Julia MIKHALEVSKY

En résumé

Entreprises

• Fédéris Gestion d'Actifs - Quantitative Analyst

  2012 - maintenant Development of quantitative analytics in the areas of strategic and tactical asset allocation, portfolio construction under Solvency 2 constraints.

• OFI Asset Management - Quantitative Analyst /Portfolio Manager

  2009 - 2011 Develop, implement and manage an Index Arbitrage strategy for European, US and Asian markets.

• ADI Alternative & Derivative Investments - Quantitative Analyst / Portfolio Manager

  2004 - 2009 Design and implement Statistical Arbitrage strategy. Improved strategy performance by introducing automated basket selection and stop loss algorithm.
  
  Elaboration of a firm wide backtest platform allowing to backtest equity and credit strategies. Provide training to different trading desks.

• Ecureuil Gestion - Portfolio Manager - Structured & Guaranteed Products

  2003 - 2004 Portfolio manager for structured equity funds destined to retail investors

• Deutsche Asset Management - Quantitative Analyst

  2000 - 2002 Development of a passive methodology and product line. Implementation of this cluster-based periodic rebalancing algorithm in an enhanced index product.

• Panagora Asset Management - Quantitative Analyst

  1997 - 1997

Formations

• Essec

  Cergy Pontoise 1997 - 1998 Non degree graduate studies, Finance

• Brandeis University (Waltham, Ma)

  Waltham, Ma 1996 - 1998 Finance, Statistics, Econometrics
  
  Scholarship for academic excellence

• UNIVERSITY OF HAIFA (Haifa)

  Haifa 1991 - 1995 Economics, Finance, Statistics, Econometrics
  
  Economics & Finance - Scholarship for academic excellence

Réseau

• Charles DE CORBIER

• Delphine TOULOT

• Fabienne CRETIN-FUMERON

• Guillaume COMPAGNON

• Maud BERT

• Philippe PÉREZ

• Pierre-Emmanuel CHEVALLIER-CHANTEPIE

• Sean HURST

• Thierry ROUSSIGNOL