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Jerome PARZY

NEW YORK

En résumé

Actuellement en poste a New York, j'analyse les differentes strategies de hedge funds ainsi que les risques associes aux investissements dans ces fonds.
En termes plus precis, je rencontre les managers de hedge funds (sourcing), compare les hedges funds entre eux (Correlations -Pearson, Spearman- et tests statistiques, Risk/Reward), calcul les differents parametres de risques (Var - historique exponentielle, parametrique, marginale- Stress Test) ainsi que l'allocation optimale( Markowitz, expected utility). Je developpe ces outils sous excel et VBA.
Mon objectif pour ma prochaine evolution professionnelle: la gestion equity

Entreprises

  • KBC - Tresorier

    2003 - 2003 Funding of the trading room (€, $, JPY, CAD, CHF). Trading of short-term money market
    instruments (Certificate of Deposits, Money Market, Forex). Currency Swaps. Interest rate and currency risk management. Daily monitoring of key figures for the treasury. Sales support.

  • Societe Generale - Analyste

    PARIS 2003 - maintenant New York- Associate- Relative Value Analyst
    Identification and evaluation of the best relative value funds available in the industry through the use of qualitative and quantitative analysis.
    Participation in investment committee meetings to recommend new investments
    Chicago- Associate- Sales and Marketing
    Sales of several internally managed hedge funds (managed futures, long short equity, risk arbitrage, convertible arbitrage, high yield) and structured products. Development of client profiles. Client servicing and update of multiple financial databases.

  • Credit Agricole Indosuez - Trader- Internship

    Montrouge 2002 - 2002 Front office, Bonds and Derivatives
    Proprietary trading in Eurodollar and T-Notes Futures. Repos. Good knowledge in technical analysis. Follow-up of daily deals and positions (swaps, futures, bonds, credits). Daily update of the system for risk and P&L reports. Product marketing and sales support.

Formations

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