Joseph ROCHE


En résumé

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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
  • 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
  • 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
  • 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
  • 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
  • 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
  • EADS Astrium - R&D (intership)

    Blagnac 2001 - 2001 Mars Express Project:
    Writing of procedure to test cooling of scientific instruments



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