Paris2009 - 2010Internal support for Murex Tremor model
Client support of equity derivatives Murex local vol model implementation
Building product management cell for new Murex volatility framework (VOLX).
Murex
- Consultant IRD, client account manager
Paris2008 - 2009Support management of client account.
Support for exotic IRD products modelling and pricing with Macs
Murex
- Consultant IRD
Paris2006 - 2008Functional support for several clients on interest rates and derivatives area.
