Dan-Rephaël Wolff

Improving simulation tools used for CPPI development. Conducting research on the implementation of option strategies on existing CPPIs and successfully implementing it. Creating new payoffs to diversify the range of solutions we can offer to clients. Performing backtests on various crises with changes in different variables to assess the effectiveness of strategies. Building a non-regression program to track changes in simulation tools and pinpoint the location of potential mistakes in the event of bugs.

Modeling complex operations in FO system and managing lifecycle events of financial products. Verifying book, centralizing and resolving needs, automating and securing processes. Supporting trading teams in new activity development and book management; developing tools for position tracking, risk optimization, etc.