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Grégory BILLON

Geneva

En résumé

Mes compétences :
Equities
Convertible Bond/Equities
Futures Operations
Fixed Income
Equities as Derivatives
risk management
order management
Visual Basic for Applications
TRS portfolio management
Reduce maintenance and deployment
Quantitative Analysis
Portfolio Administration
Money Markets
Microsoft C-SHARP
Master Planning
Market Making
Discretionary portfolio management
Credit Default Swap
Commodities
Audit

Entreprises

  • Kepler-Cheuvreux - Head of Electronic Execution & Trader

    Geneva 2013 - 2016 In charge of Electronic Fixed Income Activities, Execution and Design
    Definition of business strategies for bond intermediation and facilitation (goal: order management with a
    target of credit spread on the electronic markets such as those expressed with a level price...)
    Trading system solutions: OMS, SOR, Algorithms...:
    - In charge of auditing and building an electronic trading system solution ;
    - In charge of designing the interaction between the different solutions

  • Natixis - Trader

    Paris 2009 - 2012 Bonds (issuer BPCE). Portfolio hedged with Futures and partially with Swaps
    Managed portfolio value up to 120m EUR
    - Equity-Linked Notes. In charge of the Equity hedge
    TRS portfolio management

    In charge of building algorithms and a new bond pricer for the Equity Derivative Department

    Team lead of the Information System Audit team during the 6 months period
    The objectives:
    - Design a new master plan for the global Equity Market ;
    - Simplify and make the Information System Architecture more robust by means of an improved
    modular system
    - Reduce maintenance and deployment costs
    - Make developments faster and efficient

  • Natixis - Proprietary Trader

    Paris 2005 - 2009 Convertible Bonds (classic and clauses arbitrage) using Interest Rates Futures, Swaps, Equities and
    punctually CDS

    - Equity Derivatives using quantitative hedging methods
    Managed portfolio value up to 40m EUR

  • Oddo Securities - Convertible Bonds Market-Maker

    Paris 2004 - 2005 Monitoring of about 70 Convertible Bonds
    Managed Portfolio value up to 10m EUR

  • OFI Asset Management - Fund Manager

    2002 - 2004 Discretionary portfolio management of the Convertible Bonds Fund (160m EUR under management)
    Management of the Monetary Dynamic Fund portfolio (90m EUR under management) with volatility strategies
    on Interest Rates and Equity Derivatives using different statistical and econometric models

  • OFI Asset Management - Risk Manager

    2001 - 2002 In charge of computing and analyzing risk sensitivities, exposures, VaR...
    In charge of checking the funds valuation
    Created ``EstimRisk'', a risk control software aimed at performing risk calculations, together with a team

  • Natexis Capital - Dealer

    2000 - 2001 Order executions on behalf of clients and In charge of the Order Routing Platform

  • Direct Finance - Dealer

    1999 - 2000 Order executions on behalf of clients

Formations

  • Université Paris Dauphine

    Paris 2000 - 2001 DESS

    203 (Master 2), Financial Markets, Commodity Markets and Risk Management

  • Université Poitiers

    Poitiers 1994 - 1998 Masters Degree

    ERASMUS Exchange Program (Econometrics Method, Applied Econometrics and Financial Economics)

Réseau

Pas de contact professionnel

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