London, England, United Kingdom
• Priced exotic products • Developed automated tools for risk and performance purposes – Python & VBA
• Assisted the Trading, Risk & Strategy team by producing risk reports intended for the trading management • Developed of automated new tools and metrics to analyse the positions and risks of the whole equity derivatives business line in terms of sensitivities • Realized one-off back-tests and analysis about key market risks • Automatized stress test on specific product with Python
• Selected to be one of the 20 students to work alongside EDHEC-Risk Institute researchers on investment management projects. • Our project is about retirement investing and how to generate fixed and risk-less cashflows for retirement with a fixed income products portfolio. We use the duration matching method to replicate this stable stream of cashflows – python development.
• Acted as point of contact for queries from clients to internal teams, including: risk, middle office, confirmations, settlements, valuations and legal • Involved in projects to improve the overall efficiency of the sales processes and systems • Report redaction, figures analysis & chart for the management team • Automated routine tasks using VBA • Actively used Bloomberg and other financial software for several daily tasks. • Organized corporate roadshows (RSVP tracking and event organization follow up); interacted with middle and back office teams to provide consistent client service