Natixis
- Executive Director - Head of Securitisation Swaps
Paris2013 - maintenantStructuring 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.
2007 - 2011Credit 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
Paris2000 - 2007Complex 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
Paris1998 - 2000Non-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
1995 - 1998South-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
