Raphaël Dahan

Raphaël Dahan Email and Phone Number

Senior Market and Counterparty Risk Modeller @ Société Générale
Paris, FR
Raphaël Dahan's Location
Greater Paris Metropolitan Region, France
Raphaël Dahan's Contact Details

Raphaël Dahan personal email

n/a
About Raphaël Dahan

Raphaël Dahan is a Senior Market and Counterparty Risk Modeller at Société Générale. He possess expertise in derivatives, mathematics, quantitative analytics, vba, programming and 14 more skills. He is proficient in English and Hebrew.

Raphaël Dahan's Current Company Details
Société Générale

Société Générale

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Senior Market and Counterparty Risk Modeller
Paris, FR
Website:
societegenerale.com
Employees:
44110
Raphaël Dahan Work Experience Details
  • Société Générale
    Senior Market And Counterparty Risk Modeller
    Société Générale
    Paris, Fr
    View
  • Société Générale
    Senior Market Risk Modeller
    Société Générale Nov 2022 - Present
    Ville De Paris, Île-De-France, France
    View
  • Natixis
    Senior Market Risk Engineer For Econometrics
    Natixis Sep 2017 - Oct 2022
    Paris, Île-De-France, France
    Production of MC shocks and covariance matrix for the VaR. Representation of risk factors in current and stressed period.
    View
  • Natixis
    Quant Risk - Internal Model Approach For Frtb
    Natixis Jul 2016 - Sep 2017
    Paris, Île-De-France, France
    Responsible of the implementation of an Internal Model compliant to FRTB requirement.
    View
  • Société Générale
    Quantitative Developer For Treasury Desk
    Société Générale Nov 2014 - Feb 2016
    Région De Paris, France
    Implementation and monitoring of the pricer of treasury desk, as well as other tools for PnL explanation or economical scenario.
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  • Bnp Paribas
    Quantitative Analyst - Debt Capital Market/Corporate Solutions
    Bnp Paribas Apr 2013 - Sep 2014
    London, England, United Kingdom
    Advisory and comparison of trading solutions for corporate client based on MC simulations, back testing, risk analysis.Publication of an Early Warning Signal analysis for FX Emerging and Frontier Market currencies.
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  • Superderivatives
    Quantitative Analyst
    Superderivatives Jul 2012 - Apr 2013
    London, England, United Kingdom
    Pricing of exotics products that did not go through the usual platform.
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  • Superderivatives
    Equity Product Manager Junior
    Superderivatives Mar 2011 - Jul 2012
    London, England, United Kingdom
    Responsible of Equity platform (market data, monitoring, pricing).
    View

Raphaël Dahan Skills

Derivatives Mathematics Quantitative Analytics Vba Programming Equity Derivatives C# Microsoft Excel Pricing Analysis Finance Equities Probability C++ Optimization Market Data Stochastic Calculus Latex Data Science Machine Learning

Raphaël Dahan Education Details

Frequently Asked Questions about Raphaël Dahan

What company does Raphaël Dahan work for?

Raphaël Dahan works for Société Générale

What is Raphaël Dahan's role at the current company?

Raphaël Dahan's current role is Senior Market and Counterparty Risk Modeller.

What is Raphaël Dahan's email address?

Raphaël Dahan's email address is ra****@****ail.com

What schools did Raphaël Dahan attend?

Raphaël Dahan attended Imperial College London, Ecole Nationale Supérieure D'informatique Et De Mathématiques Appliquées De Grenoble.

What are some of Raphaël Dahan's interests?

Raphaël Dahan has interest in Climbing Cinema, Football, Sport, Reading, Climbing, Cinema.

What skills is Raphaël Dahan known for?

Raphaël Dahan has skills like Derivatives, Mathematics, Quantitative Analytics, Vba, Programming, Equity Derivatives, C#, Microsoft Excel, Pricing Analysis, Finance, Equities, Probability.

Who are Raphaël Dahan's colleagues?

Raphaël Dahan's colleagues are Lylia Zamoum, Alexandra Jouineau, Maria Rosa Foti, Christelle Rougeron, Hamza Marchoud, Paavana Chander, Gabriela Ifrim.

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