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Foucauld Bernard is listed as ENSAE | ESSEC at Crédit Agricole CIB, a company with 11626 employees, based in Paris, Île-de-France, France. AeroLeads shows a matched LinkedIn profile for Foucauld Bernard.
Foucauld Bernard previously worked as Equity Derivatives Trading Intern at Crédit Agricole Cib and Quantitative Research Intern, Exotic Equity Derivatives at Crédit Agricole Cib. Foucauld Bernard holds Diplôme D’Ingénieur, Mathematics And Statistics from Ensae Paris.
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Foucauld Bernard is a ENSAE | ESSEC at Crédit Agricole CIB.
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A career timeline built from the work history available for this profile.
- Pricing of exotic structures using local and stochastic volatility models, computing of position sensitivities (Delta, Vega, Rho and FX, Gamma, Cross Gamma, Vega FX, Delocalized Vega...)- Book management (booking of new deals, modifications).- Development of a tool computing provisions of stochastic models positions versus local volatility models..
- Use of machine-learning and neural networks to predict exotic option price.- Marks-to-future computation in order to estimate the bank’s exposition on certain portfolios.- Black & Scholes, Constant Elasticity of Variance (CEV) and Heston Stochastic Variance model simulation.- Statistical t-tests to verify the coherence of hypotheses. Computing of various.
Paris, France
- Development of a performance measurement tool for interest rate and liquidity risk management models on an internal computing cluster at BNP Paribas. - Development and improvement of various prediction models (interest rate mortgages and investment loans, early repayment model for mortgages, interest rate model for replicating portfolio of CSL).
Other employees you can reach at ca-cib.com. View company contacts for 11626 employees →
Matt Webb
Colleague at Crédit Agricole CibLondon, England, United Kingdom, United Kingdom
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Claire Morey
Colleague at Crédit Agricole CibFrance, France
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Muhanad A.
Colleague at Crédit Agricole CibDubai, United Arab Emirates, United Arab Emirates
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Usman Huq
Colleague at Crédit Agricole CibFlorence Township, New Jersey, United States, United States
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Marion Voisin
Colleague at Crédit Agricole CibContact Info, United States
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Annabel Giles
Colleague at Crédit Agricole CibLondon, England, United Kingdom, United Kingdom
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Bruno Salveti
Colleague at Crédit Agricole CibSão Paulo, São Paulo, Brazil, Brazil
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Mike Camus
Colleague at Crédit Agricole CibParis, Île-de-France, France, France
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Renata Amiach Sirangelo
Colleague at Crédit Agricole CibSão Paulo, Brazil, Brazil
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Adrien Ambrus
Colleague at Crédit Agricole CibHungary, Hungary
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Cycle Ingénieur - Double diplôme avec l’ESSEC Business School
Double diplôme avec l’ENSAE Paris
Quick answers generated from the profile data available on this page.
Foucauld Bernard works for Crédit Agricole CIB.
Foucauld Bernard is listed as ENSAE | ESSEC at Crédit Agricole CIB.
Foucauld Bernard is based in Paris, Île-de-France, France while working with Crédit Agricole CIB.
Foucauld Bernard has worked for Crédit Agricole Cib, Ensae Junior Études, and Bnp Paribas.
Foucauld Bernard's colleagues at Crédit Agricole CIB include Matt Webb, Claire Morey, Muhanad A., Usman Huq, and Marion Voisin.
You can use AeroLeads to view verified contact signals for Foucauld Bernard at Crédit Agricole CIB, including work email, phone, and LinkedIn data when available.
Foucauld Bernard holds Diplôme D’Ingénieur, Mathematics And Statistics from Ensae Paris.
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