Gael Thomas Email and Phone Number
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Gael Thomas personal email
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• International working experiences in conducting quantitative modeling and analysis, in portfolio and risk management• Ability to work under pressure, trading experience and technical understanding of Fixed Income and credit derivatives products• Strong sense of innovation and motivation, co-founder and aportfolio manager of GT Fixed Income Partners (GTFIP)• Working experience in risk analysis, valuation, trading and portfolio management of divers securities including options, fixed income ABS, MBS, Agency, Investment grade and high yield corporate bonds and CDSSpecialties: • Quantitative Finance: Stochastic Calculus, Arbitrage Pricing Theory, Term Structure of Interest Rates, Monte Carlo Methods in Finance, PDE Methods in Finance• Counterparty and Credit Risk Modeling Specialist: Basel II / III, PD, LGD, EAD, RWA, RAROC, Economic and Regulatory Capital and CVA • Investment Analysis: the financial markets, risk analysis, working experiences in trading and portfolio management• Technical skill : JAVA, C/C++, Visual Basic, Shell script, SQL (Sybase, MySQL, Access)• Finance Tools: Bloomberg, TOMS, Excel, Intex, Neovest, eSignal, NetX360, GL TRADE,Matlab (Financial, Fixed-Income and Derivative toolboxes), Maple, Simulink
Societe Generale Corporate And Investment Banking - Sgcib
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Director - Credit And Market RiskSociete Generale Corporate And Investment Banking - SgcibNew York, United States
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Director - Fund RiskSociete Generale Corporate And Investment Banking - Sgcib Sep 2021 - PresentNanterre, Ile-De-France, FrCover Counterparty Credit Risk and Market Risk associated to the trading activities with funds and Asset Managers
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Vice President - Head Of The Counterparty Credit Risk Modeling Group For Americas - Exotic ProductsSociete Generale Corporate And Investment Banking - Sgcib Sep 2013 - Sep 2021Nanterre, Ile-De-France, Fr• Leads the Counterparty Risk modeling group on Exotic product of New York in collaboration with the Front Office and all the others Risk departments.• Analyzes, from a quantitative and qualitative standpoint, the counterparty risk of exotic trades and structured transactions proposed by business lines in the Americas region (Interest Rate, Credit, FX, Equity, and Commodity derivatives).• Computes various credit risk metrics (EE, PFE, EEPE, CVA)• Participates in quantitative modeling projects
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Quantitative Analyst - Credit Portfolio ManagementCredit Agricole Cib Aug 2010 - Aug 2013Montrouge, -, Fr• Developed new methodologies and products for valuation and risk assessment of credit sensitive structures and alternative products and developed analytics and numerical methods for counterparty credit risk management, rating, LGD unsecured and secured, RAROC, CVA and Basel II/III implementation• Designed and developed a loan sale toolkit (loan pricing) on NY-portfolio• Monitored and MtM valorized the actively traded credit portfolio of CDS, LCDS, CDO to optimize the credit exposure• Performed Bank Loan Portfolio credit risk and quantitative analyses• Supported bank's effort in regard to Regulatory and Economic Capital assessment and forecasts as well as Fund Transfert Pricing, Liquidity and Stress tests issues -
Co-Founder - Portfolio ManagerGt Fixed Income Partners Jan 2010 - Jan 2011UsManaged fixed income portfolios for growth, income and wealth preservation and provided access to investment grade corporate debt for our clients, either directly or through our managed fund -
Junior Portfolio Manager, Fixed Income Quantitative Analyst/TraderFurther Lane Asset Management Apr 2007 - Jan 2010UsCorporate Bonds Trading• Identified and invested daily in « hot » Corporate Bond New Issues for our portfolios (~$10mm/day)• Activly traded the corporate bond secondary market discrepancies right after the issuance (~$25mm/day). • Kept the monthly desk PnL for the new issues and the secondary trading both constantly positivePortfolio Management• Improved, programmed , and implemented analysis used to manage $200mm (600+long) hedge fund of ABS, CMBS, MBS, CMO, IO/PO focused on flow trading and relative-value pm’ing • Conducted hedging, month-end pricing, intex analysis, run conventional risk metrics and stress testing• Designed and programmed proprietary systems that constantly analysed and matched broker RUNS, offersheets, bids on BWIC’s and diverse trading plateforms all day resulting in daily trading arbitrage opportunties and increased efficiency and profitability for all Fixed Income traders across the firm• Traded for the portfolio IR (Govies and Emerging Markets Fixed and Inflation Linked bonds), Credit (Coporate bonds, CDS), Derivatives (FX/IR), Commodities (ETF on Gold, Oil …)• Managed a small listed option portfolio and proposed option strategies for clients upon request -
Business Analyst - Change ManagementAxa Im 2006 - 2006Puteaux, Fr• Managed the relationship between Axa IM and State Street, as well as the analysis, reporting and solving of the issues concerning the outsourcing of the front-to-middle tasks and risk management.• Established better communication tools between teams using Microsoft Sharepoint. -
Fund Manager Assistant & Quantitative Analyst In Structured Asset ManagementExane May 2005 - Sep 2005Paris, Paris, Fr• Produced the publication of the risk reports and marketing brochures• Designed and implemented, under the supersivision of the PMs, proprietary systems and models to monitor and improve their portfolios and measure Net Asset Value, Risk Ratios and Performance Attributions of Long/Short equity funds with roughly $1 billion under management at the time -
Auditor In Environmental Management SystemsLyreco Jun 2004 - Aug 2004Laval, Qc, Ca
Gael Thomas Skills
Gael Thomas Education Details
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Centrale NantesFinance -
Lycee Henry Wallon
Frequently Asked Questions about Gael Thomas
What company does Gael Thomas work for?
Gael Thomas works for Societe Generale Corporate And Investment Banking - Sgcib
What is Gael Thomas's role at the current company?
Gael Thomas's current role is Director - Credit and Market Risk.
What is Gael Thomas's email address?
Gael Thomas's email address is ga****@****cib.com
What schools did Gael Thomas attend?
Gael Thomas attended Centrale Nantes, Lycee Henry Wallon.
What skills is Gael Thomas known for?
Gael Thomas has skills like Fixed Income, Derivatives, Bloomberg, Trading, Financial Modeling, Equities, Options, Financial Markets, Portfolio Management, Vba, Credit Derivatives, C++.
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