About Jeritiana
English
Native or bilingual
French
Native or bilingual
Malagasy
Native or bilingual
Experience
- Crédit Agricole CIBBusiness Analyst – Pricing and Non-Linear RiskBANKING AND INSURANCEDecember 2020 - Today (5 years and 6 months)Montrouge, FranceContext: Intervention within the cross-functional delivery team on various regulatory and automation projects of the front to back chain in the Orchestrade booking tool.● Automation of the buy-backs process of EMTNs (recovery of business needs, design of the architecture between the different systems (API, middleware), automation of manual processes)● Automation of price contributions in Bloomberg/ Reuters● Automation of CDS/CDS Index confirmations● Monitoring of non-regression campaigns● Automation of CSA contract reconciliations between Ochestrade and the collateral management tool● Writing user stories on Azure DevOps● Writing SQL queries for user needs● Writing documentation
- Société GénéraleAssistant Trader – Structured Index DeskBANKING AND INSURANCEOctober 2018 - December 2020 (2 years and 2 months)Paris, FranceModeling products in internal systems using Termsheets● Primary issuance of exotic derivative products for the Index Teams● Management of the evolution of Trading positions (increase, cancellation and rebalancing)● Resolution of Sales, Trading or Settlement issues● Pricing and modeling of issued products necessary to cover trading positions● Management of various projects: Automation of primary increases / Automation of the pre-hedges adjustment process● Transfer of positions from Market Making portfolios to trading portfolios● Monitoring of valuation jumps on the various products modified during the day● Challenging the requests of the control teams, the sales and trading teams regarding payoff modifications using Termsheets
- Société GénéraleVBA & Python Commando for Fixed IncomeBANKING AND INSURANCESeptember 2017 - October 2018 (1 year and 1 month)Paris, France● Control and report the position of the electronic Trading desks and alert on shortcovers● Control and alert trading on changes in rating or ECB eligibility affecting the securities on which the desk has a position● Alert Trading on Corporate Actions and transactions with an approaching maturity● Identify and alert Trading on «illiquid» or unpriced securities in the repositories● Control the booking of deals from the desk dealing with repos (Loans/Borrowings)● Develop tools allowing the recovery of Loan/Borrowing deals on optional OST and the verification of information on Buy/Sell and Lend/Borrow deals from the desk.
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Education
- Ingénieur & Master of Science en ingénierie financièreESILV Ecole d’Ingénieur Léonard de VINCI (Paris)2017Produits (Fixed income et Actions - cash et dérivés), macroéconomie, risque de marché (VaR, sensibilités…), risque de crédit
- Exécutive Master Finance QuantitativeUniversité Paris Dauphine PSL2021Les fondamentaux mathématiques pour la finance Produits de taux Produits dérivés de change et de crédit Pricing et risk-management des options Gestion de portefeuille Calcul stochastique Modélisations avancées, produits et risques exotiques Statistique Méthodes numériques Taux - Modélisations avancées CVA et Risque de contrepartie Gestion des risques avancée : stress test et mesures de risque Stratégies quantitatives de gestion d’actif Structuration et gestion des risques des produits structurés
Certifications
- Bloomberg Essential Market Secto ExamsBloomberg2015