À propos de Leo
Français
Bilingue ou natif
Anglais
Bilingue ou natif
Allemand
Capacité professionnelle limitée
Expériences
- Global Investment BankSenior Quantitative Analyst / DeveloperBANQUE & ASSURANCESjanvier 2015 - Aujourd'hui (11 ans et 5 mois)Paris, France• Designed and implemented Python-based analytics for derivatives pricing and portfolio risk assessment.• Developed automated reporting systems reducing daily risk report generation time by 80%.• Collaborated with trading desks to build backtesting frameworks for new trading strategies.• Integrated Bloomberg API and SQL databases into analytics tools for real-time data processing.
- European Asset Management FirmMarket Risk ManagerBANQUE & ASSURANCESjanvier 2010 - janvier 2015 (5 ans)Paris, France• Led market risk monitoring for multi-asset portfolios exceeding €10 billion in AUM.• Developed VBA tools to automate VaR and stress testing reports.• Conducted scenario analyses to assess portfolio resilience to macroeconomic shocks.
- Major Investment BankQuantitative Developer / AnalystBANQUE & ASSURANCESjanvier 2005 - janvier 2010 (5 ans)London, UK• Built C++ and Python libraries for fixed-income derivatives pricing.• Worked closely with traders to develop real-time P&L and risk dashboards.• Improved computation efficiency by 40% through algorithm optimization.
Recommandations
Soyez le premier à recommander Leo
Contribuez à la réussite de ce freelance en partageant votre expérience de collaboration avec lui.
Ces profils de freelance correspondent également à vos critères
Agatha Frydrych
Backend Java Software Engineer
4.7
(3)
2
Baptiste Duhen
Fullstack developer
4.6
(4)
5
Amed Hamou
Senior Lead Developer
4
(2)
7
Audrey Champion
Web developer
4.3
(3)
4
Formations
- Master's DegreeUniversité Paris-DauphineMaster's Degree
- Bachelor's DegreeUniversité Pierre et Marie Curie (Paris VI)Bachelor's Degree