Sales Management

Paul Mithouard

*** ******** ****** *** ****, NY *0023

+1-646-***-**** ****.*********@***.***

EDUCATION

NEW YORK UNIVERSITY New York, NY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (expected January 2013)

Finance : Arbitrage free pricing, Black Scholes, derivatives pricing, mean-variance analysis, CAPM, Black-Litterman,

principal component analysis

Mathematical Theory : Stochastic calculus, Brownian motions, martingales, Ito's lemma

Computing: Object-oriented design in Java, Monte Carlo and trading simulations

Spring 2012 Coursework : Continuous Time Finance, Scientific Computing, Advanced Risk

Management and Interest Rates and FX Model

ENSAE PARISTECH (2008-2011) Paris, France

BS in Statistics

Extensive coursework in Economics and Applied Mathematics including linear algebra, calculus, probability, statistics,

econometrics, time series and computer sciences

WORK EXPERIENCE

CITI New York, NY

Sales, Trading & Quantitative Analysis Summer Analyst (June 2012 August 2012)

Multi Asset Quant

Improved a segmentation algorithm to aggregate Citi s securitized credit exposures (Auto loans / Student loans / Trade

receivables) into larger segments

Modeled the Probability of Default (PD) and Loss Given Default (LGD) for the different pools

Computed the Basel capital requirements for the credit exposures using the Supervisory Formula Approach (SFA) and

the Simplified SFA (SSFA)

SOCIETE GENERALE CIB Paris, France

Emerging Index Futures trading (September 2010 July 2011)

Designed a process to hedge the MSCI World Emerging Index in Excel

Automated Cash/Future arbitrage strategies on Russian, Greek and South African Indexes with Reuters Data flow in

VBA and significantly reduced execution time

Priced Future/Forward contracts and vanilla options on Emerging Indexes with proprietary softwares and supported the

trader with providing prices to the clients

UFG-LFP INVESTMENT Paris, France

Equity research (December 2009- June 2010)

Modelized and tested risk indicators (VAR, CVAR) and estimators of normal distribution tails (Skewness, Kurtosis)

Designed 14 different utility functions and selected the stocks with highest utility scores

Dynamically optimized asset allocations : maximized expected return while maintaining risk under constraint using R

ACADEMIC PROJECTS

COMPUTING IN FINANCE (in JAVA) New York, NY

Built a comprehensive portfolio management framework for positions in stocks, bonds and derivatives

Established a Monte Carlo Simulation framework to price various exotic options with predetermined precision and

distributed the calculation over multiple threads to improve efficiency

OTHER

Programming languages : R, VBA, Java, Matlab

Other Softwares : Microsoft Word, Excel, Powerpoint, LaTeX, Bloomberg

Languages : French (Mother tongue), English (Fluent), German (Good Level)

Associations : Treasurer and recruited sponsors for Cheer Up association, charity helping disabled children who are

hospitalized

Charity : Taught Mathematics to disadvantaged children in the Philippines (Summer 2008), and in Vietnam (Summer 2009)

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