Mes compétences :
Actuarial
Audit
Consulting
Econometrics
Finance
Macroeconomics
Management
Microeconomics
Monte Carlo
optimization
Products
Programming
Risk management
Statistics
Entreprises
Milliman
- Consultant Life
Blendecques2012 - maintenant
Mazars
- Actuary & Quantitative Analyst
Paris La Défense 2011 - 2012Financial 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
PARIS2010 - 2010Intern - 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
PARIS2009 - 2009Intern - 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
Paris2008 - 2008Intern - Governance policies departement
• Statistical analysis of the regulatory policies of OECD member countries.
• Help in elaborating advices for countries on governance issues.
