Paris, Île-de-France, France
Executive Summary: Seasoned portfolio manager and structurer, with over 20 years of experience leading innovative treasury solutions via money markets & derivatives. Proven track record in raising multi-billion euro assets from simple to complex fund strategies and building trusted relationships with corporate and institutional clients across France and Europe. My goals: Delivering innovative, client-focused investment solutions through robust management and risk processes, and close alignment with sales and distribution teams. Key achievements: • Collected €12 billion in 18 months across 30 guaranteed funds for Italian and Spanish institutional clients. • Managed multi-billion AUM money-market funds as co-portfolio manager (Groupama AM, Société Générale Gestion), some of them integrating advanced ESG and carbon strategies (BFT IM). • Expanded repo activity from €1 billion to €7 billion at Groupama AM, optimizing cash reinvestment performance. • Awarded Best AAA offshore fund and Best Asset Manager for SG Cash Euro three years consecutively (2011–2013).
• Portfolio Management o BFT Aureus ISR : co-portfolio manager 28,000 M€ AuM (4th largest fund in France). Standard MMF with an ESG constraints approach. o BFT Monétaire CT ISR Climat : co-portfolio manager 2,500 M€ AuM. Short Term MMF with a ESG + Carbon budget constraints approach. >>> Daily meetings with clients and prospects (sometimes several times a day). These meetings are more than just a market and portfolio review. We provide them with exclusive data, with market positioning of each issuer and peer group comparison. This is unique in the corporate client segment and enables us to build a solid relationship with our investors.
International clients Structuring Department : o €STR 100% Guaranteed funds structuring over 12 months and 18 months maturity: across Italian & Spanish clients (Unicredit, Crédit Agricole Italy, BCC, Banco de Sabadell). 12 Bn€ collected in 18 months over 30 funds. o CPPI Structuring: Continuous, In fine, Max NAV, Vol Cap guaranteed CPPI funds. o Strategies funds Structuring: Alt Cash & Absolute return funds, Precious & Industrial Metals funds. >>> Meetings with prospects and clients based in Asia & Europe. Strong ability to develop an idea into a final product ready for management. This requires knowledge of the entire fund creation lifecycle: appropriate financial techniques, simulations, risk validation, legal, compliance, review and validation of the prospectus, KID, term sheets and contracts (ISDA, FBF, MCA), exchanges with the regulator, sales, distributors, creation of pitchbooks with marketing, coordination for the fund's launch.
- Sales for Amundi Intermediation (execution on behalf of third parties). - Hunting, development and commercial follow-up of all French private banks, institutionals and asset managers on all aspects ((ALTO, Amundi Intermediation, Middle Office, Reporting, etc.). - Demo and presentation of solutions tailored to each client. - Responding to and participation in calls for tenders.
1 - Advisory Business - Lead the LCL Private Bank investment committee on the Amundi side by providing recommendations regarding asset classes, strategies and funds to implement in the bank model portfolios (multi-risk profiles: conservative, balanced, dynamic, aggressive). - Provide the client (CIO and CRO) with all relevant metrics regarding performances, funds positioning, risk. - Member of the Amundi Retail Advisory investment committee and the asset allocation committee. 2 - Front Office risk indicators - Provide a set of intelligible risk indicators to people not necessarily aware about the subtlety of risk techniques. - Development and analysis for clients and prospects of a set of market risk indicators: VaR, Expected Shortfall, Extreme VaR consumption, factors contribution to risk, stress-tests, heath map correlations. 3 - Portfolio construction - Heading the development of portfolio construction processes in a cross asset perspective: from the specifications of the covariance matrix used, through the allocation techniques (GMV, Max Sharpe, ERC, CVaR), some of them can be refine by the use of the Black-Litterman methodology. - Development of a fully automated algorithm rebased every month, with a special selection of least correlated investment pillar trough Minimum Spanning Tree techniques. 4 - Funds of funds portfolio management - Portfolio manager of a absolute performance fund of funds - Portfolio manager of a flexible fund of funds - Portfolio manager of 2 bonds fund of funds - Portfolio manager of 4 equities fund of funds
Teach students how to implement & analyze CPPI (Continuous, In Fine, Max NAV, Vol Cap, ...) products using Python.
1 - Portfolio Management - SG Monétaire Plus – co-portfolio manager 18,750 M€ AUM at the time being managed. - SG Cash Euro - Portfolio manager Best AAA offshore fund and best asset manager in 2011, 2012 & 2013. 2 - Clients oriented skills conference calls, presentations, ECB monthly governing council meetings and money-market weekly.