Paris2008 - maintenant- Structuring and modelling of various ABS transactions (RMBS, Auto Loans, Credit Cards, DPR, Re-Remic)
- Development of pricing and valuation models for ABS, RMBS and CDOs. The valuation models are in production and used to value several billions of securitised assets across the bank. The pricing models are used for trading decision by the Portfolio Management desk
- Valuations of very large structured finance portfolios
