Nicolas Rolland

Current

Index option trader at Societe Generale

Past

Exotic option trader at Societe Generale
Credit derivatives consultant at Murex
Developper at Murex

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Education

Ensae
Université Pierre et Marie Curie (Paris VI)
Université Henri Poincaré (Nancy I)

Institut National Polytechnique de Lorraine - ESSTIN
Université de Provence (Aix-Marseille I)
Prytanée National Militaire

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3 more...

Connections

186 connections

Industry

Investment Banking

Websites

My Blog

Nicolas Rolland’s Summary

Derivatives trading : dealt with exotic options, having operational responsibility of the complete chain from pricing to hedging the various components.

As a side interest, I enjoy subjects revolving around machine learning and how to deliver value out of it.

If you think I can advise somehow, or have inquiries, feel free to drop me a line : nicolas.rolland@gmail.com

Nicolas Rolland’s Specialties:

option trading

Nicolas Rolland’s Experience

Index option trader

Societe Generale

(Public Company; 10,001 or more employees; GLE; Investment Banking industry)

January 2008 — Present (2 years 9 months)

Trading for the Nikkei option book
Exotic option trader

Societe Generale

(Public Company; 10,001 or more employees; Capital Markets industry)

August 2004 — December 2007 (3 years 5 months)

The desk I operate in is in charge of exotic options derivatives, which involves giving prices for newly emitted options, managing global risks (fx, rate, spot, volatility) for the book.

I am particularly in charge of the mutual funds book.
Credit derivatives consultant

Murex

(Privately Held; 201-500 employees; Capital Markets industry)

November 2002 — March 2003 (5 months)

Expertise on valuation, risks, hedging, and consultancy for the Murex software.
Developper

Murex

(Privately Held; 51-200 employees; Computer Software industry)

November 1999 — November 2002 (3 years 1 month)

In charge of software development for Murex, a leading software provider in financial software.

I was specifically operating in the processing division which was the central hub for all other team.
Our code had implications everywhere. This key position hence concentrated many of recurring dilemma regarding change, how to manage it, make it easy and non toxic for other people.

This experience was key to learning all the subtleties of going from theory to practice. The operational excellence, and the importance of functions/culture supporting it is what really makes a difference.

Nicolas Rolland’s Education

Ensae

Master , finance and statistics , 2003 — 2004
Université Pierre et Marie Curie (Paris VI)

Maitrise , Mathematics , 2003 — 2003

Having a few month before going to Ensae, I decided to study math to be back on track
Université Henri Poincaré (Nancy I)

DEA , Optique electronique , 1998 — 1999

I did not do the final exam as I had a engineer diploma that year keeping me busy.
Institut National Polytechnique de Lorraine - ESSTIN

Civil Engineer , Fluid mechanics , 1994 — 1999
Université de Provence (Aix-Marseille I)

Licence , Mathematics , 1996 — 1997

This diploma was obtained in parallel of my engineering school. I graduated with honors in it.
Prytanée National Militaire

Bacalaureat , 1991 — 1994