Benjamin Ronsseray

CA-CIB: Structured Credit, Synthetic CDO & CDS Trading, Director, London.
Credit trading: Correlation book delta hedging in charge of Asian and US names and macro hedging.
High trading volume on both CDS and index markets (Skew, curves, bond bases, Recovery Sensi) in a flow/proprietary trading environment.
Structured Credit Book Management: Risk Management of the global synthetic book (correlation, credit, interest rates and Fx hedging). EOM valuation, calibration process, Daily PNL and Risk production and analysis.
High IT activity to develop, enforce and improve daily calculation, production and stress test scenarios.
Others activities: Synthetic bespoke CDO’s and FTD’s trading, Index tranches market making, Credit and correlation CPPI Manager.

Stage – Front Office: Assistant-trader. En cours.
-Arbitrage sur Options et Crédit Default Swap.
-Back testing, simulation de stratégies et études statistiques.
-Maintenance et évolution des applications d’analyse.
-Soutient de l’équipe Obligation Convertible: test et mise en place de pricer.

Stage – Front Office. 3 mois.
- Assistant-trader court terme.
- Cash management et risque management.
- Analyse financière, restructuration de dette, ingénierie financière.

Stage - Finance Groupe. 3 mois.
- Assistant du responsable de projet sur le progiciel SAP.
- En charge des études de faisabilité et de l’implémentation des nouvelles évolutions.

Stage - Département “Research and structured asset“. 2 mois.
- Analyse stratégique du positionnement des fonds du Crédit Agricole Asset Management.
- Analyse multi-factorielle des fonds sous-gestion.