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Vincent PRACHT, CFA

Paris Cedex 13

En résumé

CFA Charterholder
Vous pouvez me contacter par email : vincent.pracht@gmail.com

Mes compétences :
Anglais
Asset management
Finance
Finance de marché
Financial markets
Gestion d'actifs
Gestion des Risques
Management
Manager
Risk management

Entreprises

  • Natixis Asset Management - Risk Manager

    Paris Cedex 13 2017 - maintenant

  • Bnp Paribas - Credit Analyst

    Paris 2015 - 2017

  • BNP PARIBAS - Investment Risk Analyst

    Paris 2011 - 2015

  • Newedge - Analyst Bâle II

    2010 - 2011 ♦ Exposure at default (EAD) and Risk Weighted Asset (RWA) calculation
    I was in charge of calculating the exposures of the company to the credit risk. Newedge is a securities broker.
    - Calculation of the credit risk on banking loans
    - Calculation of the credit risk of listed derivatives (futures and options)
    - Calculation of the credit risk of OTC products (forwards, options, swaps)
    - Calculation of the credit risk of Repo, revervese repo, securities lending and securities borrowing agreements

    ♦ Attribution of the cost of the capital to the relevant business lines
    - calculation of the risks by using the standard method provided by the Basel Committee or by using a Value At Risk model (Monte Carlo)
    - reducing risk by using collateral and netting agreement
    - Analysis of the exposure to a given issuer
    - Setting of limits exposures.

  • SGCIB New York - Assistant trader

    2009 - 2009 ♦ Calculating daily valuation and explaining the risk analysis of portfolios
    - Calculation of the hedging ratio
    - Pricing of forwards, futures, swaps, options

    ♦ Developing automated tools using VBA to support Front Office activity
    - pricing tools (hedging ratio, pricing of derivatives products mentionned above)
    - value at risk calculation

    ♦ Modelization of Equity Linked Swap

  • Fortis - Chargé d’affaire assistant

    2008 - 2008 - Analyse financière et stratégique d’entreprises (environ 250M€ de CA)
    - Rendez-vous avec les directeurs financiers clients

  • Natixis - Assistant trader

    Paris 2008 - 2009 ♦ Developed automated tools using VBA and Bloomberg to analyze the performance and characteristicsof fixed income bonds (Emerging, Corporate IG and High yield).
    - Calculation of modified duration, macaulay duration, yield to maturity.
    - creation of the yield curve using the bootstrap method
    - implementation of basis trade strategies with CDS and bonds

    ♦ Analysis of fixed income investment opportunities
    - Analysis of investment opportunities on emerging corporate IG bonds (study of : relative yield spread, quality spread)
    - Study of the correlations between corporate emerging bonds and sovereign CDS.

    ♦ Preparation of the morning meetings dedicated to the fixed income market (Sovereign debt market, Corporate market, High yield market and ABS market)

  • AIESEC - VP Finance

    2006 - 2008 Gestion du budget (Budget : 20 000 €) et management de 40 membres.

Formations

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