Arnaud de Champfleur

Current

• Quantitative Analyst at HSBC

Past

• R&D engineer at Snecma
• Intern, Reprography Division at Alcan

Education

• University of California, Berkeley
• Ecole nationale des Ponts et Chaussées
• Ecole polytechnique

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Connections

31 connections

Industry

Banking

Arnaud de Champfleur’s Summary

HSBC (Global Banking and Markets), France.
Quantitative Analyst, Derivative Model Review Group
• Work closely with quantitative research and trading teams to validate models and quantify model risks for equity and interest rate structured products.
• Develop models to price and hedge options sensitive to forward smile and skew dynamics; analyze these models with respect to stochastic volatility (Heston and Bergomi). Concurrently developing hybrid models with quantitative research teams (interest rate/equity and interest rate/credit).
• Provide front office and market risk managers with quantitative advice on equity and interest rate derivatives.

Arnaud de Champfleur’s Specialties:

Languages • French (Native speaker), English (Fluent), German and Spanish.
Computers • Programming languages: C++, Visual Basic, Fortran, Java.
Leisure • Squash, golf, and opera.

Arnaud de Champfleur’s Experience

• Quantitative Analyst

  HSBC

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

  February 2008 — Present (1 year 6 months)

  Quantitative Analyst, Derivative Model Review Group
  • Work closely with quantitative research and trading teams to validate models and quantify model risks for equity and interest rate structured products.
  • Develop models to price and hedge options sensitive to forward smile and skew dynamics; analyze these models with respect to stochastic volatility (Heston and Bergomi). Concurrently developing hybrid models with quantitative research teams (interest rate/equity and interest rate/credit models).
  • Provide front office and market risk managers with quantitative advice on equity and interest rate derivatives (for exotic deals between 5 and 150 million Euros).

• R&D engineer

  Snecma

  (Privately Held; 10,001 or more employees; Aviation & Aerospace industry)

  September 2005 — February 2008 (2 years 6 months)

  Engineer, Fast Transient Dynamics, promoted to Senior Engineer in March 2007
  • Fast Transient Dynamics Team Manager: developed new methods to model impacts on engines.
  • Responsible for presenting innovations to top-management and establishing profitability.
  • Directed outsourcing: established an outsourcing network in Europe and India that represents a cost savings of $250 thousand per year.
  • Budgeted a 5-million Euro project to analyze and prevent engine vibration.

• Intern, Reprography Division

  Alcan

  (Public Company; 10,001 or more employees; AL; Mining & Metals industry)

  July 2001 — August 2001 (2 months)

  Cebal UK (Alcan Inc.), Devizes, UK.

Arnaud de Champfleur’s Education

• University of California, Berkeley

  Master of Science , Mechanical Eng. , 2004 — 2005

  • GPA: 3.81. Thesis: “Investigation and Modeling of the Texture in Nitinol Polycrystals.” Attended courses at the Haas Business School. Forthcoming article co-authored with P. Papadapoulos.
  • Taught “Computer Programming for Scientists” (350 students) and “Methods of Engineering Analysis” (40 students).

• Ecole nationale des Ponts et Chaussées

  Master of Science , Materials Engineering , 2003 — 2004

• Ecole polytechnique

Additional Information

Arnaud de Champfleur’s Groups:

•    Quant Finance
•    SAFRAN Group
•    Association des Anciens Elèves de Fénelon Sainte-Marie

Arnaud de Champfleur’s Contact Settings

Interested In:

• career opportunities
• job inquiries
• expertise requests
• business deals
• reference requests
• getting back in touch