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Victor BOSAC

PARIS

En résumé

Mes compétences :
C++
C / C+
JAVA
VBA
SQL
Mathématiques financières
grecs
Swaps
black scholes
Analyste crédit
Finance
Forex
C
Trader
Banque
Visual Basic for Applications
Matlab
Cash Flows
C Programming Language
Back Office
Agora
Standard Déviation Analysis
Profit and Loss Accounts
Objective CAML
Microsoft Windows
Microsoft Excel
Linux
Futures Operations
Front office
Foreign Exchange
Craft
Business Objects
Asset Pricing
Apple MacOS

Entreprises

  • Société Générale - Market Risk Commando

    PARIS 2015 - maintenant Heath–Jarrow–Morton Model / VAR/STT/SVAR/ Implied volatility of options/caplet /backtesting.

    Maintenance the production macros using by P&L/RISK analysts on reporting, analysis of risk for different perimeter and metrics.
  • Société Générale - Risk

    PARIS 2014 - 2015 cadre réglementaire sur DFA et EMIR
  • Société Générale - Project Manager/ Expert Finance

    PARIS 2013 - 2014 Risque Opérationnelle. Grand projet Poc Eliot.
  • Société Générale - Quantitative Trading Support Unit/ Assistant Trader Paris et Londres.

    PARIS 2012 - 2013 Department Corporate & Investment Banking, Trading Support Unit.
  • Société Générale - Analyste Financier

    PARIS 2011 - 2012 Analyse P&L trader New York,Tokyo, Londres, Paris
  • 3 Sigma Profit Asset Management - Assistant Trader/ Asset Management

    2006 - 2007 Forex

Formations

  • Université Panthéon Sorbonne (Paris I)

    Paris 2010 - 2011 with honors

    (Lévy process,mathematical models in economics and games, combinatorial optimization stochastic calculus, stochastic processes, decisions under uncertainty,operations research, the theory of financial markets, financial analysis,insurance, management, risk management, financial markets, industrial economics, strategic models, forecasting econometrics, functional analysis,differential equations, dy
  • ENSTA ParisTech - École Nationale Supérieure De Techniques Avancées

    Paris 2010 - 2011 with honors

    (Lévy process,mathematical models in economics and games, combinatorial optimization stochastic calculus, stochastic processes, decisions under uncertainty,operations research, the theory of financial markets, financial analysis,insurance, management, risk management, financial markets, industrial economics, strategic models, forecasting econometrics, functional analysis,differential equations, dy
  • Université Pierre Et Marie Curie (Paris VI)

    Paris 2009 - 2010 with honors

    Probability, stochastic processes, financial analysis, statistical analysis, C++, Black-Scholes, Levy, Greeks, Ito,Markov chain,Kolmogorov 0-1 law etc)
  • Université Pierre Et Marie Curie (Paris VI)

    Paris 2007 - 2009 Mathématique et Informatique
  • Санкт-Петербургский Государственный Университет (Санкт-Петербург)

    Санкт-Петербург 2005 - 2007 BAC +3

Réseau

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