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Vincent LABEILLE

PARIS

En résumé

Mes compétences :
Visual Basic for Applications
Foreign Exchange
Market Making
Hedge Fund
Front Office
Stochastic Calculus
Reuters Kondor+
Reuters Financial Applications
Reuters 3000
Microsoft SQL Server
Matlab
Marketing
Market Risk
Java
Interest Rate Derivatives
Insolvency Bankrupcies
Fixed Income
Financial Research
Financial Modelling
Econometrics
Currency Swaps
Corporate Finance
Commodities
Capital Markets
C++
Asset Allocation
Accruals

Entreprises

  • Société Générale - Trader

    PARIS 2014 - 2014 * Daily pricing of structured products (Internal and External). ;
    * Market Making on MOT/SEDEX of several SG Notes. ;
    * Bid/Offer quoting for branches on IRD, FXD and Hybrids deals (only over 250k EUR ) ;
    * Providing pricing moves explanations on client request. ;
    * Developed Internal tools to improve systems update.
  • Société Générale - Fund Market Risk Analyst

    PARIS 2013 - 2014 * Monitor exotic/structured products market risk on mutual and hedge funds. ;
    * SGI Index reporting and pay off replication of indices in VBA for Stress Test calculation. ;
    * Computation of Holding Ratio and Bankruptcy Risk for mutual and hedge funds exposure. ;
    * Responsible of Decade Down Calibration and Loan To Value estimation for Financing deals.
  • Société Générale CIB - Trader Assistant

    2012 - 2013 * Pricing of Exotic and Vanilla products (Swaptions, Callable Swap, CMS Spread, Range Accrual...). ;
    * Monitored exercises of Vanilla & Exotic options for the desk. ;
    * Shadow pricing on Market Making activity. ;
    * Hedged internally the different portfolios at end of the day (Delta, Vega and Smile). ;
    * Improved internal tools for risk management of the books.
  • SG - USD IRD Exo

    2012 - maintenant
  • BNP Paribas - Trader Assistant

    Paris 2009 - 2010 * Bid/Ask quoting for branches on Spot, Swap and Forward deals. ;
    * Hedged FX Swaps with BFI via FX eTrader (BNP electronical platform). ;
    * Traded on G10 with a book limit of 20M EUR equivalent. ;
    * Automated deal insertion into system via VBA code which led to fewer errors and faster update of systems.

Formations

  • EDHEC Business School

    Lille 2010 - 2011 Master of Science

    Relevant courses:
    * Asset Management, Fixed Income, Money & Capital Market, Commodities, Financial Modeling. ;
    * Master Thesis: Modeling the bivariate dependence structure of exchange rates.
  • EDHEC Business School

    Lille 2008 - 2009 Master in Management

    * Finance, Corporate finance, Marketing, Strategy, Business law, Accounting.
  • Université Nice Sophia Antipolis (New York)

    New York 2003 - 2008 Masters Degree

    Relevant courses:
    * Econometrics, Stochastic Calculus, Statistics, Linear Algebra, Corporate Finance. ;
    * Master Thesis: The Greeks letters.

Réseau

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