JP Morgan
- Fund Manager - Structured products at J.P. Morgan
Paris2009 - maintenantInvestment Bank, Equity Derivatives.
Delta one and structured products portfolio manager on equity, index, FX, rates, ETF, mutual Fund, commodity and hybrid.
Structuration and management of multi-asset portfolios based on systematic, quantitative and smart beta algorithmic strategies (mean reversion, momentum, tail hedge risk, Markowitz efficient frontier, volatility target, risk control, variance swaps & volatility indexes etc).
Structuration and management of portfolio based on formula and structured products (vanilla & exotic options, CPPI, correlation & dispersion baskets, capital protection features, IR / FX derivatives etc).
Société Générale
- FX option trading at Societe Generale
PARIS2007 - 2008FX option market making desk: vanilla option, 1st and 2nd generation of exotic.
