Passionate about the omnipresent thrill on trading floors and the meritocratic banking system. Highly eager about the technicalities of pricing complex payoffs, in particular equity, fixed income, derivatives and structured products as part of both risk hedging and investment strategy.
I demonstrate an extreme thirst for developing my knowledge in finance using new technologies to be at the forefront of banking innovation, with the ability to make financial lives better and the power to make a difference.
Open to relocating.
Relevant coursework: Stochastic processes, Advanced Derivatives, Option Theory, Asset management, Fixed Income Professional Thesis: Pricing and hedging portfolio tools for Equity Multi-Asset options M.carlo IT project: Option pricing and calibration to equity index options with double Heston and Bates models
Work & Experience
1. Leading the project of design and automation of the IPV risk map for reporting 2. Developing and maintaining python tools for IPV topics, including risk and pricing analytics 3. Carrying out observability and sensitivity analysis of parameters
1. Supporting all aspects of structuring and executing ABCP & ABS securitization transactions for CACIB clients 2. Arranging and participating to credit approval processes 3. Optimizing models with the structuring of securitization transactions on different asset types