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Anne DE BOURGUIGNON

Anne de Bourguignon Quantitative Analyst

annedebourguignon@yahoo.fr

Expérience professionnelle

Quant

TOTSA TOTAL TRADING SA , Genève - CDI

De Février 2007 à Aujourd'hui

Satorp Coordination, Front Office, Totsa, Total oil trading SA, Geneva, Switzerland, November 2012 until now
• Coordinate the relationship between our traders and the refinery, in terms of negotiation of prices, quantities and qualities of refined products to be lifted by TOTSA and also in terms of physical operations
• This job has allowed me to learn about the pricing of a physical cargo and refining processes and technical aspects of petroleum products

Quantitative Analyst, Front Office, Totsa, Total oil trading SA, Geneva, Switzerland, February 2007- October 2012
• Work in the front office team, develop and implement models in visual C++ for pricing options on oil, provide quantitative support to traders for arbitrage and hedging strategies
• Build excel pricers for the derivative and physical trading desks
• Elaborate structures meeting the clients needs, analyse along with the trading floor the model risks associated with these structures, price them, as part of the alliance between HSBC and TOTAL
• Support the marketing team in the development of hedging strategies
• Develop analytical tools for risk management purposes (VAR, duration for example)

Parcours officiels

Dauphine – DEA – Mathématiques de la Modélisation et de la Décision - Mathématiques Appliquées – 2003 – DEA 180 Mathématiques Appliquées aux Sciences Economiques
Dauphine – Maîtrise – Mathématiques de la Modélisation et de la Décision - Mathématiques Appliquées – 2001 – MAITRISE MASS - Mathématiques Appliquées & Sciences Sociales
Dauphine – Licence – Mathématiques et Informatique – 2000 – LICENCE Mathématiques Appliquées & Sciences Sociales

Compétences

Quantitative Finance and Oil
Quantitative Finance, Pricing of Financial Derivatives, Hedging, Structured products, Oil trading, Refining processes and Technical aspects of petroleum products

Centres d'intérêt

  • Skiing
  • hiking in the mountains
  • fishing
  • sailing