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Jonathan Horyn

Engineering Finance

Saint Mandé - France

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  English   |   French
Education


2004 - 2008 SUPELEC : leading French Engineering School
Master’s Degree in Financial Engineering and Computer Science
Elective Tutorials/Seminars: Financial Markets, Risk Management, Financial Engineering, Wavelet Analysis

2005 - 2006 HEC School of Management
Probabilistic Simulation and Risk Modelling classes (6 weeks)
Simulation methods and models: Excel / VBA project; simulation of α-stable processes

1997 - 2004 Lycée Henri IV, Paris
Classes Preparatoires : advanced Mathematics and Physics
French Baccalauréat (A Levels) : Science section, with Honours

Work Experience – Internships


2006 - 2007 Société Générale Corporate Investment Banking – Secondary Vanilla Credit Trading Desk
(Gap-year internship, London, 1 year)
Gained strong exposure to Credit Derivative Instruments: Bonds, CDS, Asset Swaps, LCDS, CDS Indices
Monitored various risks: Rate Risk, Market Risk, Average Issuer Risk, Counterpart Risk, Basis Risk
Assisted traders on a daily basis: Valorisation, Exposure Control, Booking, Pricing and Data Mining tools
Active teamwork: frequent interface with Sales, Middle/Back-office, Risk management and Repo desk

2005 ILIAD (Free) SAS : leading Internet Access Provider in France
(Blue-collar internship, Paris, 2 months)
Strong teamwork: truck unloading, stocks managing

1996 - 2006 Student teaching : Mathematics, Physics, Biology, French and English
Efficient organisational skills: 1 to 6 student classes

IT skills


Softwares: Excel/VBA, Access, Visual Studio, Matlab, Business Objects, Office Tools (Word, PowerPoint, Lotus Notes, etc)
Languages: Java, VBA, PHP, SQL, LaTeX, UML, OCL, C#

Language skills


English: Bilingual
French: Mother tongue
Hebrew: Intermediate
Japanese: Basic reading and conversational skills

Miscellaneous - Hobbies


Finance : Portfolio managing contests (Defi Warrants, BNP Arbitrage)
Music : Playing the piano for 15 years, Classical and Jazz
Sports : Swimming, Karate, Aikido