Experience

HSBC Global Banking and Markets

• Financial Services
• 100 - 200 Employee

• Associate Director - Credit Quant

  • Mar 2023 - Present

• Fixed Income Credit Quant

  • May 2019 - Mar 2023

  • Since March 2020 I have fully joined the Structured Credit team working on several products with day to day interactions to Traders (CDS, CDS Index Options, Bonds, Callable Bonds, 1F, 2F, 4F models, etc.). In order to help them I work within 2 legacy C++ libraries (one for Rates and one for Credit), with a Python and an Excel front end interface. With Python we have developed a Rest API framework with distributed work on cores, allowing hundreds of people pricing and getting risks in an efficient way.• Working alongside the FRM (Financial Resource Management) desk I re-implemented in both C++ and Python the IRC (Incremental Risk Charge). The purpose is to calculate through a gaussian copula and rating migrations the 99.9 quantile worst PnL scenario for a portfolio. I managed to connect the C++ code to Excel via a DLL allowing many traders to easily compute the impact of new trades on the IRC via a simple Excel interface.• Working alongside the CEM (Counterparty Exposure Management) trading desk, I had the opportunity to model the rating based CSA, and the prediction of CDS curves. Show less



ENGIE

• France
• Utilities
• 700 & Above Employee

• Junior Quantitative Risk Analyst

  • Jun 2018 - Aug 2018

  Developed Python scripts to do statistical analysis of stock prices in the Group Risk Control department, and reimplemented intern analysis of market positions of the Group. Developed Python scripts to do statistical analysis of stock prices in the Group Risk Control department, and reimplemented intern analysis of market positions of the Group.



Nsigma Junior-Entreprise

• France
• IT Services and IT Consulting
• 1 - 100 Employee

• Junior Software Developer

  • Oct 2017 - Dec 2017

  Excel VBA developer. Excel VBA developer.



Gireve

• France
• IT Services and IT Consulting
• 1 - 100 Employee

• Data Administrator

  • Jun 2017 - Aug 2017

  GIREVE is a French start-up created in 2013 by leading players in electric mobility. My mission was to develop an excel VBA macro to format and control data. GIREVE is a French start-up created in 2013 by leading players in electric mobility. My mission was to develop an excel VBA macro to format and control data.



CHRO La Source

• Orléans Area, France

• Summer job : Logistics

  • Aug 2016 - Aug 2016

  Handle deliveries and do the inventory. Handle deliveries and do the inventory.



CHRO La Source

• Orléans Area, France

• Summer job : Blood transporter

  • Aug 2015 - Aug 2015



SMABTP

• France
• Insurance
• 700 & Above Employee

• Summer job : Mail Administrator

  • Aug 2014 - Aug 2014

  Handle mails and archives. Handle mails and archives.



SMABTP

• France
• Insurance
• 700 & Above Employee

• Summer job : IT operations

  • Aug 2013 - Aug 2013

  Handle material distribution in the company through their own software, highlight mistake. Handle material distribution in the company through their own software, highlight mistake.