Paris2014 - 2014Developed a tool to compute the volatility map parameters in order to fit the market prices.
Helped the traders in their daily tasks.
BNP Paribas
- Trader Assistant
Paris2012 - 2013Implemented Basel 3 rules on correlation products.
Developed liquidity tools for the risk management.
Monitored PnL on ETFs and TRS on a daily basis.
Backtested hedging strategies.
