2013 - 2013Product development (High-Yield, High-Dividend, Long, Short, Leveraged), Index choice, setting-up methodologies and negotiation with counterparties and Index furnishers (Markit, MSCI, EuroMTS...)
Designing tools to control and compare tracking errors and spreads with Amundi’s and competitors’ ETFs
Producing Fund studies and selling support documents
SWAP Pricing
BNP Paribas
- Securitization Assistant
Paris2012 - 2012- Assistance in setting up new operations or re-securitisation of existing Pan-European transactions
- Development of automatization tools to integrate client's datas in financial management models
- Financial management of the securities portfolio : taking responsibility of the monthly buy and re-financing assets cycles, datas validation with business management society, feed back to clients
- Risk analysis and follow-up linked to securitization programs, credit committee preparation
- Conduit accounting follow-up
- Gathering informations relatively to securitization programs (via Reuters, Bloomberg, Agencies' websites...)
Crédit Agricole, Corporate & Investment Bank
- Analyste Méthode Bâle II et RAROC
2011 - 2012Providing support at risk level to world's CACIB entities on market, credit and securitization risk.
setting up a new modeling tool to calculate Raroc and EVA in Net Present Value : :
- Drawing up rules in order to determine when NPV calculation is closer from reality than Bullet approximation
- In charge of optimisation and improvement at methodology and rules level of a software permitting to determin profitability in NPV
Jeece - Junior-Entreprise de l'ECE Paris
- Vice-Président
Paris2010 - 2011Being a Junior-Entreprise, Jeece is member of CNJE, the french Junior-Entreprise network of 150 "Juniors".
In average, 50 ECE's students are involved in Jeece, and it is lead by a Governing Board composed of 11 E.C.E.'s students.
