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Steven LE

Paris

En résumé

Pas de description

Entreprises

  • Newedge Group - Sales Trader assistant

    Paris 2012 - maintenant - Analysis of option trading strategies.
    - Assist Sales-Traders on their daily tasks.
    - Implementation of a back-testing tool in VBA.
    - Improvement option pricer: Implied volatility calibration, option strategy P&L...
  • Lyxor Asset Management - Hedge Fund & Counterparty Risks

    Puteaux 2012 - maintenant Project: Modelling credit risk of a portfolio with the "Credit Value Adjustment" (CVA)
  • BNP Paribas Arbitrage - Business Analyst

    Paris 2011 - maintenant

Formations

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