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LCH Clearnet
- Risk analyst - CDSClear, London
Paris
2012 - maintenant
-Developed a prototype used to start discussions around the VaR risk model with other services.
-Enhanced the VaR risk model (developing a back-testing tool to find and fix the weaknesses of the proposed model)
-Worked closely with the legal department to update the CDS Clearing Rulebook.
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LCH Clearnet SA
- Risk analyst - CDS Risk Department, Paris
Paris
2011 - 2012
- Model Validation for regulatory purpose (FSA)
- Developped a standalone auction tool in VBA-Excel
- Worked close to the legal department to write the CDS Clearing Rule Book.
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LCH Clearnet SA
- Stagiaire, risque de crédit
Paris
2011 - 2011
Etude de modèles pour pricer le risque de contrepartie sur CDS.
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Orange Labs
- Stagiaire, analyse de données
Paris
2010 - 2010
