1. V I C T O R D E C A G N Y
60 W. 129th Street APT 5E
New York, NY 10027
vd2294@columbia.edu
(917) 743-6839
EDUCATION
Columbia University, New York, NY Expected, Dec 2015
M.S., Financial Engineering
Coursework: Stochastic Models, Optimization Models, Applications Programming, Continuous Time Asset
Pricing, Monte Carlo Simulation, Data Analysis, Algorithmique Trading, Quantitative Risk Management.
Cumulative GPA 3.9305/4.33, Awarded the Robert Gartland Fellowship.
Ongoing Coursework: Term Structure Models, Computational Methods in Derivatives Pricing.
École Nationale des Ponts et Chaussées (ENPC), Paris, France Expected, Dec 2015
French Diploma of Engineering, Master in Science, Economy, Management and Finance
Coursework: Mathematical & Computational Aspects in Finance, Algorithm & Programming.
PROFESSIONAL AND RESEARCH EXPERIENCE
Transmarket Group L.L.C., Chicago, USA Jun - Aug 2015
Relative Value Arbitrage Intern Trader
• Conducted backtesting research on the market microstructure to optimize execution of trading strategies
using Python
• Developed tools to explain market fluctuations using VBA
Commerzbank AG, London Branch, London, UK Jan - Jun 2014
Commodity Derivatives Structuring Assistant
• Developed commodity structured products for retail and institutional investors using VBA.
• Priced structured products and assessed their level of risk using Monte-Carlo simulations.
• Conducted several backtestings on Volatility Target Strategies on Gold index.
HSBC Bank Plc., London, UK Jul - Dec 2013
Equity Derivatives Structuring Assistant
• Priced, booked and monitored structured products (flow and exotic) for third party distributors.
• Developed programming tools to price/analyse structured products.
Laboratory of the Polytechnic University of Catalonia, Barcelona, Spain Apr - Jul 2012
Intern in Scientific Research in Hydrology
Simulated tsunamis created by landslides and analysed the results using Matlab.
Saint Vincent de Paul, Paris, France 2009 - 2012
Volunteer in the Charity Group
Provided food and companionship for senior citizens.
Humanitarian mission, Croatia & Bosnia-Herzegovina Jul - Aug 2009
Reconstructed and replanted a farm destroyed by war.
SKILLS
Languages: French (Native).
Computer Skills: Bloomberg, Sophis softwares, Maple, R, Latex.
Programming: C++, MATLAB, Excel, Python.
INTERESTS AND ACTIVITIES
Sports: Rugby competition in a club, tennis, squash, skiing, windsurfing, hiking.
Hobbies: Oenology, trips, sail, scouting.
