Mes compétences :
Mathematics
Mutual Funds
Structuring
Trading
Entreprises
ING
- Structurer Interest Rates and Credit Derivatives
2010 - maintenant
INSA Toulouse
- Interest Rates Structurer
2008 - 2009Interest Rates Derivatives: Structurer (Hong Kong)
- Live pricing of IRD product ( single and dual range accrual, ratchet, hybrid rates & credit, ...)on all underlyings ( cash rates, cms, cms spread, ...)
- Product development to match client’s needs: Investment, Hedge, Liabilities...
- Pitch marketing & product studies
- Review and enhancement of all secondary market pricing tools and process
Société Générale
- Mutual Funds & Index Derivatives Structurer
PARIS2007 - 2008Mutual Funds & Index Derivatives: Structurer (Hong Kong)
- Live option pricing on funds, and vanilla structure (CPPI, 2X...)
- Product development (payoff, strategy...)
- Pitch marketing - Client meeting
- Backtestings and Monte Carlo Simulations - Fund research
