About Leo
French
Native or bilingual
English
Native or bilingual
German
Conversational
Experience
- Global Investment BankSenior Quantitative Analyst / DeveloperBANKING AND INSURANCEJanuary 2015 - Today (11 years and 5 months)Paris, France• Designed and implemented Python-based analytics for derivatives pricing and portfolio risk assessment.• Developed automated reporting systems reducing daily risk report generation time by 80%.• Collaborated with trading desks to build backtesting frameworks for new trading strategies.• Integrated Bloomberg API and SQL databases into analytics tools for real-time data processing.
- European Asset Management FirmMarket Risk ManagerBANKING AND INSURANCEJanuary 2010 - January 2015 (5 years)Paris, France• Led market risk monitoring for multi-asset portfolios exceeding €10 billion in AUM.• Developed VBA tools to automate VaR and stress testing reports.• Conducted scenario analyses to assess portfolio resilience to macroeconomic shocks.
- Major Investment BankQuantitative Developer / AnalystBANKING AND INSURANCEJanuary 2005 - January 2010 (5 years)London, UK• Built C++ and Python libraries for fixed-income derivatives pricing.• Worked closely with traders to develop real-time P&L and risk dashboards.• Improved computation efficiency by 40% through algorithm optimization.
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Education
- Master's DegreeUniversité Paris-DauphineMaster's Degree
- Bachelor's DegreeUniversité Pierre et Marie Curie (Paris VI)Bachelor's Degree