Vincent MONTAMAT

En résumé

Entreprises

• Milliman - Consultant Life

  Blendecques 2012 - maintenant

• Mazars - Actuary & Quantitative Analyst

  Paris La Défense 2011 - 2012 Financial Engineering Team - Audit and consulting missions for insurances/banks and other industries on subjects related to financial engineering, including :
  • Review of market risk/credit risk internal models for insurance companies under SII.
  • Audit of an economic scenario generator for market risk modelling.
  • Valuation of financial instruments at fair value under IAS 39 (rates, equities, FX, commodities).

• Mazars - Quantitative Researcher

  Paris La Défense 2010 - 2011 • Implemented and studied a model measuring the credit VaR of a portfolio. Actuarial Thesis presented at the French Institute of Actuaries.

• Apple - Business Analyst

  PARIS 2010 - 2010 Intern - Coverage Planning Europe
  • EMEA channel strategy analysis (Geomarketing).
  • Market studies aiming to a future implantation in Russia and Middle East.
  • Provide support with sales analysis to various teams inside Apple.

• Société Générale CIB - Equity Derivatives Trading

  PARIS 2009 - 2009 Intern - Delta-one Index-tracking trading desk
  • Statistical studies on best trading strategies at future expiry.
  • Participating in daily reweightings and others desk activities.
  • Programming VBA macros to automate activity.

• OCDE - Governance Analyst

  Paris 2008 - 2008 Intern - Governance policies departement
  • Statistical analysis of the regulatory policies of OECD member countries.
  • Help in elaborating advices for countries on governance issues.

Formations

• Institut Des Actuaires

  Paris 2010 - 2011 Actuary Certification
  
  Actuariat

• ENSAE Paristech (Paris)

  Paris 2007 - 2011 Quantitative Finance/Actuarial Sc.

• Lycée Janson De Sailly

  Paris 2005 - 2007 French preparatory classes (Mathematics, Physics)

Réseau

• A2p / NB

• Andrea DE STAEL

• Arban BISLIMI

• Bastien ROLEAU

• Dorothée PAGES

• Maxime BLONDEAU

• Saber TRABELSI