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Thomas MICHEZ

PARIS

En résumé

Diplômé en 2005 du DEA 106 Economie et Finance Internationales de l’université Paris IX Dauphine, j’ai suivi une formation en économie appliquée à la finance internationale.
Je m'intéresse particulièrement aux études macro économique.

Je travaille depuis dans le secteur de la gestion d'actif financier - Asset Management.

Mes compétences :
Rigueur

Entreprises

  • OFI Asset Management - MOA / Chef de Projet Risk Management

    2014 - maintenant MOA / Chef de Projet Risk Management
    principalement sur FusionInvest 7.1.3
  • Lyxor Asset Management - MOA et Support niveau 3 - Misys Value, VaR

    Puteaux 2014 - 2014 MOA implémentation des portefeuilles Lyxor AM dans Sophis Value, VaR, NAV Control, et Support niveau 3
  • Groupama Asset Management - Sophis Value Support & Project

    Paris 2011 - 2013
  • Airsoft Squared - Associate

    2009 - maintenant Airsoft Squared is a social network designed to connect Airsoft players and communities providing web-based tools for content publication, scenarios and reviews creation, events and groups management.

    I founded the company from the idea to the website - www.airsoft-squared.com - launching.

  • BNP Paribas Asset Management (Paris) - Portfolio controler Fixed Income

    Paris 2008 - 2009 Fixed Income Manager Assistant to monitor funds valuation and assets.
  • BNP Paribas Securities services - Reporting OPCVM

    Pantin 2007 - 2008
  • Permanent TSB - Credit Risk Analyst

    2007 - 2007 Permanent TSB is a dedicated finance company part of the Irish Life & Permanent plc Group with €43 bn (December 2006) asset including €23 bn in Residential Mortgage. PTSB is applying for the Internal Rating Based approach to Basel II.
    My challenge was to join the Credit Scoring & Analytics team which provides all IRB reports to the Senior Management of the bank and the Financial Regulator.
    In the Validation Unit my objective is to provide an independent review of all aspects of Irish Life & Permanent’s IRB approach to Basel II.
    I am in charge of:
    - testing the data quality. Check the values of inputs into the validation process.
    - testing the model performance. Creating statistical reports to ensure that all models (rating system, estimated Probability of Default, capital requirement) remain robust.
    - testing outcome analysis. Demonstrate that the realised default rates and losses are within the expected range (Probability of Default).
    - helping to create the annual Stress Test to determine the effect on capital adequacy from possible adverse changes in future macro economics conditions.
    - writing the Validation Unit’s documentations for the Financial Regulator.

    Using Excel, Access, Visual Basics (Queries and Modules) and internal Software.
  • Natixis Asset Management - Analyst Customer Relationship Management

    Paris Cedex 13 2006 - 2006 NATIXIS AM is the first French asset manager with €377 billions of asset under management. With about 300 funds mainly equity, bond, balanced, cash, CDO.

    The CRM is responsible for analysing the commercial activity and developing the CRM software of Natixis AM. Its main objectives are to report the management, achieve commercial objectives, and understand the customer behaviour.
    I was in relation with the sales, the sale managers, and the portfolio managers to create commercial analysis (weekly, monthly and quarterly) to report to the sales manager and Board Committee. Using Business Object and Access to investigate and organise the commercial data.
    I was, with the team, responsible for the CRM Software maintenance. I made sure that clients receive all information they needed. I developed the software (in relation with a software developer Capgemini) to suit the sales activity.
  • Natixis Asset Management - Financial Analyst

    Paris Cedex 13 2005 - 2006 In this statistical office, my job consisted in checking performance attribution and performance data, monitoring the risk indicator. I was in charge of a monthly report which analyses performances, compares it to the other French asset manager, and in relation to the financial market (analyse macro economic indicators). I worked on a statistical research to analyse the probability of beating the benchmark (Analyse Perfomance YTD, 1Y, 2Y, 3Y and risk indicator; Beta, Tracking Ratio, Volatility).

Formations

  • Université Paris Dauphine

    Paris 2002 - 2005 106 - Economie et finance internationale
  • Université Tours Francois Rabelais (Tours)

    Tours 1999 - 2001 Economie et Gestion

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