About Romain
French
Native or bilingual
English
Native or bilingual
Experience
- Lloyd's Banking GroupQuantitative AnalystBANKING AND INSURANCEJanuary 2022 - July 2022 (6 months)Londres, United KingdomQuantitative Analyst for 2 missions:- LIBOR Transition, Linear Rates Models: validating VAR models on EUR, GBP and USD Spread Curves- New Product Approval: leading the quantitative processes for approving new products, quantitative support for trading desks on specific products and transactions
- BPCEQuantitative Analyst/StructurerBANKING AND INSURANCEFebruary 2020 - December 2021 (1 year and 11 months)Paris, FranceQuantitative analyst within the team in charge of the Group's securitization program.Rating models development, RWA optimization, NPL portfolio pricing model.Tax Relief obtained (Crédit Impôt Recherche)
- National Australia BankInterest Rate StructurerBANKING AND INSURANCEOctober 2015 - September 2018 (3 years)Londres, United KingdomInterest rate derivatives and structured products pricing, conception and distribution for domestic markets
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Education
- MasterToulouse Business School2012
- BSc Applied MathematicsToulouse University2008