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Generali Investments Europe
- Portfolio Officer
Saint-Denis
2012 - maintenant
- Relationship with clients / entry point for clients, especially (12 BEUR AUM) E-Cie Vie, Generali Iard, Europ Assistance (whole Group) and Generali Spain.
- Participation in the process of portfolio construction
- Monitoring Tactical Asset Allocation implementation: front-office teams steering (equity, fixed income and derivatives)
- ALM / Value / Solvency II solution proposals: horizontal duty on all mandates managed by Paris Branch (82 BEUR): bond forward purchases, payer swaptions, caps, ...
- Responsibility for portfolio adjustments based on client's request and accounting targets
- Responsible for investment limit compliance
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Generali Investments
- Head of Derivative Team
2002 - 2012
- Team constitution (8 people at European level) / procedure writing
- OTC and organized market trades: especially up to 12 BEUR caps & floors, 2.5 BEUR structured products, 800 MEUR index options and up to 500 MEUR single stocks options.
- On all asset classes / yield enhancement and hedging
- Regulator and Auditors relationship
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Generali Finances
- Head of ALM & Risk Department
Saint-Denis
1998 - 2002
- Team constitution (5 people)
- Asset & Liability Management and Solvency I studies fulfilment / recommendations
- Risk procedure writing
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BNP Arbitrage
- Head od Structuring (equity derivatives)
1994 - 1998
- Solution building for Institutional clients, both investment and distribution needs
- Relationship with clients / advisory
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BNP
- Fixed Income Derivatives front-office specialist
Paris
1990 - 1994
- Sales / relationship with corporate clients
- Fixed Income Derivatives trader
