Laure Darleguy

Executive Director, Financial Engineering, Numerix

Laure Darleguy joined the Numerix Financial Engineering team in 2014, focusing on developing solutions to price vanilla and exotic derivative products, including market risk and valuation adjustment measures, using Numerix analytics. In addition, she performs consulting and professional service work for clients on bespoke solutions and training. Prior to joining Numerix, Ms. Darleguy specialized in new product creation and the pricing of exotic derivatives as a structurer on fixed income and foreign exchange desks for Societe Generale. During her tenure there she developed new payoffs to propose innovative solutions and widen product offerings to clients.

Ms. Darleguy holds a BSc in Mathematics from Pierre et Marie Curie University and an MSc in Finance from Paris Dauphine University.