En résumé

Fx options

Mes compétences :
Programmation c
Programmation C++
Finance de marché
Produits dérivés
Mathématiques appliquées
Mathématiques financières
Modèles probabilistes
Base de données
Foreign exchange
Business analyst


  • MUREX - Ingénieur Developpeur Financier - Marchés de Change

    Paris 2011 - maintenant FX Derivatives
  • MUREX - Senior Ingénieur/Consultant Financier Energy&Commodities

    Paris 2006 - maintenant Summary:

    I perform daily Micro-analysis, encompassing all front office and risk management issues related to commodities mainly.

    As a Financial and Analytics Engineer I must have a strong educational background in applied and fundamental mathematics, finance and a strong interest for financial markets. I also must be reasonably comfortable in a technical environment similar to those used by network systems.
    My main fields are Commodities : Oil, Base Metals, Soft commodities, Precious Metals, Gas, Electricity.

    I am working on the current but non exhaustive domains:
    - Models analysis = Black &Scholes (with adaptation), Binomial trees.
    - Payoffs studied and validated:
    Vanillas: Simple options on Spot index/on Futures, Swaps (multicurrency or not), Futures, Forwards
    Exotics: Asians on Spot Index/Futures (Multicurrency or not); Swaptions, Barriers, Forward Start, Gas Formulas swaps.

    A developed and keen sense of teamwork is of paramount importance for all activities and is the first and foremost quality we are looking for. Likewise, high quality support and assistance in the most favourable conditions is ensured by seamless teamwork within the consulting area. Last but not least, good communication between development and consulting teams is the key to identifying client needs and problems across the company, thereby ensuring that they are addressed as efficiently as possible.

    A strong autonomy and a good sense of initiative within the boundaries set by the teamwork are essential in keeping the high standards of productivity and excellence in client support which have always been the hallmark of our company.

    Excellent knowledge of spoken as well as written English in financial and Analytics is of utmost importance given the international nature of our activity.

    Commodities and Energy (financial and quantitative analysis)
  • CALYON Corporate & Investment Bank - Junior Associate

    2005 - 2005 Final Internship required for the graduation program of the diplôme de Grande Ecole d'Ingénieurs (Master's degree).

    * Originating, structuring, and financing operations in the EMEA regions relating to complex and structured loans.

    * Participation in the Arrangement on the Tullow Oil PLC senior and junior Debt Facilities Project;
    * Survey on Power markets (Gas and Coal Power Plant, Wind Energy) in the EMEA, Study on the Oil market;
    Financial Modelling
  • PSA Peugeot Citroën - Modelling Engineer (Intern)

    Rueil Malmaison 2004 - 2004 Modelling Engineer in the Aerodynamics department.
    Modelisation of the aerodynamics in a Engine.
    Using the software Fire (equivalent to Fluent)