Dylan Blanc Email & Phone Number

Switzerland

 Manage two trading platforms and the liquidity provisioning for eFX, cryptos and short-term rates (~1.5 B /day) Take main responsibilities on forward Bbook building (in-house pricer, risk internalization, valuation tool development)  Manage risk exposure on our forward Bbook (positions, Value at Risk, mark to market, limits) Develop risk measure model and scoring allocation with backtest validations (using Python, SQL and VBA) Implementation of hedging strategies (limit order in CLOB, back to back or risk internalisation) Monthly statistics (VBA) to optimize trading platforms (PnL, flow allocation, cost analysis and hedging)  Development of institutional FX trading offering (platforms integration, cross-connections, new products added: NDF, CFD)  Organize trading training for new traders joining our team

Paris, Île-De-France, France

 Analyzed the tracking error and return of our ETFs offering Transition Implementation from synthetic to physical replication of underlying assets (smooth % reallocation) VBA tools optimisation to create ETF analysis (compositions, risk, performance, subscription statistics)  Develop ETF activity (management fees reduction, Gold physical allocation, add new countries of commercialization)

 Develop econometrics model and Monte Carlo simulation to predict future loss ratios (profitability) Back testing to check significance of model results, (previous model has been improved by 2%) Actuarial calculus to build relevant financial product (took personal criteria of customers as independent variables)

 Assets allocation according to investor’s risk aversion and portfolio rebalancing Database management and statistics using Python and VBA

Hongrie Budapest

Erasmus semester in the prestigious university of Corvinus in Budapest. All courses were taught in English. The main goals of this experience was to study finance in a different culture. I really liked this experience which allow me to meet a lot of foreign people and I figured out some new methodologies to study.

Région De Marseille, France

Econometric Research about "The crypto-currencies' volatility" Analysed the crypto-currencies and world events influencing the daily stock prices Predicted volatility over one month thanks to econometric mod

Master In Finance, Market Track

Master'S Degree, Quantitative Finance, Risk Management

Magister Economist Engineer And Finance, Finance, Economics, Big Data

Economics Licence (Degree) In 2017, Economics

Baccalauréat, Scientific Baccalaureate With Honors