Expériences professionnelles
Business analyst
Natixis , Paris
Depuis le 01 octobre 2021
▪ Involved in Apollo Project to improve Sensi x Shock P&L explanation (Agile Methodology, Hive and IQ environment, CFT & API processes)
▪ Participated in workshops with Product Owners to define business requirements
▪ Designed technical specifications working closely with development team and validated new functionalities through unitary testing
▪ Performed Non-Regression Testing to validate a new release
▪ Participated in global UAT Campaign with business users from Database to GUI
▪ Provided backup support for the business
Trader
Societe Generale , Paris
De Janvier 2005 à Juin 2021
2009-2021 : Dispersion, Equity Derivatives Trader - Exotic & Flow Desk
▪ Managed a derivatives portfolio on European and US single stocks, and monitored the risks
▪ Dispersion products market-maker (Vanilla, Geometric and Corridor dispersions), traded 25M€ vega on average per year
▪ Designed specs of an internal decision-making tool based on relative value
▪ Traded the volswap product to replace the varswap, calibrated the vol of vol and cash vol shift parameters
▪ Hedged exotic risks both internally and in IDB, using Call versus Call packages
2006 - 2009 : Dispersion, Equity Derivatives Trader - Flow Desk
▪ Variance swaps dispersion packages market-maker, traded 40M€ vega per year on European indices (SX5E, DAX, SMI, FTSE and MIB)
▪ Built bespoke baskets to improve the carry and suggest trade ideas to our clients
▪ Managed the dispersion book during a period of high volatility (subprime crisis) and worked on the pricing of the variance cap in coordination with the quantitative analysts
2005 - 2006 : Market Making - Flow Desk
▪ Provided liquidity on electronic and voice markets on single stocks listed options (Eurex - Euronext)
▪ Implemented options and warrants arbitrage strategies
Formations complémentaires
M.S. International Finance
HEC
2003 à 2004
DESS Applied Mathematics
Paris Dauphine
2002 à 2003
Parcours officiels
Centres d'intérêt
- Chess
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