Freelancer profile translated to English.
Back to original languageAbout Michael
10 years of experience in finance primarily on market risk and valuation issues (rates, FX, and equities). My expertise and scope of work cover the following points:
-Stress testing and projection
-IPV and Totem consensus issues
-Calculation of COC and MPU reserves etc...
-Production of periodic reports for the ECB
-Management and monitoring of market data
-Collateral stress and projection etc...
-Pricing model review
Proficient with programming languages (Python, VBA, SQL...), I also have a good knowledge of market software such as Summit, Bloomberg, Murex.
French
Native or bilingual
English
Fluent
Can work on-site
Paris (up to 50km)
Experience
- SFILValuation & Risk AnalystBANKING AND INSURANCEJuly 2017 - Today (8 years and 10 months)Paris, France
- BNP ParibasIPV Valuation AnalystBANKING AND INSURANCEFebruary 2015 - April 2017 (2 years and 2 months)-Contribution to Totem valuation adjustment on books involving FX volatility-Redesign of production tools and migration to Python-Management, monitoring of consumption and limit breaches on FO books
- FAMILY AND YOUFINANCIAL ENGINEERBANKING AND INSURANCESeptember 2013 - February 2015 (1 year and 5 months)Paris, FrancePortfolio allocation and arbitrage: assets under management 1 billionDevelopment of various management toolsQuantitative analysis of portfolios and proposal of investment ideasClient meetings and investment proposals for new prospectsWeekly macroeconomic letter
Recommendations
Be the first to recommend Michael
Help this freelancer shine by sharing your experience working together.
These freelancer profiles also match your criteria
Agatha Frydrych
Backend Java Software Engineer
4.7
(3)
2
Baptiste Duhen
Fullstack developer
4.6
(4)
5
Amed Hamou
Senior Lead Developer
4
(2)
7
Audrey Champion
Web developer
4.3
(3)
4
Education
- Master IIUNIVERSITE PARIS SACLAY2012MATHEMATIQUES APPLIQUEES : INGENIERIE FINANCIERE
Certifications
- Pythoncoursera2022
Skill set (16)
Categories
- Other