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Simon Moreau

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Simon Moreau
Locality:
United Kingdom
Summary:
Structured Product and Credit Derivatives Quant at Societe Generale
Experience:
Societe Generale (Public Company; GLE; Banking industry): Quantitative Researcher,  (May 2009-Present) CREDIT MARKET - LONDON * DEFAULT INTENSITY MODELLING: CONTAGION FRAMEWORK - Application to Collateralized Default Obligations and Credit Basket/Index Options. * PRICING OF CREDI...