Stéphane ROSTAIN

En résumé

Entreprises

• UniCredit - Trainee Equity Derivatives Trader

  Rome 2013 - maintenant

• HSBC - Trainee Rates P&L Analyst

  Paris 2011 - 2012 Products knowledge : Bonds, Covered bonds, Certificates of deposit, MTN, Futures/FRA, Asset swaps.
  
  - Daily calculation of the trading desks P&L.
  
  - Pricing of the securities belonging to the Finance Department’s books (Bonds, Covered Bonds & MTN).
  
  - Calculation of HSBC Paris Own Credit Spread and impact.
  
  - Explanation of trading P&L through Greeks, new trades, carry and other events.
  
  - Developments of P&L explain tools in VBA and SQL.
  
  - Participation in monthly Valuation Committee with Trading, Accounting and CFO.
  
  - Off market rate monitoring to ensure that each trade has been dealt at market price and that margin levels are correct.
  
  - Production of reports for the Front Office, Financial Officers and management.

• Rothschild & Cie gestion - Trainee Performance Analyst

  2009 - 2009 - Calculation and breakdown of returns by type of asset, geography or style.
  
  - Risk assessment of the portfolios through calculation of volatility, Tracking Error, Sharpe Ratio, Information Ratio, Correlation Coefficient and Beta.
  
  - Production of reports in collaboration with the Asset Managers and Salespersons.

Formations

• CFA

  Paris 2012 - 2012 Passed CFA Level 1

• Université Paris Dauphine

  Paris 2011 - 2012 MSc in Finance Investment Banking & Markets - One year Dual Education program - Apprenticeship at HSBC Global Banking & Markets - Major: Quantitative Finance.
  
  Stochastic Calculus, VBA, C++, Financial Econometrics, Structured Products & Derivatives, Fixed Income Markets, Foreign Exchange Markets, Commodity Markets, Risk Management, Credit Analysis & Derivatives, Asset Management.

• Université Paris Dauphine Maîtrise MASS

  Paris 2010 - 2011 First year of master’s degree in Mathematics applied to Finance
  
  
  Linear Models, Brownian Motion & Asset Pricing, Functional Analysis & PDE, Discrete Processes, Poisson Processes, Differential Calculus & Optimization, Data Analysis, Time Series, Portfolio Management, Numerical Calculus.

• Université Paris Dauphine

  Paris 2008 - 2010

• Lycée Louis Le Grand

  Paris 2006 - 2008

Réseau

• Aymeric GROUAS

• Céline TANG

• Claude HAJOS

• Clémentine VIÉ

• Marlot LAURENCE

• Maxime ROUSSEAU

• Melissa MEKAMOU DAMOU

• Romain MALLET

• Sarah MARTINEAU