Mes compétences :
Visual Basic
Microsoft SQL Server
C++
Equity Derivatives
CVA/DVA
FVA
Mathematical Modeling
Entreprises
HSBC France
- Equity Quantitative Analyst
Paris2015 - maintenant
HSBC Bank Plc
- CVA Quantitative Analyst
Paris2012 - 2015
HSBC Bank USA Inc.
- Equity Derivatives Trading
2011 - 2012
HSBC France
- Equity Derivative Valuation Analyst
Paris2009 - 2011- Analyzed and followed-up Structured and Exotics Equity Derivative P&L
- Implemented P&L explanation tool using Risk Base analysis
- Checked financial products valuation and computed adjustments
- Worked on Volatility Smile : computed P&L impacts due to smile deformation.