Laurent Laclef

Run Commonwealth Book (AUD, NZD, CAD and crosses). Manage risk of the book. Take positions.
Pricing for sales and hedge funds on major pairs for vanilla and light exotic options.
Gain exposure to risk management on emerging books (fixings, NDF) and exotic books.
Pricing and risk management of structured products, responsible for all bookings, expiries, and fixings across books in Asia.

Pricing and marketing of Forex exotic products. Supported sales teams in Asia (India, China, Japan…)
Created and Backtested tailor made solutions for corporate and financial institutions.
Experience in producing highly marketable products for various markets including investment (deposit, fund, EMTN), hedging (from vanilla to structured products) and speculation (arbitrage, directional with or without leverage).
Handled Initial delta hedge for each deal, booked tickets and generated Termsheets.
Investment products: Range Accrual, basket. Hedging products : ABF, TRF. Liability products: Ratchet.

Being part of the trading team as Trader Assistant on Structured Products and Exotic Options.
Booking of products (Asian Call, Best Profile).
Pricing of options, Risk analysis on primary booking.
P&L Analysis on portfolio positions (Delta, Gamma, Vega).
Skills on plain vanilla and exotic options, interest rate swaps, variance swaps, forwards, futures. Skills on multi underlying products.

Desk : Booking of Exotic products (DEAI, Equity and Index Derivatives).
Booking of primary and secondary deals, follow-up of the exotic options position.
Collaborated with financial engineers to coordinate booking strategies.
Pricing of exotic options (Himalayas, Astaris, CPPI).
Calculated coupons and payoffs, managed maturities.
Follow-up of the P&L on several portfolios.
Created and Improved Macros (VBA).