Michael VYAHO

En résumé

Entreprises

• BNP Paribas CIB - Market risk analyst Equity Derivatives

  Paris 2015 - maintenant -Python/VBA/SqL/Access Dev
  -Bloomberg
  -Statistiques
  -FX Vol / Indice de vol
  -Reporting et suivi de risques
  -Valorisation et ajustement de portefeuille (Front vs Totem)

• Family Business Group - Financial Engineer

  PARIS 8 2013 - 2015 -Portfolio allocation
  -Fund selection & Quantitative analysis
  -Follow portfolio performance & volatility
  -Macroeconomics Analysis
  -Development tools for decision with VBA Excel

• CONVICTIONS ASSET MANAGEMENT - Quantitative researcher

  2013 - 2013 Index replication by statistical techniques using Bloomberg data and R interfaced with Excel
  Research target volatility and backtesting method
  Portfolio optimisation (Min VaR, Min CVaR,Low Vol)
  Establishing trend report on commodities and emerging markets,FX
  Redesign report file risk funds in VBA Excel
  Automation files risks in R and interfacing with Excel
  Implementation of risk indicators (historical VaR & vol, implied volatility, Sharpe ratio .....) on the new funds
  Establishing and publishing trend report on ETFs and mutual funds
  Maintenance and supply of databases in MySQL

• SGCIB - P&L valuation analyst

  PARIS 2012 - 2012 Realization of several macros with VBA Excel eased and optimize the daily report on almost all perimeters of the team.
  -Process optimization in existing Excel VBA as well as their integration into own applications to SGCIB.
  -Participation in a major project in Excel VBA on the full pricing
  -Ensure direct interaction with traders and daily production of PnL daily perimeters of 4 exotic rates (swaptions, swaps, futures, CMS ...).
  -Checking and comparison of the values ​​obtained with parallel pricers
  -PnL decomposition by risk factors (theta, vega, gamma, New deals treaties, forex effect ...) and to minimize unexplained investigation when they are high.
  -Publication of the Report and validation of trading P&L at the end of the day
  Amélioration des outils d'analyse du Pnl,implémentation en VBA excel

Formations

• Université Evry Val D'Essonne

  Evry 2011 - 2012 Ingénierie financière
  
  Mathématiques informatique

• Université Cergy Pontoise Master 2: Finance

  Cergy Pontoise 2005 - 2011 Master 1 Mathématiques Appliquées

Réseau

• Alan JARDIN

• Audrey NOUMSI

• Auguste TIGRI

• Auguste MACKENSON

• Grégoire DE HALDAT

• Gwendoline JOURNEE

• Luc BODJRENOU

• Nam NGUYEN

• Nehbil LADJAL

• Tagnon S. Brice ZINZINDOHOUE