About
Philippe Wüst is a partner at Accuracy, where he has been contributing to the firm’s growth and expertise since 2014. Prior to joining Accuracy, Philippe spent three years with Deloitte’s Risk Services, specialising in quantitative finance. This experience laid the foundation for his deep technical knowledge and strategic insight into financial risk management.
With over a decade of experience, Philippe has developed a strong track record in market and credit risk modelling, working with leading French banks and the treasury departments of major corporations. His expertise spans counterparty risk, market risk and asset-liability management (ALM), including interest margin projections within internal and regulatory stress-testing frameworks.
Philippe has designed comprehensive financial and strategic planning tools for all business lines of major international banks, covering P&L, balance sheet, credit risk, profitability and liquidity indicators. He also plays a key role in building strategic business plans for institutions facing litigation or undergoing due diligence processes.
Specialised in complex financial modelling, Philippe advises on projections of interest income, credit and liquidity risk, and he supports banks in developing stress-testing models and hedging strategies. His ability to combine technical precision with strategic vision makes him a trusted adviser for clients navigating high-stakes financial challenges.
Beyond his core expertise, Philippe is passionate about innovation. He co-leads Accuracy’s digital and AI initiatives, driving the integration of advanced technologies into financial modelling and strategic decision-making.
Qualifications
- Ecole Centrale Paris
- Columbia University
- Université Paris VI
In-depth expertise
Philippe has extensive expertise in the finance industry, having worked with clients across various sectors, including retail banking, corporate investment banking, insurance, asset management and private banking.
He has worked on a diverse range of engagements, covering risk management (including ALM, credit and market risk), strategic planning, complex valuations (e.g. for derivatives and other financial instruments) and financial due diligence on actors in the finance industry.
Example of engagements
Market risk
- Valuation of derivatives, implementation of exotic pricers (convertible bonds, etc.)
- Modelling of market risk and counterparty risk (in particular CVA/DVA), and involvement in setting up a CVA trading desk
- Review of the level 3 models during the 2014 AQR of a large finance and investment bank
- Expertise in hedge accounting, IAS 39 and IFRS 9 for banks and large corporate treasuries
ALM and other risks
- Development of a behavioural model of early repayments for a large mutual bank
- Construction of a tool for projecting the stressed net interest margin of a French bank
- Calculation and impact study of Basel 3 liquidity indicators: LCR, NSFR
- Accompanied several institutions on issues of ILAAP and ALM strategy, NIM stress tests, and the drafting of risk appetite frameworks
- Supervision of several regulatory stress tests (EBA, ECB, etc.)
Strategic and financial modelling
- Redesign of financial and strategic planning tools for all the businesses of two major international banks (P&L, balance sheet, risk, profitability and liquidity indicators)
- Strategic 2030 planning of a retail banking institution: benchmarking, workshops with all business lines, financial trajectory
- Statistical modelling of all major banking businesses: retail, CIB, asset management, etc.
- Optimisation of mortgage client rates for a major retail bank
- Strategic renegotiation with Visa and Mastercard payment schemes
Corporate finance
- Due diligence on the purchase of a clearing house
- Business plan study in a dispute involving an international bank