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Societe Generale, Corporate & Investment Banking
- Front Office Risk Analyst
PARIS
2010 - maintenant
Interest Rates Exotic Desk:
• Developed all risk analysis spreadsheets for the desk
• Implemented end-of-day PnL explanation
• Run any on-demand risk simulation
• Managed desk projects with all involved teams: trading, quants, risk, MO
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Personal Project
- Financial Analyst
2009 - 2009
Built a FX Carry model (Excel/VBA/Matlab)
• G10 Carry Trading model filtered with combined/weighted signals (10Y US swap spread, hist/implied vol, etc.)
• Fully optimized portfolio allocation model
• Dynamic portfolio leverage to maximize the return/risk ratio
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Societe Generale, Corporate & Investment Banking
- Financial Analyst
PARIS
2009 - 2009
Cross Asset Solutions (Equity Secondary Market):
• Developed trades blotters
• Set-up of new trades in pricer
• Managed sales margins
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Societe Generale, Corporate & Investment Banking
- Trader Assistant
PARIS
2007 - 2008
Short-Term Interests desk
• Front-office position in Foreign Exchange and Money Markets
• Designed trading tools (Excel/VBA, SQL, C#): pricers, monitoring positions, live P&L, spot exposure, cash flows and liquidity projection
• Involved in all front and middle office processes: P&L, reports, position reconciliations, daily trade support, deal booking, resolving various issues
• Automated daily tasks: reports, roll rates, market data history, swaps checking
• Managed systems of the desk: databases, SQL, dedicated web site (C#), Excel spreadsheets
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Peking University
- Development Engineer (intership)
2006 - 2006
Mechanics Department
• Fully automated a traction machine for composite materials
• Created a software (Object oriented: LabView) to pilot tests and analyze results
• Developed open-mindedness (multi-cultural team) and strong knowledge of the Chinese culture
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SEGULA Technologies
- Sales Engineer (intership)
Nanterre
2004 - 2004
Segula group headquarter:
• Created a technical sales department to expand the Segula’s business
• Developed an access application (VBA) to prospect new clients with backend database
• Instigated meetings with industry managers, analyzed their needs, wrote analysis reports
• Obtained about 15 major contracts with new industrial partners
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EADS Astrium
- R&D (intership)
Blagnac
2001 - 2001
Mars Express Project:
Writing of procedure to test cooling of scientific instruments
