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Aurelien DECAGNY

VERSAILLES

En résumé

Pas de description

Entreprises

  • ED&F Man - Commodity OTC Trader

    2013 - maintenant - Daily management of the books and especially CME grains (Soybeans, Wheat, Corn…)
    - Pricing of Exotics structures for clients
    - Generation of volatility arbitrage ideas to improve the P&L of the desk
    - Development of new tools for the team, for volatility management and to improve pricings
    - Testing and help in the implementation of a new Risk monitoring environment (Murex)
  • Commerzbank - Commodity Structurer

    Paris 2013 - 2013 - Pricing of exotic products for clients. In contact with traders and sales
    - Constant generation of new ideas, depending on the market conditions and Commerzbank research
    - Back-testing of trading strategies for clients
    - Marketing of our products through one-pagers, product packs, presentations for clients and Weekly & Monthly publications. Wrote an article for the monthly magazine of Commerzbank (Thinking Ahead)
  • CMCIC - Trader Assistant of the equity derivatives desk

    2012 - 2012 - Support of the team in its everyday tasks: booking and tracking of positions, fitting volatility curves, monitoring of the risks of the book, managing problems with back office, middle office and brokers.
    - Improvement of the pricer and development of new tools in VBA.
    - Research and backtesting on new trading strategies.
    - Passed the AMF certification.

    Technologies used: Bloomberg, Sophis RISQUE, Excel & VBA
  • Activmanagement - IT Manager as part-time Teleworker

    2010 - 2011 - Creation of a powerful administrator interface to improve the efficiency of the consultants during the missions.
    - Development of data analysis tools using PCA.
  • Activmanagement - Consultant and IT Manager

    2010 - 2010 - Strategy Consulting and systemic analysis of companies.
    - Development of a multidimensional exploratory statistical analysis to improve results on data gathered by consultants.
    - Creation of advertising booklets, participation in meetings hold by the French general direction of work (DGT).

    Technologies used: Matlab, DtmVic, PHP, SQL, MySQL
  • European Space Operation Centre (ESOC) - Software Developer

    2009 - 2009 - Developed software to analyse and solve networks problems between the antennas and the operation centre.
    - Presentation of the program in front of a board of professionals and members of ESA (20 people attending)

    Technologies used: C, Networking, Wireshark, TCP/IP, ASN.1.

Formations

  • HEC

    Jouy En Josas 2011 - 2013 Master in International Finance

    Market finance - Lectures in Asset Pricing Theory, Stochastic Mathematics, Fixed Income, Foreign Exchange, Numerical Analysis and corporate Finance.
    Certificate in Energy & Finance, sponsored by Deloitte and Total.
  • University College London (London)

    London 2010 - 2011 MSc in Space Science

    Sat in classes of Financial Institutions and Markets & Decision and Risk Analysis.
  • Supélec (Gif Sur Yvette)

    Gif Sur Yvette 2008 - 2011 One of the top French engineering schools, with courses in statistics, computer science, electrical engineering and economics.
  • Lycée Fenelon Sainte Marie

    Paris 2006 - 2008 Preparatory classes in Physics & Chemistry for the nationwide competitive examination to the French "Grandes Ecoles".

Réseau

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