Cécile Auger is the head of model risk management at Murex. She has nearly two decades of experience in the capital markets industry, specializing in derivatives pricing, XVA, quantitative analysis, model validation and model risk management.

Prior to her current product management position, she held several client-facing roles, helping design, deliver and support tailored solutions for institutions of various sizes in the U.S., Canada, and Latin America, encompassing front-office pricing, portfolio risk, structuring, XVA, market risk and trade life cycle.

She is a graduate of the École Centrale de Lyon engineering school and holds a master’s degree in operations research from Columbia University. She resides in Brooklyn, New York.