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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