Laurent PILLIARD verfügbar

Laurent PILLIARD

Investment Banking and Commodity Trading consultant

verfügbar
Profilbild von Laurent PILLIARD Investment Banking and Commodity Trading consultant aus Zuerich
  • 8044 Zürich Freelancer in
  • Abschluss: MSc. Math Finance / MSc. Computer Science
  • Stunden-/Tagessatz: nicht angegeben
  • Sprachkenntnisse: deutsch (verhandlungssicher) | englisch (verhandlungssicher) | französisch (Muttersprache)
  • Letztes Update: 21.01.2013
SCHLAGWORTE
PROFILBILD
Profilbild von Laurent PILLIARD Investment Banking and Commodity Trading consultant aus Zuerich
DATEIANLAGEN
CV (English)
Der Download dieser Datei ist nur mit einem kostenpflichtigen Account möglich.
Lebenslauf
Der Download dieser Datei ist nur mit einem kostenpflichtigen Account möglich.
Projektliste
Der Download dieser Datei ist nur mit einem kostenpflichtigen Account möglich.
CV (English)
Der Download dieser Datei ist nur mit einem kostenpflichtigen Account möglich.
Project list (English)
Der Download dieser Datei ist nur mit einem kostenpflichtigen Account möglich.
SKILLS
Education: partial differential equations (PDE) and numerical methods (finite difference & Monte Carlo simulation) for exotic derivative pricing. Dynamic hedging. Statistics & Probabilities. Operational Research. Genetic algorithms.

Risk : value-at-risk (VaR), stress testing, extreme value theory (EVT), dynamic risk analysis. Equity, fixed income, strcutured products, credit derivatives, energy & commodities.

IT skills:

Excel - VBA, Python, Algorithmics - Certified Algorithmics Engineer for RiskWatch, Risk++, Historisk, Sungard Front Arena Certified AEL Developer, ASQL, Unix, FORTRAN 90, C++ and MATLAB
REFERENZEN
DELIVERED PROJECTS

BANKING

o For the largest Swiss bank, specification of the models for valuation and risk measurement of the client’s assets & liabilities (1 year).
o For a Swiss canton bank, selection of a banking system and identification of operational risks (4 months).
o For a German bank, integration of the front-office system IBM SunGard Front Arena: technical design and development of core components, preparation of test systems, coordination of releases and golive preparation (4 years)
o For a German bank, integration of the front-office system IBM SunGard Front Arena (8 months).
o For a leading French bank, validation of the equity derivative value-at-risk engine (2 months).
o On behalf of two merging Italian banks, measurement of the value-at-risk of the combined portfolios (1 month).
o For an investment bank, development of components of the value-at-risk engine based on Algorithmics™ RiskWatch, RiskScript and Risk ++ (6 months). Responsible for the integration of the foreign entities into the central risk engine, as well as leading the middle-office of the Belgian subsidiary (CSNE military service, 1 ½ year).
o Derivative pricing (recurring).

INSURANCE

o For the leading Swiss reinsurance company, conceptual design of the investment risk management system (1 month).
o For a leading Swiss insurance company, identification of risks in the treasury and capital management divisions (4 months).

CORPORATE & OTHER COMPANIES

o For a leading SEC – registered Company, ongoing reviews of the commodity trading books with respect to P&L, risk and compliance. Risk expert and client executive (6 months).
o For several Swiss companies, review of the proprietary trading books and of the derivatives dealing risk management activities plus advisory thereupon (1 year).
o For several large Swiss companies, treasury review and advisory (6 months).
o For an Oil Major, review of energy derivatives trading P&L and risk control (3 months).
o For a Swiss company, leader in its commodity segment, development of an integrated commodity price risk management framework (1 year).

HEDGE FUND

o For a Swiss fund of hedge funds, development of an asset allocation and compliance check tool (1 month).
o For a UK-based convertible-arbitrage hedge fund, design of the risk management system (2 months).
o For a leading Swiss/International fund of hedge funds, review of the risk management department and of the quantitative analysis department (4 months).
ZEITLICHE UND RÄUMLICHE VERFÜGBARKEIT
UK (City of London / Greater London)
Schweiz (Geneva, Lausanne, Bern, Luzern, Zug, Zurich)
Remote
SONSTIGE ANGABEN
Education: MSc. Oxford math finance, ESSEC business school Master in finance, Dipl. Ing. (MSc. Computer Science)

Ex Senior Manager bei Ernst & Young in Zurich - Risk Management
Ex Manager bei Andersen AG in Zurich - Quantitative risk consulting team
Ex CCF - HSBC
KONTAKTANFRAGE VERSENDEN

Ja, ich akzeptiere die AGB

Ja, ich akzeptiere die Datenschutzbestimmungen

Hinweis: der Versand ihrer Kontaktanfrage ist komplett kostenfrei