Gautier MICHEL

(Structured Events Support Desk)
Providing a complete follow up of exotic options and structured products transactions to clients:
 Providing mark to market of existing positions and issue of reporting directly dedicated to clients
 Providing indicative pricing to sales force: calculation of coupons and pay-offs on exotic products (stocks, indexes, funds and commodities) and flow products (variance swap, dispersion swap, correlation swap…)
Life cycle products management:
 Checking product bookings in terms of barriers and events (coupons, call, redemption…)
 Impact analysis of corporate events on exotic options and adjustment of the trading book
 Pricing of structured products; striking and fixing recordings

(Structured Products Middle Office)
Daily follow-up of 15 portfolios:
 Follow-up of the accounting valuation
 Treasury management: control of the portfolio’s cash flow (order executions) and forex management
 Monitoring the asset positions (bonds, stocks, ETF), currency and interest rate swaps positions
Daily support to the front office:
 Providing reports on the portfolio performances and analysis of the asset allocations
 Supporting the portfolio managers in their daily operations (use of pricers for the pricing of products)
Providing reports to key clients on the portfolio strategy and performances

(Finance Department)
Presentation through Power Point of the un-consolidated subsidiaries’ results to the CFO:
 Devising an automated tool for the consolidation of the un-consolidated subsidiaries’ results
 Presentation of the subsidiaries’ activity and analysis of the main financial indicators
Improvement of financial follow-up tools with Excel/VBA:
 Creation of an automated reporting for the functional departments performances, budget variance follow-up, end-of year balance sheet