Mes compétences :
VBA
Bloomberg
Matlab
Microsoft office
Investment banking
Mergers & Acquisitions
Financial markets
CVA
Interest Rate Derivatives
XVA
Entreprises
Société Générale
- Trader XVA
PARIS2013 - maintenantSG CIB, London, UK
• Pricing CVA/FVA on derivatives for all assets classes
• Hedging and optimising counterparty risk of derivatives transactions across all asset classes
• Structuring trades to reduce CVA/FVA impact
• Optimising existing derivatives portfolios to reduce CVA, capital and funding costs
Areva
- Ouvrier
Paris La Defense2011 - 2011Stage ouvrier (6semaines) : Ajustage, ébavurage, contrôles pièces.
I had to do an internship during 6 weeks when I was in my engineering school in 2010.
I carried out fitting operations and then systematic controls on pieces of the production line. I produced a report analyzing sustainable development and quality - both with respect to the manufacturing process and the relationship between managers and workers - in the company.
I have gained insight into a managerial and economic perspective. I have also benefit from AREVA to see how organized a large company is.
Formations
Columbia University (New York)
New York2012 - 2013Mathematics of Finance
GPA: 3.8/4
Mathematics of Finance, Stochastic Processes, Time-Series Modeling, Capital Mar- ket&Investments (MBA-Columbia Business School), Mathematical Methods in Financial Price Analysis, Numerical Methods in Finance, M&A (MBS-CBS), Computational Methods in Derivatives Pricing (IEOR)
GPA: 3.7/4
Probability for financial mathematics, Financial Modeling, PDEs, Modeling & Forecasting, Numerical Analysis, Probabilistic Methods for Simulating, Linear Regression