Paris Area, France
Senior Manager Quantitative Analyst & Actuary
Banking
Education
Ecole nationale de la Statistique et de l'Administration économique
Lycée Buffon
Lycée Rabelais
Experience
Mazars September 2007 - Present
Cortosys 2005 - 2007
Alcatel-Lucent June 2005 - August 2005
Skills
Market Risk, Equity Swaps, Exotic Derivatives, Commodity Markets, Produits dérivés de..., Embedded Value, Gestion des risques, IFRS, Financial Risk, Independent Valuation, Solvency II, CPPI, Liquidity Analysis, Replicating Portfolio, Stochastic Calculus, Structured Finance, Equity Capital Markets, Fincad, Structured Products, Model Validation, Variable Annuities, Risk Monitoring, Basel III, VBA, Solvabilité II, DCF Valuation, CMBS, Liquidity Risk, Probability Theory, C++, Inflation, Interest Rate..., Credit Risk, FX Derivatives