Aymeric Mourrain

Equity Derivatives Structuring Intern

• Priced products to answer clients’ competitive auctions (notional amounts from € 500k up to € 200 million). Encoded and developed payoffs involving several types of underlying assets (Indices, stocks, FX, commodities) on in-house software • Analysed sensitivities and relevant pricing parameters with hedge traders • Back & forward tested equity strategies for marketing arguments and regulatory requests • Pushed and structured new products, created appropriate pricing tools for the sales force • Tested and validated new functionalities of the pricing systems

Aymeric Mourrain

Final year student - MSc in Financial Markets

Compétences

Expériences

Equity Derivatives Structuring Intern

Formations

MSc Financial Markets- EDHEC

Langues parlées

Français

Anglais

Espagnol