Marina OU

Mobile: Nationality: + *** **** French 7652

E-mail: ac3ka6@r.postjobfree.com

Language: French, English

RELOCATION TO NEW YORK (Need VISA Sponsorship) OR LONDON PROFESSIONAL EXPERIENCE

Oct 2016 – BNP PARIBAS HONG KONG Central, HONG KONG Present Equity Derivatives Market Risk Analyst – Risk Global Markets Trading Desks: Automated Market Making, Delta One, Stock and Index Flow, Structured Equity

• Identify, monitor and manage market risk exposure, including business pre-trade approval and post trade risk reports

• Work closely with Front Office & Senior Risk management to analyze and explain market risk and PnL movements

• Maintain and develop market risk analysis and reporting frameworks and produce management reports and analysis reports

• Perform deep analysis on Value-At-Risk and Stress Test scenarios

• Perform MAP, Reserve and Prudent Valuation calculation and contribute to the improvement of the methodology

• Review the regulatory requirements in market risk area in Asia May 14 – Oct 16 ITG (INVESTMENT TECHNOLOGY GROUP) HONG KONG Central, HONG KONG

(2 years, 6 months) AVP, Quantitative Analyst/Electronic Trading Consultant – APR (Analytical Products and Research) Quantitative Pre and Post Trade Transaction Cost Analytics (TCA): Equity and FX

• Analyzed pre and post trading performance and generate client trading performance reports using ITG’s cost models

• Produced custom reports analyzing market events and come up with recommendations for better performance

• Supported existing clients in their use of ITG’s pre- and post-trade analytics services

• Supported APR product integration maintenance and data reconciliation

• Meet with clients (brokers and asset managers) to present and discuss TCA quarterly results Apr 12 – Nov 13 AMUNDI ALTERNATIVE INVESTMENTS New York City, USA

(1 year, 8 months) Quantitative Analyst – Hedge Fund Investment Due Diligence Strategies: Equity Long Short, Equity Market Neutral, Distressed Securities, Merger Arbitrage, Event Driven, Convertible Arbitrage, Fixed Income Arbitrage, Global Macro and Managed Futures (Commodity Trading Advisors)

• Assisted with screening hedge funds managers and modeling the source of risk/return

• Developed and enhanced quantitative and statistical tools: o Fund Ranking: Optimize hedge fund selection by giving a manager a ranking over his peers based on performance

(return, gain/loss ratio, gain frequency), risk (standard deviation, maximum drawdown, Skewness, Kurtosis), risk- adjusted return (Sharpe and Sortino ratio), alpha and diversification (linear regression) and stress tests (Monte Carlo simulations)

o Early Analyst Debrief: Model hedge fund indices performance with a multi-factors risk model using stepwise regression and Kalman filter to identify risk factors and sensitivities

• Produced risk and portfolio reports for the Selection Committee as well as periodic marketing requests

• Analyzed hedge fund data providers and supported data integration to Pertrac Oct 10 – Oct 11 AMUNDI ASSET MANAGEMENT Paris, FRANCE

(1 year, 1 month) Quantitative Analyst – Fixed Income Research Team Fixed Income Risk Modeling: Ex-ante Tracking Error and Value At Risk

• Designed in-house front risk model for Fixed Income portfolios with interest rate, credit and currency risks exposure

• Enhanced risk approach model by adding new factors (volatility for derivative products, second derivative for strong convexity products, term structure of interest rates for Emerging countries)

• Extended historical database to compute the risk factors correlation matrix, enhanced quality control on smoothing technique and conducted statistical tests and analysis on term structure modeling (Bootstrap and Principal Component Analysis) EDUCATIONAL BACKGROUND

UNIVERSITY PARIS IX DAUPHINE Paris, FRANCE

2010 – 2011 Master of Science (MSc) Second Year – Statistics and Financial Engineering Courses: Stochastic Process and PDE, Risk Management and VaR, Interest Rate Models and Tem Structure Modeling, Credit Risk and Jump Process, Stochastic Algorithms and Numerical Methods, Financial Mathematics and Risk Management, Regression models, Data Mining and Scoring, SAS, Mathematical methods for Insurance 2009 – 2010 Master of Science (MSc) First Year – Applied Mathematics and Actuarial Science Courses: Functional Analysis, Discrete Process, Stochastic calculus, Dynamic Programming, Actuarial Science and Poisson Process, Linear Model and SAS, Time Series, Nonparametric Statistics, Monte Carlo, Portfolio Risk Management, Data Analysis QUALIFICATIONS & PERSONAL INTEREST

Computer Skills Microsoft Office: Excel, Power Point, Word, Access Programming: Java, C, C++, DLL, VBA, Matlab, R, SQL, HTML Financial Tools: Bloomberg, Reuters, Datastream, Riskmetrics, Microstrategy Sports Road running: Manhattan 2013, Brooklyn 2013 and UNICEF Hong Kong 2015 half-marathons