Romain J. Gourio-Jewell

www.rjgj.eu

M.S.

 
 

 

Home Curriculum Vitae

 

MS Finance & Asset management - Graduate Engineer - MSc Maths

Education - Work Experience - Skills - More - Bookmark

 

31 years old, born in Paris Fr

rgourio@gmail.com

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EDUCATION :

 

 

► First Finance Institute Paris France : External training sponsored by Société Générale

● Rates: Vanilla and exotic interest rate options (2015)

● ALM : Structural Risk Management (2015)

● Forex : Cash, Derivatives & Exotic FX products (2014)

► Advanced Master ESSEC Business School Paris, Finance & Asset Management - Financial Techniques

► Graduate Engineer ISITV/Seatech Institute of Engineering Sciences, Mathematics/Scientific computation/Modeling

► Master of Science, Research in Mathematics/Optimization, UNIVERSITE du Sud Toulon-Var

Languages

► French (native), English, basic Spanish

WORK EXPERIENCE:

 

As from 2011, April

►SOCIETE GENERALE Corporate & Investment banking, Paris La Defense - France :

● 2015 Forex Trading Desk Risk Officer & Income attribution - Follow me @Linkedin

2010 Sept.

2011 March

6 months internship

►SOCIETE GENERALE Corporate & Investment banking, Paris La Defense - France :

● Market Risk & modeling equity volatility spreads

 2009

March-August

6 months internship

►AXA IM, Paris La Défense - France : Business Data Analyst

● Analyzed management methodologies and computation front office's indexes

● Controlled data providers : Bloomberg, Factset, ...

● Developed macros of data check (VBA)

Multi-expert Asset management company, AXA Investment Managers is backed by the AXA group.

 2008

June-August

3 months

Internship

 

►RMFE Risk Management and Financial Engineering lab

University of Florida - Gainesville - USA : Visiting Scholar/Internship

● Made State of the Art in Financial Mathematics applied to the Evaluation of Derivative Securities (especially to American options, Black Scholes).

● Computed Solving Processes with Matlab.
● Courses attendance: "Fixed Income Securities Valuation" taught by Professor Brown, University of Florida.

Co-director RMFE and Training Sponsor : Farid AitSahlia

2006 Dec

2007 Jan

2 months

Internship

►BEL Group : in Paris Headquarters and Canada subsidiary

● Studied the Organization and Management tools of the Company

● Industrialized methods for implementing a subsidiary abroad.

● Delivered a check-list describing tasks, macro-planning, accountabilities, means to carry out.

Application of the method on a real case : the launching of Bel Canada.

Bel Group : 2 billions Euros turnover, 9000 employees, subsidiaries in 23 countries, sales in more than 120 countries.

2005 & 2004

July

► Private France

2005 : Upgraded a server providing connections between Internet and a local area network.

2004 : Restoration : Automatic household devices, electricity, ...

2003 & 2002

July

► RAD INTERNATIONAL SA Paris France

Assembled and set-up PC's bought in kit form, device drivers programming (XP)

Technical support to the implementation of a local area network.

Skills :

 

►Finance

Forex (Vanilla and Exotic Options) ► More @Linkedin

Evaluation de produits dérivés (Européens & Américains) sous Black-Scholes

Validation des données indicielles fournies par les providers (Euronext, Citigroup, ... cf Expérience AXA IM).

Cf Mastère Spécialisé FAM Finance & Asset Management

►Advanced Mathematical Methods

Probability & Statistics, Matrices, Monte-Carlo Methods, Stochastic partial differential equations in Physics, Spectral analysis, Operational research & Optimal control, Optimization.

►Numerical analysis and Modelling Tools

Analysis of large matrices, Advanced numerical analysis, Finite volume and finite element methods.

Acquisition and analysis of data, Signal processing, Fluid mechanics, Strength of materials.

►Computing

Languages : VBA/excel, Matlab, C, Fortran, LaTeX ...

Softwares : EViews, Bloomberg, Factset/Marquee, ...

►Finance

Derivative Securities Valuation (European & American) under Black-Scholes

Validation of index data supplied by providers (Euronext, Citigroup, ...… cf AXA IM Experience)

Being presently studied : Cf Advanced Master in Finance & Asset Management

 

More:   

►Essec student association : Essec Transaction (finance)

►ISITV Former Students Board Member : in charge of coordinating the associations

►Sports : Running, Trekking, Ski/Freeride, Volleyball, Windsurf, judo (8 years)

►Travels : Europe various, USA, Canada, Mexico, Japan, Russia, Morocco, Tunisia, Turkey, Thailand, Cambodia, Iceland, Guiana,...Linguistic training at Oxford English Center - Oxford UK

 

 

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