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Vincent MONTAMAT

Blendecques

En résumé

Mes compétences :
Actuarial
Audit
Consulting
Econometrics
Finance
Macroeconomics
Management
Microeconomics
Monte Carlo
optimization
Products
Programming
Risk management
Statistics

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

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