Mariana Capital Markets
- Equity Derivatives Broker
2010 - 2010Mariana Capital Markets Limited – Equity Derivatives Broker
- Institutional broker focused on value-added research.
- Achievement: opening lines with major market makers.
- Performing daily cross-asset reports, main focus on equity derivatives and associated volatility.
Santander
- Equity Derivatives trader
PARIS2010 - maintenantIndex Structured Products pricing, hedging and booking
Index light exotics pricing, hedging and booking
NKY, SMI, HSI, CAC dividends and volatility fitting
SPX book vega and gamma management
VBA tools development
AXA IM
- Hedge Fund Analyst
Nanterre 2009 - 2009AXA IM – Fund of Hedge Funds – Strategy Analyst
- Long/short equity fund selection focused on fundamental and trading strategies.
- Risk/reward analysis and active management of existing investments.
- AUM: 4.5 bn$ on the whole. Investments in Funds over 100mn$.
- On-site meeting with PMs and marketing materials review.
- Idea generation on the Equity markets and derivatives.
HSBC Global Markets
- Equity Derivatives Analyst
2008 - 2008HSBC Global Markets – TMT Volatility Trader
- Single stock trader on Telecom, Media, Technology, Chemistry & Pharmaceutics in Euros. Products
include listed and OTC options, exotic derivatives.
- Limits: EUR 100k Vega per underlying, book total vega 60k
- Active management of trading axes to flow sales force, market-making in vanilla and exotic options,
and light structured products pricing.
- Idea generation to private banking and institutional sales force.
- Proprietary positioning on sector dispersion.
HSBC Financial Products
- Trading Assistant
2007 - 2008HSBC Global Markets – Trading Assistant
- Volatility fitting, corporate actions, early exercise management on UK and swiss stocks.
- Equity derivatives positions reconciliation, P&L computation, risk analysis and reporting.
- Greeks hedging with both swaps and futures.
- Daily interaction with Middle-Office and Back-Office.
