En résumé

Mes compétences :
Equity Derivatives


  • Natixis - Executive Director - Head of Securitisation Swaps

    Paris 2013 - maintenant Structuring and pricing cross currency and interest rate derivative solutions linked to securitisation and covered bonds products.
    Managing the 4 people team in charge of the structured derivatives portfolio.
  • Natixis Corporate Solutions / Nexgen - Rik Management / Transaction Coordination

    2007 - 2011 Credit and Equity tailor-made transactions with European and Asian corporates
    * Coordination of the structuring and internal validation of Nexgen transactions (Singapore, Dublin, Paris), including transactions presentations to NATIXIS Credit Committee
    * Special focus on Asia, Middle-East and Russia
    * Responsible of the Management of a € 2 billions complex structures book
  • Natixis - Head of Risk Management, Structured Credit

    Paris 2000 - 2007 Complex credit and interest rates market risk, including ABS and CDOs
    * Reporting to the Head of Trading Room
    * Advising the Desk Managers for risk issues
    * Managing the team in charge of the day to day risk managing
  • Commerzbank - Swap and Option Trader, Head of Desk

    Paris 1998 - 2000 Non-Euro interest rates derivatives
    * In charge of the Non-Euro interest rates derivatives books
    * Market making in swaps, caps & floors, swaptions, digitals, bermudans
    * Curve and volatility positions in these currencies. Yearly P&L €10 millions
  • Commerz Financial Products - Interest Rates Options Trader

    1995 - 1998 South-European interest rates options
    * Co-responsible of the books, 90% of the P&L in proprietary trading
    * Arbitrages of volatility and yield curves, using statistical and stochastic models