Dorian Germain
Trading
I am a graduate student of the Skema Business School (one of the top 3 financial universities in France) with a Master of Science in Financial Markets. My studies have included courses in computer science, management information systems, analytical and quantitative mathematics, the markets and advanced skills in Excel/VBA.
I was previously employed at Société Générale in New York in the Basket Trading and Exotic Trading teams. The Basket Trading team is a prop trading desk which arbitrages indices and trades with strategies of high and medium frequencies. In order to improve the calculation of the futures and to provide data for taking positions on the markets, I developed tools that enabled traders in their daily tasks and checked the risk and their P&L. I used VBA to implement the projects. Afterward I was employed with BNP Paribas Arbitrage, where I improved pricing models for various products traded by the Basket Trading Desk with quants and senior traders.
140 contacts2010 - 2010• Improved, with quants and senior traders, pricing models for various products traded by the Basket Trading Desk; Divide time of 40%
• Conducted cost/benefit analysis and initial project scoping
• Gathered requirements from Desk Heads across front and back office working with Traders and Operations staff to document detailed requirements
• Worked closely with the quants and developers to identify feasible solutions and document the functional requirements; Securitization of the provided data
• Tested the delivered solutions as well as assisted in end user testing
• Provided training to trading and research teams
2009 - 2010• Worked on the Basket Trading Desk on Worldwide Securities and Indices :USA, Latin America, Asia, Europe
• Provided operational support and assisted the Front Office with reports as well as correlation and delta of the Portfolios; Reduced the errors of 20%
• Calculated the borrow on stocks to cover short positions; Optimization of the quantity and the cost
• Wrote VBA in Excel to automate manual processes; 2 hours saved a day
• Controlled the Spots and Forexs Deltas
• Provided the VAR and STT for Risk team
2008 - 2009• Worked on the Special Pricing and Exotic Trading Desk on American Securities and Indices
• Provided operational support and assisted the Front Office with Broker and Forex deals
• Performed settlements, explored and resolved discrepancies; Reduced the errors of 60%
• Booked, priced and controlled Forex trades, vanilla and structured products from the Front Office
which included: Asian Calls, Cliquets and Rainbows, Absolute Varswaps, Dow Varswaps, and warrants; Optimization and securitization of the booking process, 1 hour saved daily
• Monitored daily P&L on multiple product categories; Reduced the errors of 20%
• Oversaw the maturities and computed the payoffs for various structured products; Improved the pricing, 1 hour saved daily
2007 - 2007• Designed the trade flow system to handle the front office trades and how they flow to the back office
• Worked with various business units from across the globe in Hong Kong, Sydney and France
• Integrated feedback from business units globally into project to be developed for the clients