Loic Fonkoua is a dedicated Quant Risk Officer at TIAA, where he has been making significant contributions since joining the firm in June 2023. Based in New York, Loic is tasked with the critical responsibility of performing independent validations of complex financial models that span...
Loic Fonkoua is a dedicated Quant Risk Officer at TIAA, where he has been making significant contributions since joining the firm in June 2023. Based in New York, Loic is tasked with the critical responsibility of performing independent validations of complex financial models that span a diverse array of instruments. His expertise lies in ensuring that these models accurately reflect market conditions and adhere to regulatory standards, thereby safeguarding the firm’s financial integrity.
In his current role, Loic has successfully validated a variety of sophisticated models, including Interest Rate Swaps, FX Forwards, Cross Currency Swaps, Credit Default Swaps, and CDX Tranches. His work also encompasses Treasury Total Return Swaps, Bond Forwards, RMBS Cash Flows, and Collateralized Loan Obligations (CLOs). This breadth of experience not only highlights his proficiency in quantitative finance but also underscores his ability to navigate the intricacies of risk management in a dynamic financial landscape.
Loic's strong foundation in probability, calculus, and Monte Carlo simulation, combined with his adeptness in data analysis and programming languages such as Visual Basic for Applications (VBA), positions him as a vital asset to TIAA. His analytical skills are complemented by a thorough understanding of actuarial principles, which he applies to enhance model validation processes. As he continues to engage in key projects that drive the firm’s risk assessment capabilities, Loic remains committed to leveraging his quantitative expertise to support TIAA’s strategic objectives and ensure robust risk management practices.
