Yohan Le Jallé
Looking for a FO role (e.g. Junior/Assistant Trader or Fund Manager) in Paris
Re: Looking for a FO trading role (e.g. Junior/Assistant Trader or Fund Manager) in Paris
I am French, currently working as an Equity Quant Analyst at Societe Generale CIB in London within the Quant and Index Watch Team. I wish to work as a Junior/Assistant Trader or as an Assistant Fund/Portfolio Manager in Paris.
I graduated with a MSc in Financial Mathematics from the University of Warwick (UK). My dissertation dealt with stochastic volatility models (Heston and CEV models).
The trading floor is an intense and exciting environment where you learn every day. I am looking forward to working in this kind of environment where I will be able to blossom and utilize my skills. I like the atmosphere of a trading floor, taking risk, and sensing the market moves every day.
I enjoy trading for my own, I have my own small portfolio and I also took part of the MarkitSelect trading game where I made £13.5 million profit in two months. I mainly traded commodity futures (Crude Oil, Gold, Wheat...), FX (GBP/USD, EUR/JPY...), bonds (US 30 yr, UK Gilt...) and futures on indices (S&P500, Nikkei225, FTSE100...).
I am very interested in complex products (derivatives, exotic options...). I like pricing, building and implementing new models; backtesting trading strategies and finding more efficient strategies. I enjoyed building a Monte Carlo Simulation and a Binomial Tree in C#; and a Black-Scholes model in C++ and Matlab.
Please feel free to contact me if you have/know any roles based on a trading floor in Paris.
E-mail: yohan.lejalle@yahoo.com
Mobile: +44 (0) 759 325 0291
Kind Regards,
Yohan Le Jalle
Computer skills:
MS Office, Access; programming experience with C++, C#, VBA, Matlab, MS Visual Studio 2008, LaTeX; Financial models: Black-Scholes, Monte Carlo, Binomial and Trinomial trees...; Financial software (Bloomberg, FactSet (Alpha Testing), Backtesting, Murex Front and Commodities, HFTrader, Calypso), SAP, Business Object, Minitab, ITSM.
Languages:
French: Mother tongue
English: Fluent
Spanish: Fluent
233 contactsQuant Team / Index Watch Team
- Monitor all index related events and produce index research reports
- Maintain the index watch database with daily event update/alerts
- Create and backtest models using Alpha Testing (FactSet) to test different trading strategies
- Run quantitative models weekly to send reports to clients
- Maintain the Income/Dividend database
- Help to produce regular income research reports
2010 - 2010- Supported the Analysts, Sales and Sales Traders in their daily tasks
- Set up contacts, accounts, stock watch lists for clients and road shows for analysts
- Provided access to the Exane research for clients via the different vendors (Bloomberg, Reuters...)
- Updated the Broker Review database
- Taught Analysts and Sales how to use the new CRM system
- Created new application for Sales to search their client contacts faster
2008 - 2009- Checked and cut any risky positions on defaulted counterparties
- Assisted Front Office desks located in Singapore, Tokyo, Hong Kong, Paris, London and New York
- Set up counterparts, portfolios, brokers, and payment instructions in the different systems
- Validated data to the trading desk to automate power supplies and improve controls
- Set up a new system (with the IT team, Front Office Trading, and Back Office) to implement each new counterparty/portfolio in all the Front Office and Back Office applications at once
2007 - 2008- Manager of the Extranet ‘Publication Manager’ and advertising for promotional periods
- Participated in decision-making and implementation of marketing strategies
- Organised, managed and monitored promotional activities
- Designed, developed and provided communication media
2004 - 2004- Created an Internet website in programming language C