LONDON
I am a Managing Director within FTI Economic and FInancial Consulting practice (“FTI”). I bring 10 years of industry experience in capital markets. My career has been devoted to the financial services industry, working for banks at the beginning of my career (BNP Paribas and Societe Generale) and then working as an adviser for investment banks, funds, asset managers, private banks, wealth managers, brokers and regulators in various different contexts.
My main area of expertise is the valuation of financial instruments, mostly derivatives and complex products, acting as a third party in transactions, for audit purpose, regulatory requirements, disputes and litigations. My other area of expertise include risk management, portfolio management and compliance in the context of UCITs.
Markets, Investments Vehicles and Instruments I have been exposed to in my carrier include:
• Markets: Equity, Fixed Income, Foreign Exchange, Credit, Interest Rates and commodities (oil and gas mainly).
• Investment Vehicles: Mutual Funds, Hedge Funds, Funds of Hedge Funds and UCITs Funds:
• Products: Credit Default Swaps (CDS), First to Default CDS, Credit Default Index Swaps (Itraxx, CDX), Synthetic/ Funded Collateralized Debt Obligation (CDO), CDO-Squared, Constant proportion Debt Obligations, Total Return Swaps, Vanilla/exotic options on stock or index baskets (Worst of, best of, lookback, asian etc.), Constant Proportion Portfolio Insurance Swaps on equity stocks or funds baskets, Equity Accumulators, Convertible and reverse-convertible Bonds, Floating Rate Notes, FX Structured products (TARNs), Interest Rate Swaps, Constant Maturity Swaps, Swaptions, Caps, Floors, Contracts for Difference (CFD), Forwards, Property Derivatives, geared sructures notes etc.
I am Chartered Alternative Investment Analyst (“CAIA”) since September 2008. I hold a Master Degree in Financial Engineering from the University of Nice and a Bachelor in Economics from the University of Quebec in Montreal.
