# Thibault Dormegny

> Product Control - Data Scientist / Model Validation

Location: Greater London, England, United Kingdom
Profile: https://flows.cv/thibaultdormegny

Product Control - Data Scientist / Model Validation at Barclays

## Work Experience
### Data Scientist / AVP PC - Valuations - Models and Methodologies @ Barclays
Jan 2024 – Present | Londres et périphérie, Royaume-Uni

### Valuation Control - Data Scientist / Model Validation @ Morgan Stanley
Jan 2023 – Jan 2023 | Londres, Angleterre, Royaume-Uni

### Market Data Scientist @ HSBC
Jan 2022 – Jan 2022 | Londres, Angleterre, Royaume-Uni

### Valuation Controller - Product Control @ HSBC
Jan 2020 – Jan 2022 | Londres, Angleterre, Royaume-Uni

### V.I.E Valuation Analyst Controller - Product Control @ HSBC
Jan 2019 – Jan 2020 | London, Royaume-Uni

### Intern at Results Service – Valuation Group @ Natixis
Jan 2018 – Jan 2018 | Région de Paris, France
At Valuation Group, major works consist in reprice our products at market levels (independent market consensus), calculate IPV (earnings or loss compared to bank levels) and update P&L of bank.
In this environment, I perform several projects and assignments :
- creation of a tool which compute automatically funds volatility with a Benchmark (linear regression method) and without (historical volatility) ;
- daily detection and analysis, on our instruments perimeter, of large variation of vega compared to the day before ;
- calculation of implied volatility on vanillas (B&S model) with Newton-Raphson method ;
- conversion of implied correlation from deterministic rate model to HJM model…

### Seasonal assistant-storekeeper @ Hartford (Meltex)
Jan 2016 – Jan 2016 | Région de Paris, France
Employed as seasonal assistant-storekeeper at MELTEX for a month and a half.
Receiving and unloading parcels in the warehouse, storing products (clothing and accessories) in the aisles, searching for items and preparing packages for the customer.


## Education
### Master Financial Engineering and Random Models in Quantitative Finance
Pierre and Marie Curie University

### Master Mathematics and Applications in Statistiques mathématiques et probabilités
Pierre and Marie Curie University

### Undergraduate Degree of Mathematics and Computer Science in Mathématiques et informatique
Pierre and Marie Curie University

### Scientific Baccalaureate - Mathematics specialty
Lycée Evariste Galois


## Contact & Social
- LinkedIn: https://linkedin.com/in/thibault-dormegny-989268159

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Source: https://flows.cv/thibaultdormegny
JSON Resume: https://flows.cv/thibaultdormegny/resume.json
Last updated: 2026-04-05