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Frantz CASTOR

MONTMORENCY

En résumé

Pas de description

Entreprises

  • Markit (USA) - AVP Index Analyst - New Indices

    2013 - maintenant
  • In Touch Capital Markets (USA) - Fixed Income Rates Analyst

    2012 - 2013 • Provide market updates, analysis and special reports to clients (Treasuries, Futures, Interest Rate Swap and FX).
    • In charge of written products: research on primary markets, fed operations, auctions and corporates issuance likely to impact fixed income markets and curves on an intraday basis. Previews and reviews of key Central Bank meeting provided with market analysis and market scenario analysis (potential market impacts).
    • Independently provide development of electronic data management programing (using VBA) for the market monitoring that contribute to: the ongoing improvement and development of fixed income analysis.
    • Implemented an efficient and comprehensive technical analysis model by applying programming skills in Excel/VBA, Bloomberg and statistical/mathematical analysis.
    • Work closely with marketing to develop product feature set.
  • Natixis - Sales/Trader - Buy-side Trading Desk - Fixed Income Division

    Paris 2010 - 2011 • Traded and executed transactions on behalf “Caisses d’Epargne” and “Banques Populaires”. -> Interest Rate Swap / FIG, Corporate and Covered bonds on primary and secondary market.
    • Insured liaison between institutional clients and market makers.
    • Provided market updates and special reports to clients.
    • Developed automated tools using Excel and VBA for the monitoring of the market.
  • Natixis Capital Markets USA - Analyst DCM

    2009 - 2010 • Provided DCM solutions and supports for North American, investment grade and high-yield, borrowers (mainly FIG and corporates).
    • Worked with senior bankers to identify clients who need to access fixed income markets.
    • Full involvement in deals execution (senior unsecured, covered bonds and corporates).
    • Insured liaison for sales, trading and syndication teams in Paris and New York.
    • In charge of drafting market updates and commentaries sent to clients (daily updates, weekly updates, and special
    reports).
    • Draft proposals.
  • Natixis - Sales/Trader Trading desk (Fixed Income Division)

    Paris 2009 - 2009 • Traded and executed orders for “Caisses d’Epargne” and “Banques Populaires”.
    -> Interest Rate Swap / Corporate and Covered bonds on primary and secondary market.
    • Developed automated tools using Excel and VBA for the daily work.
    • Research new market opportunity.
  • Natixis Capital Markets USA - Analyst - Interest Rates Derivatives and Foreign Exchange Division

    2008 - 2009 - Deal with currencies: Spot and Forward
    - Work with traders on FX carry trade strategies
    - Implement a swap pricer
    - Model a pricer tool to capture our potential exposure on swap transaction
    - Create and maintain a Value at Risk model for a swap portfolio
  • Natixis - Analyst – Assistant of an ABS Portfolio Manager – Structured Finance Division

    Paris 2007 - 2007 - Analyzed new ABS transactions (RMBS, CMBS, Credit Card, Auto Loan,…)
    Structure, portfolio quality, market and historical originator performance
    - Monitored a Eur 380 million ABS Portfolio
    - Performed portfolio valuation
    - Modeled and worked on a VBA tools to improve our transactions monitoring process
    - Participated in the Credit Committee
  • Alstom Management - Analyst – Assistant of an Asset/Liability Manager

    Saint Ouen 2006 - 2006 - Analyzed and monitored our equity investment portfolio
    - Monitored our pension fund portfolio
    - Created and implemented a portfolio management tools using Excel and VBA
  • Natexis Banques Populaires - Middle-Office– Manager Assistant - Credit Risk Department

    2005 - 2005 - Monitored the ratings and internal limits
    - Valuation of the portfolio
    - Worked in collaboration with a portfolio manager on the creation of a CDS pricer
    - Developed automated tools using Excel and VBA
  • Deutsche Bank - Back-Office (Summer internship) – Assistant within the Back-Office Team

    Paris 2003 - 2004 Assistant within the Back-Office Team

Formations

Pas de formation renseignée

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