1 septembre 2020
Check out the first article from the SPARK and me_ series
I joined SILEX in 2018, first as a trainee and then as a structured products analyst. It felt like the right opportunity to fulfill my passion to solve quantitative problems and build bridges between mathematics, finance, and computer science.
My daily job is to simulate the dynamics of stocks, indices, and exchange rates with mathematical models. I aggregate these simulations into a tool that calculates prices as well as risk parameters. This tool, which we called “Calculator”, is the module dealing with structured products in SPARK. It is critical as a way to let investors understand risks they carry through structured products within a broader portfolio.
SPARK provides a visualisation of market risks for structured products. This is a complex issue, something that few people can do, and the true value added that I am bringing to our clients.