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Julia MIKHALEVSKY

PARIS

En résumé

Analyste quantitative/gérante de portefeuille spécialisée en développement et implémentation de stratégies d’investissements systématiques et de plate-formes de backtests.

Expérience diversifiée dans des grandes sociétés de gestion ainsi que dans les hedge funds en Europe et aux US.

Capacité démontrée à gérer des stratégies d'arbitrage statistique, index arbitrage et des produits structurés

Mes compétences :
Alternative Investments
Analyse quantitative
Arbitrage
Hedge funds
Investments
Quantitative Analysis
Statistique
Trading

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

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