Since February 2006
Paris, France and Tokyo, Japan
Lyxor Asset Management
Senior Portfolio Manager
Member of the Investment Committee of the Lyxor Flagship Funds (AUM=$2000m), Portfolio Manager of the Turquoise Fund (AUM=$900m) and of a Range of Customized Investment Solutions Dedicated to Institutional Investors (AUM=$600m)
Design of Robust Optimization Models for Cross Asset Portfolios
Strong Involvement in the Development of Lyxor Activities in Europe and Asia (Active Role in the Launch of Lyxor Japan)
October 2001 – January 2006
Sophia Antipolis and Paris, France
Edhec Risk and Asset Management Research Centre
Founding Member, Senior Research Engineer, co-Head of the “Index and Benchmarking” Research Program
Research Focus on Hedge fund Indices, Benchmarking of Hedge Fund Strategies, Hedge Fund Performance Analysis, Hedge Fund Risk Management, Asset Allocation Involving Alternative Investments
March 2000 – September 2001
Francfort, Germany and Paris, France
Société Générale Corporate & Investment Banking
Analyst
Participated in Cross Border Merger and Acquisition Operations
Pas de formation renseignée