Mes compétences :
Hedge Fund
Equities
Long Track Record
SQL
Visual Basic
Matlab
Quantitative Finance
Statistical Arbitrage
Dynamic Allocation
Options
Systematic Trading
Risk Management
Entreprises
Amundi
- EQUITY SYSTEMATIC MARKET NEUTRAL FUND MANAGER
Paris2008 - maintenantVolatility, Convertible & Arbitrage Desk - AuM: EUR 8bln
* Developing & Promoting Equity Market Neutral expertise in UCITS IV fund to global Institutional clients. ;
* Managing L/S Quantitative and Statistical arbitrage portfolio using innovative systematic dynamic allocation based on a market regime framework and smart portfolio optimization. ;
* Implementing a central risk system, at the heart of the investment process to identify and systematically hedge macro risk of L/S book using derivatives
Awards and Accomplishments :
* ``Best UCITS fund'' 2011 European HFR Performance Awards (+11.2% Net Return, Sharpe 3) ;
* Long and Solid Track Record (11 years) in Systematic Equity market neutral industry ;
* Managing a team of 2 people: PM and Quant Research Analyst (PhD)
SYSTEIA CAPITAL MANAGEMENT
- EQUITY QUANT PORTFOLIO MANAGER
2004 - 2008 * Managing L/S alpha generation strategies based on Multifactor and Statistical Arbitrage models (Med/low Frequency)
Awards and Accomplishments :
* Creation of a global quantitative factors SQL database with daily frequency on more than 3000 stocks ;
* 2007 EuroHedge Awards Nomination in Equity Quantitative & Market Neutral Strategies
SYSTEIA CAPITAL MANAGEMENT
- QUANTITATIVE ANALYST & TRADER
2001 - 2004Systematic & Statistical Arbitrage Desk- AuM: EUR 300M
* Quantitative Research on alpha generation models for CTA and Statistical Arbitrage funds (Pairs Trading), Equity Fundamental Analysis ;
* Trading of global developed Equities and Futures Markets ;
* 2003 EuroHedge Awards Nomination in Statistical Arbitrage & Quantitative category ;
* Contributing significantly to development and performance of CTA and Equity Statistical Arbitrage funds
