Financial Engineer particularly interested in Front-Office and Risk problematics.
Experience in pricing implementation of Derivatives (Equity, Rate & commodity - vanilla & exotics ).
High level in c++ programming.
High level in relationnal database using Oracle, Sybase.
Good knowledges in IT Architecture in FO/MO/BO environment.
Model implementation of many derivatives
Implementation of VAR Calculation (MC, parametric ), IRC
Mes compétences :