En résumé

For the past 17 years I have been working in asset management and structured products solutions.

I am currently working as a multi manager at Caisse des Dépôts in international equities (US, Japan, Emerging markets).

Prevoiusly I have been mainly working in the product solutions for mutual and hedge funds (Ucits Solutions, SIF solutions, Managed Accounts Solutions, Structured Solutions, Delta One Certificates, CPPI, Option, Leveraged Solutions....)

Specialties: Long Only Funds, Trackers, Hedge Funds, Products Solutions, Structured Products

Mes compétences :
Asset management
Gestion d'actifs
Gestion de portefeuille
Gestion du risque
Finance de marché
Equities as Derivatives
Hedge Fund
Capital Markets
Writing Articles
Reuters Financial Applications
Murex Financial Software
Microsoft Windows NT
Financial Training
Equity Options
Due Diligence
C Programming Language
Bloomberg Software
Basel Capital Accord > Basel III
Asset Allocation


  • Groupe Caisse des Dépôts - Multi Gérant Actions Internationales

    Paris 2012 - maintenant Multi Gérant Actions Internationales
  • FZA Consulting - Teacher

    2012 - maintenant Professional Trainer

    Financial Training on Derivatives/Structured Products and on regulatory environment (Ucits Funds, AIFMD, Solvency II , Basel III, VAR...) for various institutional clients (AMF, Banque de France, Nomura, Natixis, Amundi, Exane, Groupama, Federis...).
    Teacher on Structured Products and Structured Funds at the University of Dauphine and at the ESG School in Paris.
  • Olympia Capital - Management & Head of Product Development

    2006 - 2012 Head of Product Development and Chief Operating Officer Funds
    * Responsible for the development of hedge funds solutions (Ucits Solutions, SIF solutions, Solvency II Solutions, Managed Accounts Solutions, Structured Solutions, Leveraged Solutions...) and the relationship with institutional and private investors (Europe, Asia, Middle East). Coordination with the sales/marketing and the investment teams and with the operational and legal departments.
    * Responsible of the Operation Department for the Olympia Funds (management of the liquidity risk, management of the FX risk, management of the financing risk, selection of the providers, communication with the board of directors...). Management of a team of 7 people.
    * Management of the range of products (restructuration, redomiciliation, merger, change of liquidity and fees terms ...)
    * Member of the monthly Strategic Asset Allocation Committee ;
  • Olympia Capital Management - Chief Operating Officer and Head of Structured Products

    BOUHJAR 2006 - 2012
  • BNP Paribas Assurance - Cardif Asset Management & Head of Product Development

    Paris 2005 - 2006 * Responsible of product innovation for Cardif Asset Management and Cardif Vie General Fund (funds selection, structured products ...).
    * Development of derivatives solutions for the ALM ;
    * Management of a team of 5 people. ;
  • CDC IXIS - Equity Derivatives Trader

    2003 - 2004 Equity Derivatives Desk

    * Pricing of corporate and institutional equity derivatives solutions.
    * Development of mutual fund linked structured solutions for Institutional European clients ;
  • Fortis Bank - Investment Banking Managing Director

    2002 - 2003 Fortis Bank Brussels: Investment Banking
    Managing Director Equity Derivatives
    * Pricing and Structuration of many retail products for European banking networks (France, Belgium, Netherlands...).
    * Development of the Institutional French Customer Based for Structured Products (Asset Managers, Insurers, Private Bankers). ;
  • Natexis Banques Populaires - Head of Equity Derivatives

    1999 - 2002 * Proprietary and flow trading of exotic and vanilla equity options on Indices (Monep, Eurex...).
    * Pricing of retail products for French banking networks (PEA, PEP...)
    * Development of the Institutional French Customer Based for Structured Products
    * Management of a team of 12 people. ;
  • Natexis Banques Populaires - Structured Products

    1997 - 1999 * Pricing and hedging of strategies on interest rate curve using CMS floors, amortizing swaptions, bermudan swaptions, trigger, pay-as-you-go caps ;
    * Numerical implementations of interest rate models: Hull&White model using trinomial trees, Brace-Gatarek-Musiela model using trees. ;