Since 2000: Owner, Consultant, EBSYS Eurl
Since 2015: ITQUANTS SAS
Banking references: EXANE (PARIS), CREDIT DU NORD(PARIS), CALYON(PARIS/LONDON), AXA BANK EUROPE (BRUSSELS), HSBC (PARIS), CANDRIAM ( PARIS), OFI AM (PARIS)
Sophis: toolkitter, more than 10y experience
Reuters: SSL, SFC, RFA
Bloomberg: BLPApi, Data License
Specialties: risk, derivated products, value at risk, gridcomputing, cppi, alm, stress-scenarii
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