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David BONNEROT

BOCA RATON

En résumé

Mes compétences :
Automation
budgets
Business
Business manager
COO
Derivatives
Equity Derivatives
Management
Manager
Microsoft Project
Microsoft Project Management
Risk management
Trading

Entreprises

  • ENS - Sans emploi

    maintenant

  • CALYON New-York - Trader dérivé equity

    2006 - 2008 Director, Equity Derivatives Trading Group
    • Created original tools for pricing, trading and risk management.
    • Improved quant models by developing and programming these enhancements under Excel. Wrote the specs, coded spreadsheets and VBA macros.
    • Traded US equity underlyings, single stocks, ETFs and sector indices.
    • Managed proprietary and customer business. Priced large corporate trades.
    • In charge of training and mentoring junior traders.

  • Société Générale - COO/Business Manager

    PARIS 2004 - 2006 COO-Business Manager, Equity Derivatives Group (165 staff).
    • Worked directly with the Head of Equity Derivatives for the Americas.
    • Prepared budgets, controlled costs, performed financial reporting and data mining.
    • Coordinated operational risk management, improved cost-efficiency.
    • Managed complex projects. Successfully worked on 2 acquisitions and converted 2 trading desks into hedge funds.
    • Created and implemented profitable automated trading algorithms.

  • Morgan Stanley - Executive Director

    Paris 2000 - 2002 • In charge of trading and risk management for the correlation/dispersion books. Managed the sector indices book. Built both businesses from scratch at Morgan Stanley’s European headquarters in London.
    • Performed the theoretical modeling, defined and implemented the trading strategy, thereby creating a new and significant trading franchise for the Firm. Annual P/L s amounted to several million USD on each of the books.
    • Project manager for the creation, pricing, real time quotation and risk management of the securitized products issued by the Firm (covered warrants and reverse convertible bonds).
    • Created and developed several pricing, risk management and automated trading IT applications. Worked on building an automated electronic market-making capability for listed equity options.
    • Trained junior traders. Produced the training material and conducted the training classes.

  • Deutsche Bank - Director

    Paris 1996 - 2000 • Ran the correlation book (baskets of indices and stocks, sector indices). During my tenure on this book, Deutsche was widely recognized as one of the major counterparties in the area of options on baskets and sector indices.
    • Priced, traded and risk managed structured and exotic products.
    • Developed and implemented tools for the management of crash scenarios. Volatility proprietary trading on European, American and Latin American markets (stocks & indices).
    • Built a significant presence for Deutsche in the proprietary trading arena on key European equity markets such as the ESTOXX50, the SMI (Switzerland) and the CAC40 (France).

    • Successfully managed several high volatility crisis situations: emerging markets crisis in 1997, Russian default in the summer of 1998.
    • Organized and conducted the training and mentoring of junior traders.

  • Société Générale - Trader

    PARIS 1991 - 1996 Trader, Equity Derivatives
    • Traded multi-assets and multi-products on major European equity markets.
    • Expanded and strengthened the options and basket trading franchise on the SMI.
    • Strong focus on quantitative models.

Formations

Pas de formation renseignée

Réseau

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