Sophie LY

En résumé

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.

Réseau

• Arnaud PRIGENT

• Aurélie ESTIENNEY

• Fanny VALLANTIN

• Gregory BERNARD

• Pierre GOUSSE

• Sébastien ALLEMAND

• Selwa EL MAIZI