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Romain DutrenoisRD

Romain Dutrenois

Ingénieur financier

€850/day
Paris, FR
8-15 years

Average response time: 1 hour

About Romain

Ingénieur financier senior, expert sur les sujets marché, dérivés, produits structurés, analyse, pricing et risques.
Expérience à Londres et à Paris, dans des banques d'envergure internationale (HSBC, BNP, Lloyds)
  • French

    Native or bilingual

  • English

    Native or bilingual

Can work on-site
Paris (up to 50km)

Experience

  • Lloyd's Banking Group
    Quantitative Analyst
    BANKING AND INSURANCE
    January 2022 - July 2022 (6 months)
    Londres, United Kingdom
    Quantitative 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
  • BPCE
    Quantitative Analyst/Structurer
    BANKING AND INSURANCE
    February 2020 - December 2021 (1 year and 11 months)
    Paris, France
    Quantitative 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 Bank
    Interest Rate Structurer
    BANKING AND INSURANCE
    October 2015 - September 2018 (3 years)
    Londres, United Kingdom
    Interest rate derivatives and structured products pricing, conception and distribution for domestic markets

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Education

  • Master
    Toulouse Business School
    2012
  • BSc Applied Mathematics
    Toulouse University
    2008

Skill set (6)

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