Mes compétences :
Asset management
Finance
HEDGING
Management
Entreprises
AXA IM
- Fund Manager
Nanterre 2008 - maintenant- vol cap fund management (set-up of vol cap fund range)
- cppi & tipp fund management
- GMxB / Variable Annuities product hedging
Paris2003 - 2008- Monitoring & Launch approval of Guaranteed Products (CPPI & Formula Funds): cushion calculation & stress tests; Reporting to head office; Reporting to guarantor; Control & validation under guarantee risk perspective of new guaranteed products
- Set-up of Seed Money monitoring (p&l calculation, p&l at risk)
- Monitoring of products holding ABS at risk during subprime crisis and pricing control of ABS products
- Responsible of Market risk IT Systems
BNP Paribas Asset Management
- Deputy Head of IT Front Office Systems
