Loic KOLODZIEJCZAK

En résumé

Entreprises

• Phi Square Capital - Head of Trading

  2015 - maintenant

• Phi Square Capital - Trader on equity derivative

  2014 - 2015 * Daily market analysis for the trading desk ;
  * Real time fitting curve through local parametric model & stochastic model, volatility analysis ;
  * Discretionary trading on Eurex futures & index options (Eurostoxx 50). ;
  * Intraday portfolio management (Greeks, VaR, Projections) , adjusting position according to risk limits ;
  * Setting up delta neutral, volatility arbitrage, smile strategies with the senior trader ;
  * Electronic market making automatons monitoring, mass quoting on Euroxtoxx 50 options. ;
  * Creation of a middle office tool, reconciliation between quotes and clearing house (VBA) ;
  * Development of decision support tool for options strategy (VBA).

• Credit Agricole CIB - Interest Rate Trader Assistant

  Montrouge 2011 - 2012 * Interest Rate Derivatives Trading Euro & non Euro + Gamma trading (Reporting to the Global Head of Non Linear Trading E.CASTAGNEDOLI). ;
  * Pricing, pre-hedging
  * IT development ;
  * Elaboration of a newsletter designed for sales desk to help them pitch products to match trading axes

Formations

• Ecole Centrale Lyon

  Ecully 2012 - 2014 Programme d'échange EM Lyon
  

• EM LYON

  Ecully 2010 - 2014

• University Of Lille 1

  Lille 2009 - 2010 /sociology/mathematics (Econometrics, Dynamics of Short and Long Term)
  
  SKILLS
  Financial Skills
  Equity Derivatives (Vanilla): pricing models, options strategies, volatility analysis and portfolio risk management
  Interest Rates Derivatives (Vanilla): basic knowledge on pricing models and options strategies.
  Macro-economic and geopolitical analysis
  
  Computer
  Experienced user of VBA, Bloombe

Réseau

• Anthony FONTAINE

• Bénédicte MEURISSE

• Bruno STEFANINI

• Justine DECOTTIGNIES

• Marc TAMBONE

• Mélodie DEWITTE

• Pauline DESAILLY