morin is an accomplished finance and technology professional with extensive experience in quantitative analysis and risk management. Currently serving as a Quantitative IT Team Leader for Equity Derivatives at Crédit Agricole CIB since 2013, Patrick has previously held roles such as Front Office Quant Analyst at Banco Santander and Quant Developer for Risk Management at Thomson Reuters, where notable contributions included the implementation of Monte Carlo Value at Risk and model calibration for various market data. Additional roles at Murex involved structuring funded products, while early career experience comprised research and development at Generix - Cristal. Patrick holds advanced degrees in Financial Engineering, Finance, and Computer Sciences from prestigious institutions including Université Évry Paris-Saclay, Solvay Brussels School of Economics and Management, and EPITA.