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DNCA Investments
- Data officer - Fund Performance Measurement and Attribution
2019 - maintenant
• Maintenance PORT/PRTU/BBU des portefeuilles DNCA. Création manuelle de contrats FX Forwards avec la fonction OVML dans Bloomberg. Formatage de fichiers de positions et import dans PORT avec BBU. Rédaction de spécifications pour l’automatisation de l’import des positions et la création des FX Forwards pour des fonds Fixed Income. Rédaction de spécifications pour l’automatisation de l’import des positions et la création des CFDs pour des fonds Long Short Equity.
• Production de contributions et d’attributions de performance equity (PORT : Modèle de Brinson). Automatisation du formatage des rapports Bloomberg Bruts (VBA), prise en compte de l’effet de levier. Production de reportings règlementaires Mediolanum et COVIP pour Unicredit. Production de reporting pour la FED sur les obligations convertibles détenues par DNCA (Monde/Japon/Banque).
• Administration de la base référentielle : création d’instruments financiers dans CRD et le référentiel infocentre lors des passages d’ordre des gérants. Réconciliation de la base référentielle avec les inventaires comptables.
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Natixis Asset Management
- Performance attribution analyst
Paris Cedex 13
2018 - 2018
• Fonction de Support/Réponse à des appels d’offre : Envoi de tableaux de performances et de justificatifs de calculs de volatilités, SRRIs (Synthetic Risk and Reward Indicator), Tracking Errors, Maximum Drawdowns, Ratios d’Informations et Ratios de Sharpe. Validation de DICIs.
• Production des rapports mensuels : des KPIs pour 150 Mds € de fonds, d’indices Arpèges, de Vol. Inducement, des Comités de performance (actions, taux, FCPE, diversifiés,H2O); des Frais De Gestions Variables pour le Comex, de VAR historique pour des fonds CNP ; d’attribution de performance Fixed Income avec le logiciel Barclays Point pour les fonds Natixis Souverain Euro, Ostrum Souverains Euro 1-3, Euro Government Bonds Mandate et Silver Ostrum Euro Govies ; d’attribution de performance Action (Modèle de Brinson-Fachler) pour les fonds VEGA Grande Amérique, VEGA Grande Asie, VEGA Grande Europe, Vega Emerging, VEGA Monde, Natixis Europe Smaller Compagnies, Natixis Actions US Growth, Ostrum Convertibles Euro, Ostrum Convertibles Europe et Insertion Emploi Dynamique.
• Rédaction d’une procédure catalogue sur la résolution d’erreurs SMS (Stock Movement Stock) et des écarts de performance Interne/externe liés aux écritures comptables des transactions sur divers titres et contrats : Actions, Obligations, Futures sur devises, Futures sur Indices, Contrats à termes et Swaps sous B-One. Voir moins
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State Street
- Senior Performance and Risk Analyst
Puteaux
2016 - 2017
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BNP Paribas Securities Services
- Performance and Risk analyst
Pantin
2014 - 2015
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PERGAM finance
- Portfolio Manager assistant
2013 - 2013
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Fujitsu for Air France/Klm and Delta airlines
- Bilingual IT HelpDesk Chief Operator
2011 - 2012
Managed the maintenance of worldwide airline companies’ staff members and their satisfaction for daily IT and electrical device issues. Fixed computers/routers/network switches/printers/telex/fax/flight ticket machines remotely, dispatched incident tickets to local groups of technicians for hardware problems and solved software malfunctions. Ranked the severity what had to be done and proceeded to solution brainstorming with engineers of other desks.
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Quadrant Design: Architecture Cabinet, Sydney, Australia
- Sales administration and accounting
2010 - 2011
Intermediary between the architect and his clients. I narrowed the clients’ needs and taste for interior design issues which I communicated to the architect. Made accounting forecasts for his plans and actively prospected for new clients.
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Mondiale Assistance France
- Insurance Operation Direction
2009 - 2009
Organized and accounted for towing, repairs and repatriation, mortuary services, healthcare services and constructions by phone and using efficient insurance software called Aida. Dispatched locksmiths and plumbers. Booked plane/train tickets, taxis and hotels for the insurance’s clients.
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Direct energie
- Electricity and Gas contract salesman
Paris
2008 - 2009
In charge of physical sales in Paris and its suburbs I constantly improved my sale dialogues and developed methodology to make potential clients change their habits and subscribe to new contracts that were clearly advantageous.
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Arbitragis
- Trader assistant
2008 - 2008
Firm specialized in automated trading strategies on derived products:
Followed the markets
Studied the Conception of mathematical arbitrages using implied volatility calculus
Upgraded financial software interfaced in C+ in a LINUX environment
Ported from Qt3 to Qt4
Did refactoring
Elaborated pricing libraries
Worked on a massively parallelized Monte-Carlo method
Priced European options
Traced option curves
Modified interfaces
Implemented stock exchange information reppatriation algorithms from Feedos, Reuters and Bloomberg.
Made SQL triggers;
Made Switches
Initiated and trained and EM Lyon 5th year student to C++ software developing.
Updated the practical encyclopedia of the firm.
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Ferrari
- Accessory and derived products salesman in professional shows.
St Martin-Bellevue
2008 - 2008
