Talk to sales Try for Free
Jules Lafritte

Jules Lafritte

PnL Engineering intern

Followers of Jules Lafritte2000 followers
location of Jules LafritteLyon, Auvergne-Rhône-Alpes, France

Connect with Jules Lafritte to Send Message

Connect

Connect with Jules Lafritte to Send Message

Connect

  • Timeline

  • About me

    Head of Trading and Market Analysis chez elmy - BCM Energy

  • Education

    • ISFA

      -
      Diplome d'actuaire Finance, Assurance

      Actuary training:- 2012/2013: Passed the Research Master GRAF (Risk Management in Insurance and Finance, "Gestion des Risques en Assurance et en Finance) at ISFA.- 2013/2014: 3rd (and last) year of actuarial degree at ISFAFinance: Stochastic processes, options theory, risk measurement, financial engineering, financial markets, numerical methods for finance, credit risk, time seriesInsurance: claims expense Modeling, ruin theory, credibility, bonus / malus, IFRS -… Mehr anzeigen Actuary training:- 2012/2013: Passed the Research Master GRAF (Risk Management in Insurance and Finance, "Gestion des Risques en Assurance et en Finance) at ISFA.- 2013/2014: 3rd (and last) year of actuarial degree at ISFAFinance: Stochastic processes, options theory, risk measurement, financial engineering, financial markets, numerical methods for finance, credit risk, time seriesInsurance: claims expense Modeling, ruin theory, credibility, bonus / malus, IFRS - Solvency 2, duration models, generalized linear models and pricing, reinsurance, social security, financial models in insurance. Weniger anzeigen

    • Ecole centrale de Lyon

      -
      Diplôme d'ingénieur généraliste Maths Financière

      Generalist engineer from Ecole Centrale de Lyon :The general engineering training at the Ecole Centrale de Lyon is divided into two parts.The first one, about one year and a half, aims at scanning many fields of engineering.The second one, about a year and a half too, allows specialization. I took the course "Mathematics and Decision" with the "Engineering risk" course.

  • Experience

    • BNP Paribas

      Jan 2011 - Jan 2011
      PnL Engineering intern

      Develop IT tools in VBA on excel / access to improve the investigation of the trader's PnL.- Split the rate effect by currency and curve- Calculate effects via the Greek (delta, gamma, rho)Global vision of financial markets, derivatives and various effects that compose the PnL

    • Commerzbank AG

      Jan 2011 - Jan 2012
      Trader Assistant , Flow derivatives trading

      Assist flow trading equity derivatives team at Commerzbank in Frankfurt :- Help on the flow trading desk with new issue procedures and expiries- Barrieres maintenance- Programming tools (VBA)- Monitoring competition price indications on diversified structures- Assist marketing volatilities- Pricing

    • Compagnie Nationale du Rhône (GDF SUEZ)

      Apr 2013 - Sept 2014
      Power trading

      Assist power traders in their daily tasks on the energy marketsDevelop spot price models for Italian and Hungarian market based on demand and supply cross curvesAnticipate the evolution of the market and optimise production salesForecast short-term (week ahead to month ahead) French power prices evolution with a STACK modelAnalyse every fundamentals of energy markets.OTC market arbitrageWrite a daily press review of the energy markets

    • EDF Trading

      Nov 2014 - Jan 2019

      Day ahead and Intraday cross border (France, Germany, Swiss, UK, Italy, Spain, Benelux) power tradingBuild and apply trading strategies to increase trading marginsAsses risk-reward management regarding positions and strategies usedDevelopment of fundamental analysis, decision aid and trading tools (Python/VBA/MongoDB) in order to build the best trading strategies (for France, Germany, UK, Benelux)Process automation in order to save time and make tasks easierEDF system optimisation on the market Weniger anzeigen • Responsible for the optimization of EDF portfolio on the day ahead and week ahead process.• Market analysis shift: assist day-ahead traders during trading with analysis / risk-reward studies, on every CWE countries, to increase trading margins• Improvement day-ahead price forecast tool• Development of analysis tools for trading analysis in every CWE power systems, backtest trading, monitoring of the EDF system and the EDF optimization management.• Monitoring of the evolution of commodity prices.• Responsible for the optimization of EDF Luminus assets (CCGTs) on Belpex.• In charge of the support and the development of EDF Luminus assets optimization tools and the relation with EDF Luminus.• Perform a study in order to maximise ancillary services trades PnL. Weniger anzeigen

      • Short Term Power Trader

        Jan 2017 - Jan 2019

      • Short Term Power Analyst

        Nov 2014 - Apr 2017

    • BCM Energy

      Jan 2019 - Jan 2022

      Set up and develop intraday power desk business: - Trade intraday power market - Optimise the physical portfolio on the market - develop cross border trading in the intraday market - develop analysis of the short term power marketSet up and develop short term power algo trading activity: - develop an automated solution tool able to trade on the intraday market - develop and implement automated trading strategies for the spot / intraday / imbalance power market Weniger anzeigen

      • Power Trader

        Jan 2021 - Jan 2022

      • Power intraday trading team leader

        Jan 2019 - Jan 2021

    • Elmy

      Jan 2022 - now
      Head of Trading and Market Analysis

      Animate and develop the trading and market analysis team to find new opportunities on the Power, Gaz, Emissions markets and maintain the current activities to the top.Keep trading power and spark on the French and German curve (month + 1 till year + 2)

  • Licenses & Certifications