Experience

NEXO Capital

• France
• Financial Services
• 1 - 100 Employee

• Structurer / Financial Engineer

  • Jan 2020 - Present

  Paris Area, France



Crédit Agricole CIB

• France
• Banking
• 700 & Above Employee

• Emerging Markets FX Trader Assistant

  • Nov 2018 - Oct 2019

  New York, New York I am currently working as a Trader Assistant on an Emerging Market FX desk at Credit Agricole CIB. My main missions include: - Pricing Forwards contracts including FX forwards, FX swaps and NDFs for Emerging Markets currencies in LatAm and Asia to provide competitive market-making for corporates and diverse financial institutions. - Managing fixing risk for non-deliverable currencies (BRL, CLP, COP, PEN, ARS). - Managing short-term funding risk for deliverable currencies (MXN… Show more I am currently working as a Trader Assistant on an Emerging Market FX desk at Credit Agricole CIB. My main missions include: - Pricing Forwards contracts including FX forwards, FX swaps and NDFs for Emerging Markets currencies in LatAm and Asia to provide competitive market-making for corporates and diverse financial institutions. - Managing fixing risk for non-deliverable currencies (BRL, CLP, COP, PEN, ARS). - Managing short-term funding risk for deliverable currencies (MXN, CNH). - Maintaining trading and pricing systems on the desk. - Developing and improving pricing spreadsheets in VBA. - Performing and explaining daily PnL and risk analysis. - Interacting daily and continuously with brokers and sales. Show less



Candriam

• Luxembourg
• Financial Services
• 500 - 600 Employee

• Quantitative Analyst Intern

  • Mar 2018 - Aug 2018

  Paris Area, France I was previously working at Candriam France in Paris, where all the main Hedge Fund activities of the company take place. I was part of the Quantitative Research team in the that supports the fund managers and all front-office activities by modelling and developing quantitative trading strategies. The main project I was working on is the design and the implementation of a backtesting architecture engine that eases the development and the testing of complex trading strategies.



JL Capital

• Investment Management
• 1 - 100 Employee

• Data Manager Intern

  • Aug 2017 - Dec 2017

  Singapore I achieved a part-time internship at JL Capital Pte Ltd fund management. I was also working closely with Argomi, Start-Up developing Front-To-Back office investment management software and platform. My main task was to design and implement a database whose purpose was to improve the investment process by adding to traditional financial data (available from Bloomberg) some alternative data. These additional data included macro-economic data, demographic data and countries development… Show more I achieved a part-time internship at JL Capital Pte Ltd fund management. I was also working closely with Argomi, Start-Up developing Front-To-Back office investment management software and platform. My main task was to design and implement a database whose purpose was to improve the investment process by adding to traditional financial data (available from Bloomberg) some alternative data. These additional data included macro-economic data, demographic data and countries development indicators among other things. The first point was to understand the investment process and identify the lack of information within different steps. Thus, we looked for relevant data to fill these gaps and achieve a more global level of financial analysis. We designed and implemented a SQL schema to find the best and most efficient structure to sort the data in an uniform way. On top of this database, we build a query tool to make all data easily reachable. We wrote some Python functions and scripts to pull the data from different sources through API calls, normalise and clean the data, structure it, and populate the database. We also used Natural Language Processing libraries and tools to extract data from company financial reports. The aim was to filter out relevant words or group of words from these reports. We used Tableau Desktop to visualize and carry out data analysis. Show less



McGill University

• Canada
• Higher Education
• 700 & Above Employee

• Summer Research Intern

  • May 2016 - Jul 2016

  Montreal, Canada Area I achieved a three-month scientific project in Applied Mathematics entitled "Adaptive mixte finite element methods for the stationary Stokes problem" under the supervision of Gantumur Tsogtgerel, professor in the Mathematics Department at McGill University. I started by reading some mathematical papers and books and about Adaptivity and Finite Element Method theory to better grasp the literature concerning my research topic. I spent some time understanding the theoretical framework and… Show more I achieved a three-month scientific project in Applied Mathematics entitled "Adaptive mixte finite element methods for the stationary Stokes problem" under the supervision of Gantumur Tsogtgerel, professor in the Mathematics Department at McGill University. I started by reading some mathematical papers and books and about Adaptivity and Finite Element Method theory to better grasp the literature concerning my research topic. I spent some time understanding the theoretical framework and convergence results for Stokes equation and Taylor-Hood finite elements. This equation arises from Fluid Mechanics but I treated the subject following a mathematical approach. I implemented a numerical solver for Stokes equation using Matlab. The interesting part was to implement an adaptive mesh, namely a more refined mesh where the solution is less smooth and a rougher mesh where the solution is more regular. This process improves the convergence time and give better results. Another challenge was to implement Taylor-Hoods elements in the equation that has been proved to be stable under a specific framework. During my research, I delivered weekly speeches to explain and discuss my work with other students under the supervision of Prof Tsogtgerel. These meetings were fruitful because they forced me to present understandable versions of my work on a regular basis as well as the opportunity to get useful feedbacks to help me through my research process. I wrote 2 reports (one in English and one in French) in which I developed my approach, the methods I used and my main numerical results. Show less



GIE FORMA-DIS

• Engineering Intern

  • Jul 2015 - Jul 2015

  Paris Area, France Achieved a one-month internship in the IT department of the company. - Input Data with a software called Acteev. - Developed models of layouts in order to create academic exercices. - Organized and coordinated group work with other engineer trainees. - Attended meetings.