Mes compétences :
Administrator
Asset management
Broker
DUE
Due Diligence
Hedge funds
Management
Performance
Risk management
Entreprises
Neuflize OBC Investissements
- Risk Manager
2012 - maintenant
Amundi Alternative Investments
- HEDGE FUND SELECTION: OPERATIONAL DUE DILIGENCE ANALYST
Paris2010 - 2012Operational due diligence on 100+ US based Hedge Funds; Amundi AI is a Fund of Hedge Funds business investing in commingled funds, dedicated funds or via its managed accounts platform.
Onsite visits (20+) on prospective and existing managers and ongoing monitoring (100+ Hedge Funds):
• Focus on organizational structure, valuation process, financing and cash management, legal set-up, compliance and systems
• Review of the fund’s documentation: prospectus, third-party agreements and audited financial statements
• Special monitoring of illiquid investments (side pockets, funds in liquidation and private equity style funds)
• Writing of reports for circulation to the investment teams and presentation to the Selection Committee
Third-party providers (50+):
• Monitoring of the hedge funds’ main counterparties (CDS spread and credit rating)
• Review of fund administrators, custodians, prime brokers, valuation agents (calls, meeting, documentation)
Managed account and UCITS platforms:
• Review of 10+ European platforms mostly focused on UCITS funds
Senior management projects and studies related to the market environment (liquidity, credit risk, financials, etc)
2009 - 2010Performance attribution and reporting on the dedicated funds of large private and institutional investors; NOI with €22 billion in assets under management is the asset management business of Neuflize OBC Bank (Private Banking).
• Performance Attribution on Absolute Return, Equity and Diversified Funds
• Risk Reporting: ex-ante and ex-post risk calculation (standard deviation, VaR, tracking error, etc)
• Fund Reporting: development and automation (VBA) of dedicated reporting to private clients
• Internal Reporting: creation and implementation of different dashboards (peer group analysis, performance fees monitoring, etc) for the Investment Committee and the Executive Committee
BPCE (ex Caisse Nationale des Caisses d'Epargne)
- FUND & HEDGE FUND ANALYST
2008 - 2009Due diligence and risk monitoring on the portfolio of mutual funds and hedge funds (300+) invested by the 17 regional entities (for their proprietary trading activity) of the Group; BPCE is the 2nd largest retail banking group in France.
Fund Analysis and Scoring:
• Scoring: performance and risk monitoring (market, credit, liquidity and operational risks)
• Analysis and Investment Validation of the new investments at the monthly risk committee
Due diligence on the Asset Managers:
• Creation and implementation of the Rating Methodology used in the annual evaluation process
• Investment due diligence: strategy, investment process, and general risk framework
• Operational due diligence: financial structure, organizational structure, valuation process and systems
Formations
IAE (Grenoble)
Grenoble2006 - 2008Marchés dérivés, gestion de portefeuille, analyse et ingénierie financière
