Mes compétences :
Créativité
Curiosité
Dynamisme
Finance
Finance de marché
Produits dérivés
Technique
Entreprises
UBS
- Junior trader
Paris2012 - maintenantEmerging markets Fixed income trading
Focuse on rates and fx volatility activity within technical and analytical framwork. (SABR, LMM)
HSBC
- Trader Assitant
Paris2011 - 2011Trader Assistant on Interest rates Exotic Products
-Monitoring of daily exposures and pnl explanation on particular books such as cross currency and quanto swaps, managing FX, basis and yield curve risks within SABR framework.
-Design and development of (Vba Excel) tools for decision support, in order to optimize risk management and profit on various structured products .Among all I worked on forward volatility and implemented different calibration methods.
Paris2010 - 2010During this 4 months internship, my main mission was to build up a new model for CLO valuation. I had to study existing methods and propose new solutions, thus I set up statistic and stochastic models. I also implemented the models in C++ and Vba
Léonard de Vinci
- Asset manager assistant
2008 - 2008I was in charge of evaluating a new risk factor and setting up an Excel measurement tool. I participated to the running models development.
Finally I co-led a Study of scenario on a particular asset