About Simon
Avec plus de 15 ans d'expérience en BFI, je recherche des projets en lien avec le risque, la conformité, la valorisation et le PnL sur toutes classes d'actifs. mes dernières expériences en lien avec le risque de contrepartie (SA-CCR et méthode interne), la xVA et les CCPs me permettent de vous proposer mon expérience en tant que :
- Product owner
- Data analyst
- Business analyst
- Chef de projet
French
Native or bilingual
English
Native or bilingual
Can work on-site
Puteaux (up to 15km)
Experience
- Societe Generale Corporate and Investment Banking - SGCIBData AnalyticsApril 2016 - Today (10 years and 2 months)Paris, Francein charge of :- dev algos to allocate / optimise OTC products portfolio (CDS, IRDs, EQD & FX)- understand & implement CCP model for Initial margin calculation- monitor, report & analyse Initial margin & default fund SG requirment
- BANQUE DE FRANCEBusiness AnalystNovember 2014 - April 2016 (1 year and 5 months)In charge of ABS pricing enhancements
- Société Générale CIBBusiness Analyst counterpart referentialMarch 2013 - November 2014 (1 year and 8 months)
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Education
- Master of FinanceLondon Business School2015Master's Degree, Finance, General
- master, physics, Optics, IT, electronicsEspeo2005master, physics, Optics, IT, electronics