Hugo Valette

• Software development and maintenance
• IFRS 13 and WACC productions
• Data analysis for setting hedging
• Market data production (feeding and building)
• Supply contract analysis (Electricity)

Informatique language used : VBA, SQL

Software : Bloomberg, Reuters

Market : Interest Rate, Commodities, Foreign exchange

• Intraday and swing trading strategies research (based on technical analysis and market recurrence)
• Strategies Development
• Setting strategies optimisation
• Backtest
• Positions management
• Manual Trading

Informatique language used : C#, VBA, R, SQL

Software : Visual Studio, NinjaTrader

Market : Future

• Coverage Tool (tool should be allowed to increase or decrease the fund market exposition with transparency fund by using a future basket)
• Correlation analysis tool (tool should be allowed to analysis the correlation of the fund of fund with possibilities to add an external new possible fund)
• Daily Net Asset Value Validation
• Orders Validation
• Structured Valuation Validation (IFTS)

Informatique language : VBA, SQL

Software : Reuters, prop soft

Market : Share, Future, Option

• Functional Test
• Functional Test Book redaction
• Functional Test Automating
• OST manual redaction
• CDS (credit default swap) pricing spec redaction
• Solved client problems (financial and informatique)
• Functional Test

Informatique language : VBA, SQL

Software : Bloomberg, JUMP

Market : No Market in particular

• Daily OST announced filters
• OST life management
• Recurrent task automating

Informatique language : VBA

Software : Euroclear, prop software

Market : Share principally