Yoann Georgeault

•Managed a team of 6 financial consultants, responsible for supporting European clients on Pricing, P&L, Hedging, Risk/Sensitivity analysis (VaR, P&L Variance, Stress Testing). Responsible for scheduling, resource allocation and client relationship. •Led and supervised the development of a library of exotic Equity and Commodity options (Rainbow, Altiplano, Himalaya …), in coordination with German and Italian clients, and reduced the time-to-market of these payoffs from 7 to 3 weeks.

• Performed due-diligence on Hedge Funds and monitored their exposure and risk/investment limits. • Designed the whole double valuation process in VBA for Equity funds and Equity structured products, resulting in a 30% decrease of daily valuation errors. • Enhanced the internal tool for back-testing, sensitivity and VaR analysis of funds. • Performed portfolio performance analysis (PCA/Sharpe) and enhanced the internal tool in VBA.

In the Treasury and Corporate Strategy department • Conducted a strategic market research to identify opportunities and key requirements on the South European market for thermal, hydroelectric and nuclear power plants under the new European regulation. • Developed a portfolio hedging algorithm for Powernext, using VaR and Monte Carlo techniques, saving 100k EUR.

• Designed an internal regulation tool for power plant using neural networks, saving ~1 m EUR. • Analyzed and enhanced power plants regulations to improve their productivity by 5% and life expectancy by 6 years.

First Class Honours

First Class Honours