CV créé le :
20/04/2022
CV modifié le :
20/04/2022
Dernière connexion :
01/06/2022
Coordonnées
*******
******
Adresse :
*** *** ** ********
Poissy (78300)
Email :
*******.******@***.*******.**
Port. :
************
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Multi-Asset Portfolio Manager Assistant
Référence : 839132
Expériences Professionnelles
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FX Trader Assistant
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INDEPENDENT BROKER Paris, France
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* Automation of tools for monitoring the risks incurred by front-office teams
* Creation of a portfolio monitoring tool & GARCH modeling
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Markets Risk Business Analyst
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AMUNDI ASSET MANAGEMENT Paris, France
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* Automation of RiskMetrics & BarraOne market risk indicators production monitoring (VaR,
Liquidity etc.)
* Implementation of risk management tools (VaR) in Python for the ALTO internalization
project via RiskMetrics
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Assistant Risk Manager
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CRéDIT AGRICOLE SA (CASA) Paris, France
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* Follow-up of production and implementation of daily reporting of risk indicators on
bonds portfolios (Macaulay Duration, Modified Duration, VaR, Stress).
* Preparation of the Financial Risk Committee every month.
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Multi-Asset Portfolio Manager Assistant
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AMUNDI ASSET MANAGEMENT Paris, France
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* Daily portfolios monitoring: treasury, subscriptions/redemptions flows, performances &
exposure.
* Realizing PowerPoint & support documentation for Financial & clients Committee.
* Writing macroeconomic and markets (equity, interest rate, credit and currency markets)
commentaries.
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Diplômes et formations
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sept. 2018
juin 2022
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Master's Degree of Engineering - MEng, Financial Engineering
- BAC+3
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ESILV Paris, France
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Decoding systematic relative investing through pairs trading (Python & Bloomberg)
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Options Pricer (Europeans/Americans/Asian/Digitals) (C++)
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ESILV
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Compétences
treasury, subscriptions, PowerPoint, Python for, C++, Programming, VBA, Python, SQL, C, C#/C++, R, AMF
Compétences linguistiques
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Important
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CV actualisé il y a plus de 6 mois, certaines informations peuvent ne pas être à jour.
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