Management Sales

Address: *** **** *** ****** *** #*d New York, New York 10009 Email: *******.*****@*****.***

Cell: +1-201-***-****

Steve Nacache

Work Experience

Oct 2010 – Present Societe Generale (SGCIB), New York

Tactical Developer

Role: F/O Risk and Pricing tools for Latin-America desk (Fixed Income and Currencies) and US Treasury desk

o Latam Risk Management (Mexico/Brazil/Chile/Argentina/Peru/Colombia):

Risk data retrieval and formatting in Excel (rate/basis swap sensitivities, FX positions, CIM basis)

Fetched official end-of-day/real-time curves to estimate intraday Pnl

Generated automatic reports to track trading limits consumption. Elaborated stress-tests.

o Curves Project for End-of-Day Process

Created Latam curves for official valuation (pricing and RMDS contribution)

Collaborated with analytics for new pricing methods and risk teams for model approvals

o Re-engineering of Latam Pricing Spreadsheets (Market making – Arbitrage strategies for FX, IRS, Cross-currency swaps)

o US Treasury Risk Management and Pricing (Benchmark-based position keeper, SwapBox)

Feb 2009 – Sep 2010 Societe Generale (SGCIB), London

Tactical Developer

Role: Trader’s Risk Management and Pricing solutions

o Interest Rate Derivatives F/O Risk:

Programmed VBA/Excel tools for day-to-day F/O risk interfacing financial library (SGReal, Reuters) and deals position keeper

Computed real-time estimated PnL and risk projections (Swap, FRA, Future, Bond, FX products)

Implemented Closing curves for End-of-Day process: Reconcilied Official risk results and tactical Pnl explanations

Coordinated with Traders and Quants in establishing new computation methods

o Real-Time Pricers: USD, EUR, CCY

Created Asian yield Curves dedicated to Hong-Kong traders using in-house library

Developed VBA/Excel pricers for Emerging currencies (Reuters, Bloomberg).

Designed Client/Server architecture for 24h Worldwide pricing and contribution

Aug 2007 – Jan 2009 (18 months) Societe Generale (SGCIB), New York

Support Analyst

Role: FX/IRD/CDS Systems (Majors and Minors CCYs)

o Supported traders/Sales and M/O: production issues, managing trades position and prioritization. Investigated jumps in risk analysis reports, Booking mistakes).

o Built and Implemented Tactical solution providing Sales with real-time FX volatility implies. Sending automatic e-mails to clients

o Programmed an Excel-based tool to retrieve and compute FX Forward points, Interpolating method for broken maturities

o Studied Negative Basis Trading strategy concepts (Zspread/Basis, CDSEquivalentSpread, ParAssetSwapSpread)

o Integration/Deployment of SGReal Pricing library from SG New York (USA) to SG Sao Paulo (Brazil)

o Participated to Electronic Trading Plateform project (Latin America Desk), 24h Streaming prices – Request for Quote trades (Bloomberg, Lavastream, T360)

Education

Year 2004 – 2007 Ecole Internationale des Sciences du Traitement de l’Information, Paris

Master of Science in Computer Engineering

o Major: Market Finance (Black-Scholes, Fixed Income Market, Options Greeks…)

o Minor: Information system management, Programming (JAVA, C++, SQL)

Year 2005– 2007 Institut d’Administration des Entreprises, Pau

Master’s Degree in Corporate Management

o Management and Finance: Accounting, financial analysis, MPM model

o Economics: macro and micro-economics (competition, profits, consumption)

Year 2001– 2004 Université des Sciences de Bordeaux 1, Talence

Three-Year Degree in Computer Sciences

o Major: Mathematical Modeling and Programming (C, JAVA)

Skills & Languages

Skills

o Computing skills: VBA, UNIX, SQL, MS Office (Word, Excel, Access), Bloomberg and Reuters API

o Business knowledge: Interest Rate Derivatives, Credit Derivatives, Fixed Income

Language

o English: Fluent

o French: Mother language

Music Guitar Player, Recorded acoustic sessions

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