About Laurent
My services offered:
- **Application development**: trading bots, risk and pricing calculations, data scraping
My experiences:
- by automating reporting or regulatory documents,
- by implementing dashboards (P&L decomposition, cash flow monitoring, etc.)
- or intranet sites (optional strategy product structuring tool, stock portfolio monitoring tool).
Key Skills:
French
Native or bilingual
English
Fluent
Experience
- Phit Formation / SolutionsFounder, Developer, and TrainerBANKING AND INSURANCEJuly 2023 - Today (2 years and 11 months)Paris, France-IT Consulting and financial process automation(trading floor, asset management, financial department). Examples of missions carried out:+ Creation of a portfolio risk monitoring dashboard (Power BI)+ Creation of an Excel add-in for placing market orders (Excel DNA)+ Revision of a website for rating mutual funds (C#/ASP.Net)+ Automation of regulatory documents (Python)+ Creation of an E-Learning platform (Python/Streamlit)-Corporate training on IT topics(IT development [Python, VBA, C#], project management) on Financial topics (Risk Management, Asset Management, financial product valuation, and trading floor)
- Université Paris DauphineLecturer - Financial Applications in Python and C#EDUCATION AND E-LEARNINGJanuary 2020 - Today (6 years and 5 months)Île-de-France, France1- Risk and Performance in Asset ManagementPython applications of the following indicators: Performance, Volatility, VaR, Linear Correlation, Beta (Bull & Bear), Tracking Error, Risk Contribution, Diversification, Multifactor Model, Solver, ...Tools used: Python (pandas, numpy, matplotlib, scipy)2- Structured Product ValuationPython applications: pricing of bonds, options, and exotic products using various methods (closed-form formulas, Monte Carlo, etc.), implementation of stochastic volatility models.3- Introduction to C# for Quantitative FinanceIntroduction to OOP and C# related concepts with finance applications
- Societe Generale Corporate and Investment Banking - SGCIBIngénieur Modélisation Marché - Analyste Valorisation - IT Data ManagerBANKING AND INSURANCEMarch 2022 - July 2023 (1 year and 4 months)Île-de-France, France- Référent des données (sensibilités et paramètre de marché) pour le compte du valuation group- Construction d'un framework interne C# pour le calcul des réserves Close Out Costs / Market Price Uncertainty / Concentrated Positions / Model Risks afin de simplifier l'implémentation des nouvelles méthodologiesOutils utilisés : C# (Linq, Reflexion, Nunit), Python (pandas, pyspark, flask)
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Education
- Master of FinanceParis Dauphine University2015Master 272 - Ingénierie Economique et Financière, Finance, général
- Applied Economics Bachelor's DegreeParis Dauphine University2013Licence Economie Appliquée
Certifications
- FRM - Level 1GARP2021