CV PRIIPs : Sélectionnez rapidement les profils qui vous intéressent

Exemple des missions de Younes,
freelance PRIIPS habitant les Hauts-de-Seine (92)

• Investment Solution - Global Markets Divisions Paris
  Jan 2018 - aujourd'hui

  Quantitative Investment Solution
  Development of quantitative indices and strategies dedicated to the structured investment product offer.
  Developing backtests of systematic strategies (Python)
  Writing investment rules for strategies
  Assisting in the development of product marketing and service documentation

• Cross Asset Structuring &Product Development (Equity, FX, Rates and Credit) - Global Markets Divisions

  CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (CACIBLondon)
  Jan 2013 - Jan 2015

  Responsible for pricing and product development matching business requirements in a worldwide perspective, Paris, London, New-York and Hong Kong:
  Working closely with Trading and Quant desks regarding product\model pricing achievements to develop\update our pricing tools within the structuring desk
  Designed a user friendly cross asset structured products pricing tool (VB.NET, SQL)
  Asset classes: Interest Rates, Equity, CLNs, FX
  Features: Pricing Policy, Terms Sheet, Daily indicative pricing grid, Risk indicator (PRIIPS)
  Structured Equity Platform Deployment:
  Worldwide equity business requirement collected and implemented
  Designed an Excel Addin to price all the products coming the platform using our internal equity libraries (XSD, XML, C#)
  Executed structured products pricings and developed innovative strategies across the Rates, FX, Credit, Equity
  and Hybrid asset classes for Private Banks and Institutional investors based in EMEA
  MIFID II and PRIIPS:
  I designed a tool which allows the sales to do his pre-trade check and automate the KID generation on the most traded structured products.
  Equity Investment Solutions - Equity Structuring - Quantitative

• Quantitative Analyst

  Natixis Global Asset Management (NGAM) OSSIAM – Paris
  Jan 2012 - Jan 2013

  Regime Switching framework implementation
  Smart portfolio diversification across regimes, optimal asset allocation across market regimes
  Trading strategies under Regime Switching
  C++, Matlab (Mex)
  Contribution on the below publication
  ********-of-alternative-beta-strategies-across-markov-regimes.pdf