Société Générale
- Cross asset structuring (internship)
PARIS
2013 - 2013
- Developing and Setting up payoffs of structured products in collaboration with pricing , sales and trading team
• Back test of strategies for pension and insurance products
• Selection and Implementation of Value at Risk methodologies
• Monte Carlo Simulations of CPPI funds performance (Constant proportion portfolio insurance)
- Selection of underlying (Emerging equities, funds..), wrappers (Basket, Indices, SPV)
- Portfolio Allocation according to liquidity, market capitalization, volatility and constraints of limited foreign investments on MENA stocks
- Dealing with legal issues (Specific legal framework for Islamic products, UCITS funds)