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Cyril TABET, FRM

Paris

En résumé

Mes compétences :
Produits dérivés
Gestion de portefeuille
Murex
Calypso
Sophis
Summit
Finance
Banque

Entreprises

  • I-Fihn Consulting

    Paris maintenant

  • AXA Investment Managers (Structured Finance Division) - Portfolio Controller - Leveraged Loans

    2013 - maintenant MtM Loan Funds Net Asset Value verification and performances calculation.
    CLOs Waterfalls calculation, Interest coverage and overcollateralization tests verification.
    Investment guidelines, cash forecast and hedge daily monitoring.
    Calculation of the performance fees (IRR methodology or NAV methodology).
    Control of our mid cap loans mark to model.
    Use of the Markit mark to model to price unliquid loans.
    Assistance to the portfolio managers.

    Coordination with our outsourced middle-office (State Street) and trustees (Bank of New York / Deutsche Bank) regarding trade flow issues or projects.
    Setting up of robust control procedures for the launch of new funds / CLOs and for the existing business.
    Management of an intern.
    Involvement in the Wall Street Office implementation project as an alternative to Sophis for the loans business.
    Front office tools / data providers used: Sophis, Wall Street Office, Markit, Bloomberg.

  • I-Fihn - Fixed Income Valuation @ NATIXIS

    Paris 2009 - 2013 Sales assistance for all valuation issues and communication of their MtM to the clients.
    Derivatives (rates and currency) and hybrid products (PRDCs, Indian TARNs) valuation.
    Simulations on clients’ portfolios given several scenarios in exchange rates and interest rates movements.
    Communication to the partners of financial information such as commission fees and commitments guarantee as part of the partnership contract between Natixis and the banks belonging to the BPCE network.
    Administration of a valuation website dedicated to the clients and a pricer computing securing rates turning the uncertain payoff of structured products such as Helvetix, Bonifix or Pentifix into a certain payoff.
     Daily control of the data input on the valuation website.

    Follow up of the valuation website improvement projects.
    Functional specifications (ex: display the distinction between intrinsic value and time value for optional products…).
    User acceptability test.
    Creation of VBA macros in order to automate and secure the process (ex: automatic update of the treasury spreads for all our EMTNs…).
    Front office tools / data providers used: Summit, Murex, Calypso, Bloomberg, Reuters.

  • Natixis Asset Management - Assistant on Fixed Income and Cdo

    Paris Cedex 13 2008 - 2009 Participation in strategic and tactical allocation committees as well as morning meetings in order to analyze the funds performances and assist the sales with performance issues.
    Daily follow up of the bonds market as well as the macroeconomics.
    Organization of the monthly performance committee in collaboration with the risk management and presentation of the performances to the top management.
    Preparation of all presentations for clients’meetings.
    Creation of VBA macros for statistics computation aiming at improving the performances analysis.

  • Natixis - Middle office: Commodity and Equity derivatives (OTC)

    Paris 2006 - 2008 Check and Validation of operations processed by the dealing room.
    Follow-up of the events affecting those operations’ cycle
    Payment of flows, processing of confirmations and management of litigations with counterparts.
    Implementation of software package “Sophis” on Commodity derivatives activity

  • Arab Bank Plc - Front Office Assistant on Fixed Income & FOREX

    2006 - 2006 Traders’ assistance.
    Follow-up of the treasury, update of the market datas in the system.

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