Résumé
With over 7 years of experience in equity derivatives structuring across key financial hubs (Monaco, New York, Geneva, Paris), I specialize in the design and implementation of sophisticated pricing tools and data visualization solutions. My expertise includes: ∘ Equity Derivatives Structuring & Pricing: Developing bespoke solutions to meet complex market demands. ∘ Programming & Development: Advanced proficiency in Python, SQL, and VBA, enabling full-stack development and automation of financial analysis tools. ∘ Innovative Technology Solutions: Creation of a proprietary API and Excel Add-in using C#/ExcelDNA, transforming access to internal databases for sales, structuring, and trading teams, akin to Bloomberg's functionality. ∘ Data Visualization & Monitoring: Expertise in Flask and Plotly Dash for building comprehensive monitoring and data visualization platforms. My approach combines meticulous attention to detail with strong interpersonal skills, ensuring seamless collaboration and innovation in financial structuring and analysis.
Expériences professionnelles
Equity derivatives structuring vice president - new york
BANK OF AMERICA MERRILL LYNCH
Depuis le 02 juin 2022
Structurer, vice president - equity derivatives
BANK OF AMERICA , New york - CDI
De Juin 2022 à Aujourd'hui
Structurer - cross asset derivatives - geneva
EXANE
De Octobre 2019 à Mai 2022
Structurer - quantitative investment strategist - new york
SOCIETE GENERALE CORPORATE & INVESTMENT BANKING
De Novembre 2017 à Avril 2019
Quantitative Investment Strategist
- Developed, analyzed and backtested new investment ideas including tail hedging strategies, volatility strategies, carry strategies, equity risk premia strategies (value, momentum, low volatility)
- Portfolio Optimization: Equity portfolios backtest (Minimum Variance, Minimum Tracking Error, ERC)
- Built tools to query, clean, analyze raw data through databases, and worked closely with data and technology team to ensure data quality and delivery
- Developed tools for Sales and Marketing: provide Illustrations and KPIs of various strategies
- Monitoring and ongoing evaluation of researched quantitative investment strategies
Sales Analyst – Structured Products - LatAm
- Pricing equity derivatives via SocGen’s internal programming language (Vanilla Options, Autocalls, …)
- Developed and maintained relationships with internal partners including Trading, Financial Engineering, Legal and Compliance
- Developed Python / VBA tools to automate Sales’ desk processes
- Created various reports in excel and provided analysis to senior management and sales staff, identifying sales trends and other relevant market data
Structurer - quantitative investment strategist
SOCIETE GENERALE CORPORATE & INVESTMENT BANKING , New york - VIE
De Novembre 2017 à Avril 2019
Structurer - Quantitative Investment Strategist
- Developed, analyzed and backtested new investment ideas including tail hedging strategies, volatility
strategies, carry strategies, equity risk premia strategies (value, momentum, low volatility)
- Portfolio Optimization: Equity portfolios backtest (Minimum Variance, Minimum Tracking Error, ERC)
- Built tools to query, clean, analyze raw data through databases, and worked closely with data and
technology team to ensure data quality and delivery
- Developed tools for Sales and Marketing: provide Illustrations and KPIs of various strategies
- Monitoring and ongoing evaluation of researched quantitative investment strategies
Sales Analyst – Structured Products - LatAm
- Pricing equity derivatives via SocGen’s internal programming language (Vanilla Options, Autocalls, …)
- Developed and maintained relationships with internal partners including Trading, Engineering, Legal
and Compliance
- Developed Python / VBA tools to automate Sales’ desk processes
- Created various reports in excel and provided analysis to senior management and sales staff,
identifying sales trends and other relevant market data
Structurer - cross asset derivatives
PRIVATAM S.A.M. , Monaco - Stage
De Juin 2015 à Juin 2016
- In charge of the relationships with issuers (SG, GS, MS, Citi, BNP, RBC, CBK, ...)
- Managed clients: Priced and closed deals (Primary and Secondary markets), Generated PnL for the firm
- Developed and maintained relationships with different client types including Asset Managers, Family
Offices and Institutional Clients
- Assist in preparing client presentations and support Sales in preparing pitches for prospect presentation
- Main Products Traded: Autocall, Reverse Convertible, KG, CLN (Single Name, Tranches)
Structurer - cross asset derivatives - monaco
PRIVATAM
De Mai 2015 à Juin 2016
Trader assistant
PORTZAMPARC GROUPE BNP PARIBAS , Nantes - Stage
De Juin 2014 à Août 2014
Trader assistant
Groupe BNP Paribas - Portzamparc Société de Bourse
De Juin 2014 à Août 2014
Associations
Parcours officiels
Langues
Français - Langue maternelle
Anglais - Langue maternelle
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