Quant Risque:- Conso : Var, STT- Calcul Reserves

Member of the Quants Fic-exo team with the mission of developing the pre-trade pricing library for exotic interest rate products.Proficiency in C programming for the development of the pricing library.Use of the pricing library for trading and risk analysis through various platforms such as MarxExcel and RDWS.Participation in the migration of MarxExcel to RDWS.Expertise in regression testing to ensure software quality and reliability.Experience in quantitative finance and risk management.Development of new features in product pricing: Float Leg, Ois Leg, Swap, Forward Swap Option, for a new pricing platform in Python RDWS (Research and Development Web Services).Construction of spread curves with Machine Learning methods.Ability to work in a team to achieve common goals.

As a Forsides consultant, I have participated in various missions, including:- Market Consistency Report on the stochastic economic scenarios produced by EPS for its balance sheet calculations at the end of 2016- Certification of disability tables for Groupama- Optimization of car insurance quotes for Active Assurance- Development of a stochastic credit risk model with ratings (Jarrow-Lamdo-Turnbull) in C# for the Asset-Liability Management engine of a life insurance company