Sunday, 28 May 2017
 
 
 
 
 
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CV

Eric BENHAMOU

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Experience
  • Mai 2003
    July 2005
Head of Fixed Income Quantitative Research Group, CDC IXIS (Paris) Fixed Income Derivatives
  • Mai 2000
    March 2003
Senior Quantitative Analyst, Goldman Sachs (London) Fixed Income Derivatives
Modeling and development of Fund of Funds products and hybrids
  • October 1999
    June 2000
Class Teacher in Econometrics. Economics Department, London School of Economics
Course: Introduction to Econometrics
  • October 1998
     January 2000
Quantitative Analyst. Commerzbank AG (London) 
Quantitative Analyst in Fixed Income Derivatives. Tree construction for various exotic products.
  • July- September 1998
Internship at Credit Lyonnais Equity Derivatives Research Group
  • January- Mai 1998
Internship at BNP (Paris) Statistics and Econometrics Research Group
  • April-June 1997
Internship at Societe Generale (New York)
  • July-September 1996
Internship at EDF Direction Etudes Recherches (France)
  • October 1994 June1995
Platoon Commander in charge of the military training of 30 soldiers Eurocorps (Strasbourg).


Education and Qualification
  • 1998-2000
London School of Economics (UK)
PH.D. in Financial Economics
Research Assistant at the Financial Markets Group (FMG)
Supervisor: Dr P. Mella Barral
  • 1999-2000
Ecole Polytechnique (France)
Research Assistant working with Dr. N. El Karoui
Research Assistant at the Centre de Mathématiques Appliquées
  • 1997-1998
Jussieu (University of Paris VI)
DEA (1st year of doctoral studies) in Probability and Finance

E.N.S.A.E. National School of Statistics and Economic Administration
Major in Statistics.
  • 1994-1997
Ecole Polytechnique, (Paris)
Majors in Financial Mathematics and Economics
  • 1994
Saint Cyr, Cadet
  • 1992-1994
Lycée Louis-le-Grand, (Paris) Classes préparatoires (mathematics and physics)


Miscelleanous
  • Programming
Good knowledge in C, C++ (Visual C++)
Basic Knowledge in S-Plus 4.0, Mathematica, Matlab, Visual Basic
  • Langage
English (fluent), German (basic)
  • Sports
Golf, Sailing, Jogging and Biking.
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