Work Experiences
Mar 2026 - Sept 2026 · Paris, France
CACIB – Private Debt Solutions Structurer- Improvement of an internal Monte Carlo credit portfolio model for loss distribution simulation and pricing of Significant Risk Transfer (SRT) transactions
Nov 2025 - Mar 2026 · Paris, France
Natixis CIB – Alternative Credit Structurer- Building a pricer for synthetic risk transfer transactions (SRT) with OpenPyXL
- Work in collaboration with credit traders for CLN pricing and structuring
May 2025 - Nov 2025 · Paris, France
Amundi – Quantitative market & liquidity risk analyst- Performing stress-testing of key risk metrics under both historical crisis scenarios (Covid, 2008, ...) and theoretical shocks (volatility spikes, yield curve shifts, ...)
- Pricing convertible bonds and calibration of their liquidity costs
June 2024 - August 2024 · Paris, France
BNP Paribas CIB – Dispersion Trader- Portfolio of dispersions optimization using Markowitz with visualization tools for ∆, Γ, θ and ν
- Volatility and skew arbitrage research during French legislative elections
Sept 2023 – Now · Paris, France
Les Sherpas – Mathematics / physics / CS teacher- 40 students, 4.99 stars rating (80 reviews)
- See my profile ↗