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Crédit Agricole Corporate Invesment Banque
- Fund Derivatives Trader
2003 - maintenant
Price and Manage non optional Fund Products such as CPPI, TRS, Leveraged Cetificate, Delta one.
Manage the secondary market on Funds Derivatives Product.
Execute Delta Hedging on Funds.
Monitor Operational risks.
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Credit Agricole Corporate Investment Banque
- Equity Derivatives Contribution Manager
2000 - 2003
Price, Parameterize and sell Vanilla Equity Derivatives products such as Reverse Convertible, Discount Certificate and Bull note.
Perform the Reuters Contribution for all Equity Derivatives products of CLS.
Quotes Bid/Offer prices on Secondary Market to Sales or Credit Lyonnais 'Customers and gives hedges to Traders.
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Citibank
- Structured Transactions Analyst
New York
1998 - 2000
Analyse structured deals such as : Inverse Floater, Structured Deposit, Hybrids.
Check that Traders' bookings correctly reflect the structured transactions in terms of risk and pricing.
Assess if the deals raise risks, legals or operations issues and if the approval of a special committee is required.
Compute and control Day one P/L on structured transactions.
Monitor Credit risk for Debt trading in Citibank Prague and Warsaw.
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Citibank
- Pl analyst fx options warrants.
New York
1997 - 1998
Perform, control and adjust Daily P&L for FX Warrants and Options.
Analyse risk report for Warrants desk. (Limits, delta positions)
Check rate reasonability process to determine correct pricing of Fx warrants portfolio.
Balance sheet and P&L accounts at month-end.
Book Fx options tickets and initiate payments order for Back-Oficce.
Responsible for the correct FX Warrants & Options portfolio's pricing.
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Crédit Lyonnais Americas
- Financial Controller.
1996 - 1997
Perform reconciliation of position and P&L on Fixed Income and Derivatives products.
Participate in a project to determine Funding costs for the funding desk.
