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Maxime Segal, PhD, is a seasoned professional in the financial sector with experience in risk modeling and assessment at Í�������Ի�������԰쾱 since April 2023, focusing on Interest Rate Risk in the Banking Book, Credit Spread Risk, market risk methodologies, and regulatory reporting. Previously, Maxime served as a PhD candidate and teacher at Reykjavik University, where research included the design of capital-ratio triggers for contingent convertible bonds and receiving multiple research awards. Maxime's earlier roles include Head of Markets at Technology Metals Market, where responsibilities spanned global coverage, deal origination, and algorithmic trading, as well as experiences in structured products and liquidity at Leonteq and Crédit Agricole. Academic qualifications include advanced studies in algorithmic trading from the University of Oxford and a Master’s in Financial Engineering from ESILV.