Mes compétences :
Finance
Management
Valuation
EAI
Entreprises
BNP Paribas
- Head of xVA Front Office IT
Paris2010 - maintenant
Societe Generale CIB
- Financial Engineer
2009 - 2010Feb 2010 - May 2010
• Enhancement on AgRisk (Library for P&L and Risk Analysis) for the needs of vanilla interest rates traders.
July 2009 - Jan 2010
• Development of a new collateral management software on Atypical CSA (Credit Support Annex)
Reuters
- Financial Engineer
PARIS2009 - 2009Development, enhancement and support on pricing library Adfin used by PPro, 3000Xtra, Kondor.
SGAM AI
- Financial Engineer
2006 - 2008Sept 2007 – Dec. 2008
Quantitative Analyst at Research Desk
Development of a new pricing and valuation platform on OTC products (Equity, Credit, Interest Rates).
Sept. 2006 – Sept. 2007
Senior Developer at Market Data Desk