About Michael
English
Native or bilingual
French
Native or bilingual
Russian
Basic
Experience
- Crédit Agricole CIBEquity Structured Products ITBANKING AND INSURANCEJanuary 2018 - Today (8 years and 5 months)Paris, FranceProject: Smarteq - In-house pricing and booking system Pricing System: Development of Autocallable/Reverse Convertible/Airbag/Bonus product pricing and booking into Sophis.Pricing Configuration System (Command Center): BA/Dev Angular development of a pricing configuration intranet consisting of pricing policies for underlyings, trading classifications (Greek bumps) and call spread management.
- HSBC Global Banking and MarketsBusiness AnalystBANKING AND INSURANCENovember 2014 - November 2017 (3 years)Paris, FranceBA Market Data - Externalization of Sophis risk calculations. Project Manger/BA - Sophis Risque Real-time position implementation. Offshore Tech Lead - Managed 2 Indian resources for changing index and ETF composition provider (Markit to DeltaOne Solutions) Developer/BA - IT Quant - Day-to-day changes to pricing libraries.
- Societe Generale Corporate and Investment Banking - SGCIBSenior Functional Consultant - Credit DerivativesBANKING AND INSURANCEAugust 2013 - October 2014 (1 year and 2 months)Paris, FranceGUI non-regression tests on monthly basis. ISDA 2014 analysis and implementation. PAUG (Pay-as-you-go) implementation on concerned instruments (CDS on ABS, etc). Credit Event Blotter for updating default curves when defaults occur.
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Education
- BA French/Business Administration, Western European StudiesUniversity of Pittsburgh1997BA French/Business Administration, Western European Studies
- Ingenerie et Optimisation de base de données (NFE106)Conservatoire National des Arts et Métiers / CNAM2013Ingenerie et Optimisation de base de données (NFE106)
Certifications
- Developing applications with Google Cloud SpecializationCoursera2020
- Google IT Automation: Crash Course on PythonCoursera2020