Julien T.

Manage, analyse and measure of market risk on Exotics on Equity and Derivatives side for Multi underlyings and Mono underlying, Volarb, Flow and Corporate portfolios.
- Contribute to the risk monitoring: limits calculation definition and reporting in relation with trading desks, MAP review adjustment to re-evaluate prices at month end, stress testing scenarii, transactions approval.
- Guarantee the identification, measure and control of exotic risks: guarantee understanding of the usage of new models, and the validation of new pricing / risk management models and methodologies and ensure the coherence of pricing models across products.
- Guarantee the adequate definition of reserves and the validity of reserves calculation in all concerned portfolios.

Sports : Rugby, basketball, snow boarding, windsurfing
Music: flute , piano, saxo
Other: Many trips: Mauritius island, Peru, finland ...