Frédéric PRIEUR

En résumé

Entreprises

• BNP Paribas - Senior Quantitative Analyst

  Paris 2008 - maintenant Quantitative Analyst for FIRST
  Flow Risk Team in charge of the development of BNP Risk and P&L explain Platform.
  This position has 3 main components:
  - Collaboration with the trading teams to understand and define their needs on risk and P&L Explain tools. The team is based in London and works for BNP Paribas interest rates trading desks (Swaps, Bonds, Repo…) worldwide. The team also provides support and training to the desk on Risk and P&L tools as well as on the understanding of P&L and risk models.
  - Development of risk and P&L explain tools:
  - Programming of C++ functions to improve the Risk and PnL Explain library of functions
  - Development of prototypes to validate new models prior the industrialisation phase.
  - Constant improvement of the existing platform to include new products and improve performances
  - Project management in coordination with Traders, Research and IT teams to ensure the correct implementation and industrialisation of risk tools. This includes training of IT teams as well as the redaction of detailed specifications.

• SGAM - Total Return Fund Manager Assistant

  2007 - 2007 Fund Manager Assistant for Societe Generale Asset Management (SGAM)
  Total Return Division in the diversified investment team
  - Backtesting of investment strategies
  - Development of pricers on exotic derivatives
  - Implementation and development of Risk Analysis tools (sensitivity analysis, VaR…)

Formations

• Exeter University (Exeter)

  Exeter 2006 - 2007 MSc Financial Analysis and Fund Management

• Ecole Des Mines (Nancy)

  Nancy 2003 - 2007 Ingéniérie des Systèmes de Décision et de Production

• Lycée Janson De Sailly

  Paris 2001 - 2003 MPSI, puis PSI*

Réseau

• Anne-Dauphine CAMBOURNAC

• Bruno SICRE

• Cédric DARGNIES

• Grégoire SAVELLI

• Lapprend MARIE

• Marc POUGET

• Nicolas RÉMOND

• Pauline GANDINI ROUGE

• Sacha CONKIC

• Vincent DOMANGE