Lionel FELIHO
XVA Trader - Associate @ Natixis | Information Engineering, Financial Mathematics
Salaire / Taux journalier
Paris, France
Freelance, ouvert au CDI
Expertises
Langues
À propos
Introduction
Natixis benefits from my role as an XVA Trader - Associate, where I contribute to X-Value Adjustment (XVA) trading and structured finance. My work emphasizes collaboration and teamwork in implementing effective trading strategies and solutions. My academic background includes an engineering degree from ENSIMAG and a master's in market finance from Grenoble IAE. With certifications in swaps proficiency and AMF compliance, I aim to bridge quantitative finance and technology on a global scale.
Expérience de travail
XVA trader - Associate
Natixis
janv. 2022 - Présent
4 ans 10 mois
Paris, France
XVA trader - Analyst
Natixis Corporate & Investment Banking
juil. 2021 - janv. 2022
7 mois
RAS Hong Kong
VIE - XVA Trader
Natixis
janv. 2020 - juil. 2021
1 an 7 mois
Hong-Kong, Hong Kong
XVA Trader Assistant
Natixis
avr. 2019 - oct. 2019
7 mois
Paris Area, France
Computing (by using first order sensivities) and adding Crossed Gammas to the P&L Explain of the desk. Automation of several processes
Database Administrator
Sales Intelligence by Altares
juin 2018 - oct. 2018
5 mois
Aix-en-Provence, France
• Developed innovative tools using Oracle, leveraging complex SQL queries and procedures. • Provided critical company data to the sales team through SQL ventilation. • Enhanced data accessibility and reporting efficiency, supporting informed decision-making. • Contributed to a dynamic startup environment at Manageo (ex Sales Intelligence by Altares), located in Aix-en-Provence, France.
Formation
École Polytechnique
Msc Probability & Finance (ex DEA El Karoui)
2025 - 2026
9 mois
Grenoble IAE
Master 2 (M2), Market Finance
2018 - 2019
2 ans
National School of Computer Science and Applied Mathematics of Grenoble
Engineering degree, Information Engineering and Financial Mathematics
2016 - 2019
4 ans
Lycée Camille Pissarro
Classes préparatoires
2014 - 2016
3 ans
Licences et certifications
NFA Swaps Proficiency Requirements
Délivré le : déc. 2025
AMF
Délivré le : déc. 2025
Neural Networks and Deep Learning
Délivré le : août 2025
Improving Deep Neural Networks: Hyperparameter Tuning, Regularization and Optimization
Délivré le : août 2025