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Sophie LY

Montrouge

En résumé

Mes compétences :
Finance
Multilingual
Equity derivatives
Market risk

Entreprises

  • Crédit Agricole Cib - Senior market risk analyst

    Montrouge 2012 - maintenant PnL, risks, VaR, stress tests, product control, Totem,...
    Equity derivatives

  • BNP Paribas - Exotic products pricing (index, stocks)

    Paris 2010 - 2010

  • Societe Generale - Credit derivatives structurer

    PARIS 2008 - 2009 Modelisation/Pricing on credit derivatives

Formations

  • Université Paris 7 Denis Diderot M2MO

    Paris 2011 - 2012 DEA Statistiques et modelisation aleatoire en finance (ex DEA Laure Elie)

  • Université Paris Dauphine

    Paris 2007 - 2008 Master M2 DEA MASEF (Master Research specialised in Quantitative Finance)

  • The University Of HongKong (HKU) (Hong Kong)

    Hong Kong 2006 - 2007 Master’s in Science as an exchange student (statistics, stochastic calculus, finance)

  • Université Paris Dauphine

    Paris 2003 - 2006 Bachelor of Science major Applied Maths (Licence MASS), with honours.

  • Lycée Henri IV

    Paris 1999 - 2003 (consistently ranked among the top 3 French high schools)

    Baccalaureate, Scientific series, major Maths, with honours. Equivalent to “A” levels.

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