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Stephane Rio



(United Kingdom)

After graduating from Ecole Polytechnique & ENSAE, Stephane completed a specialisation through a Master in Stochastic financial modeling. Having started as a quant, he then moved on to global head of swap trading, and became an executive board member of several financial institutions Stephane has therefore a unique double understanding of the business and technical side (Quant and IT) built over his twenty years’ experience.
His entrepreneurial spirit drove him to launch or contribute to startup companies in the space of innovative technology for the financial industry. His first experience was Swapstream, an electronic trading platform for interest rate swaps, which was recognised by the industry as the leading solution within less than 2 years, and was subsequently sold to the Chicago Mercantile Exchange where he patented the “CME swaps” a perfect mirror for OTC swaps with the additional benefits of daily resetting and margin calls.
After participating to the rescue of a large bank as board member responsible for portfolio management and treasury, he founded ICA with the vision to provide solutions to the challenges posed by the regulation and the increased requirements for risk computational resources.