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Timothée ROBIN

Nanterre

En résumé

- ALM for European life and pensions

- Solvency II capital charges for market risks

- Cross-asset solution design and pricing

- Portfolio optimisation

- Impact of macro-environment and regulation

Specialties:
Quantitative background in mathematics, financial engineering and economics.
IT skills: C/C++, Matlab, Excel, VBA
Fluent English and Spanish, native French.

Entreprises

  • AXA France - Manager

    Nanterre 2012 - maintenant Long-term savings with guarantees
    Product structuring, design & pricing
    Modelling (ESG, payoff), implementation
    Project Management
    Financial risk (rates, equity, correlation) and actuarial (biometrics, lapse) management
    Reserving: SI/II frameworks and calculations
    Management: team of 3 experts

  • Nomura Bank Internaltional - Associate - ALM Structuring

    2009 - 2012 Life Insurance and Pensions:

    - Life policies modelling and hedging
    - Risk exposure quantification
    - Solution design (rates, inflation, credit, repos)
    - Product pricing and contextualisation
    - Portfolio optimisation (stress tests, simulations)
    - Impact of Solvency II: SCR, internal model, replicating portfolio

    Corporates:

    - EBT risk assessment
    - Product design and accounting impact
    - Cash/Debt management

  • Exane Derivatives - Fund Derivatives

    Paris 2009 - 2009 - Pricing and marketing fund derivatives
    - Multi-asset class asset allocation algorithm development. Portfolio theory: Markowitz, Black-Litterman
    - Backtesting and early stage development of systematic volatility fund, based on variance swaps variane swaps

  • Lehman Brothers - Intern

    2008 - 2008 - Equity derivatives structuring and marketing
    - Quantitative strategies, quantitative portfolio strategies

  • La Compagnie Finanacière Edmond de Rothschild - Stagiaire/Dérivés de crédit

    2007 - 2007 Structured Asset Management
    Credit derivatives pricing (CDS, CDOs)

Formations

Réseau

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