JULES CHABRAN
Senior Quantitative Consultant
Salaire / Taux journalier
Paris, France
Freelance
Peut venir sur site
Expertises
Langues
À propos
Introduction
Finance consultant and CEO with 10+ years in quantitative analytics and derivatives structuring at top-tier banks (UBS, JPMorgan, SocGen). Expert in FRTB implementation, equity derivatives pricing, and risk management solutions. Delivering data-driven financial strategies and regulatory compliance expertise to optimize your trading operations.
Expérience de travail
Consultant associé
Societe Generale Corporate and Investment Banking - SGCIB
févr. 2020 - Présent
6 ans 9 mois
Group Risk Methodologies - FRTB Program
Founder / CEO
FINQUANT PROJECT
janv. 2018 - Présent
8 ans 10 mois
Finquant Project est une société de conseil spécialisée dans le domaine de la Finance.
Analyste quantitatif - consultant senior
Natixis
avr. 2017 - janv. 2020
2 ans 10 mois
FO consultant PES - Equity Derivatives
Murex
août 2015 - déc. 2016
1 an 5 mois
Région de Paris, France
Equity Derivatives Consultant, Product Evolution Services - Presenting Equity Derivatives solutions during Pre-Sales sessions to Front Office teams - Implementing Equity exotic solutions for clients (Equity derivatives payoff scripting via UPL module) - Working as business expert for Equity Exotics structures thus offering clients enhanced services - Leading core equity projects such as Autocall revamping intended to optimise MX solutions
Analyst - Equity Derivatives Structuring
UBS
mars 2014 - août 2015
1 an 6 mois
Londres, Royaume-Uni
Equity Derivatives Structurer, Payoff division - Pricing of both structured flow products and bespoke payoff solutions for UBS clients - Developing an expertise on P&L optimisation following traders feedback on each trade - Pushing new trade ideas leveraging on both sales feedback and traders risk appetite - Focusing on US structured products market pushing global baskets mixing European and US stocks
Equity Derivatives Structuring - Off cycle internship
J.P. Morgan
juin 2013 - déc. 2013
7 mois
Londres, Royaume-Uni
- Developed and backtested Cross Asset Strategies - Coordinated daily calculations of J.P. Morgan Indices with Index Calculation team - Priced Equity Derivatives products - Created and updated marketing materials for Equity Derivatives structuring and sales teams; special focus on the economic rationale behind recently created strategies
FX spot algorithmic trading - quantitative research internship
SOCIETE GENERALE CIB
mars 2012 - août 2012
6 mois
Paris, La Défense
Intern, FX spot algorithmic trading - Selected Client Flow Indicators based on autocorrelation and dispersion criterions - Predicted these Indicators using time series models; tested model performance against other models - Analysed and modelled correlations between FX Flow Indicators and G10 FX volatility measures to predict future client flows
Credit Risk management - Internship
Dexia
juin 2011 - mars 2012
10 mois
Paris, La Défense
Intern, Credit Risk Management - Analysed and compared the incurred loss (a measure of risk) calculated both by computer software and credit risk team - Presented a method for making both calculations of these measures converging on the same value - Assimilated Basel II regulatory rules concerning credit risk - Calculated regulatory Risk Weight Assets (RWA) with alternative parameters
Member of a project
GDF SUEZ
nov. 2010 - juil. 2011
9 mois
Member of a project - Analyzed and modelled oil/electricity prices with time series - Studied predictive characteristics of spot and forward oil market prices
Formation
The London School of Economics and Political Science (LSE)
Msc in finance and Economics
2012 - 2013
2 ans
ENSAE Paris
2008 - 2012
5 ans
Lycée Saint Louis
2006 - 2008
3 ans
Lycée Henri IV
2005 - 2006
2 ans
LYCEE LOUIS PASTEUR
2002 - 2005
4 ans
Portfolio
