Managing Director
William Perraudin is the Managing Director of Risk Control Limited, a specialist risk management consultancy and software firm..
He has extensive consulting experience having completed several hundred quantitative modelling assignments for financial firms and public institutions over a period of more than 20 years..
He has worked extensively on the risk management of complex credit-related portfolios including portfolios containing funded and synthetic securitisations. He has written numerous studies of the appropriate regulatory treatment of bank and insurer holdings of securitisations.
He holds degrees from Oxford and LSE, and a PhD in Economics and an SM in Applied Mathematics from Harvard University.
He was in the past Professor of Finance at Imperial College Business School where he was Head of the Finance Group and Director of the Risk Management Laboratory.
Earlier, he was a Special Advisor to the Bank of England and was involved in the calibration of the Basel II capital charges for international banks.
He also worked at the International Monetary Fund and as a City stockbroker.
William’s research expertise is in continuous time pricing, financial statistics, risk management and banking regulation.