Experience

Cohen & Company Financial (Europe) Ltd

• Investment Banking
• 1 - 100 Employee

• ESG Officer & Portfolio Manager

  • Dec 2021 - Present

  - ESG analysis of potential investment- Creation of an internal ESG Quantitative Scoring methodology - Issuers funding through Sustainable Linked Bonds- Publish first SFDR and LEC.29 ESG Reports- Set up Corporate Climate Responsibility- In charge of clients & prospect ESG questionnaires

• Structured Credit Portfolio Manager

  • Feb 2011 - Present

  - Regulatory Trade Investments : co-structuration with banks of portfolio First Losses.- CLO investment in Mezz and Equity (US + EUR) for Family Office and HNW.- Creation of a CLO stochastic scoring tool covering whole US and EUR CLO Market.- Project of an ETF of CLO .- Private Debt funding : Mid and small size European Insurance hybrid capital, Solvency II compliant.



Natixis Asset Management

• France
• Investment Management
• 1 - 100 Employee

• Head of CDO Investment

  • Apr 2004 - Feb 2011

  - In charge of BPCE Structured Credit "Legacy book" management : CLO, ABS CDO, ABS & Negative Basis trades (~ 4.5 bn €). - Setup of a platform for CDO pricing and hedging advisory for external clients during the crisis. - Setup and management of a EUR + US CLO Equity fund (~ 120 M€). - In charge of BPCE Structured Credit "Legacy book" management : CLO, ABS CDO, ABS & Negative Basis trades (~ 4.5 bn €). - Setup of a platform for CDO pricing and hedging advisory for external clients during the crisis. - Setup and management of a EUR + US CLO Equity fund (~ 120 M€).



Natixis Corporate & Investment Banking

• France
• Financial Services
• 700 & Above Employee

• ABS and CLO Risk Manager

  • Mar 2002 - Mar 2004

  - RMBS, CMBS, Lease, auto loans + CLO and ABS CDO. - For trading and structuring desk. - RMBS, CMBS, Lease, auto loans + CLO and ABS CDO. - For trading and structuring desk.



Natixis Corporate & Investment Banking

• France
• Financial Services
• 700 & Above Employee

• Risk Management on Exotic + Swap, Fixed Income product

  • 2001 - 2002

  - Front Office software integration in the Risk and P&L chain. - All exotics Fixed Income valuation + specific risk calculation (smile, discontinuities, ...). - Front Office software integration in the Risk and P&L chain. - All exotics Fixed Income valuation + specific risk calculation (smile, discontinuities, ...).



CIC

• France
• Banking
• 700 & Above Employee

• Proprietary Fixed Income Derivative trader

  • 1999 - 2001

  - Swaps, Futures, Cap/Floors and Swaptions.- Directional + arbitrage trades.- Pricer set up and risk calculation.

• Market Risk Manager

  • 1997 - 1999

  - Fixed Income Bonds and Goovies + Derivative + Exotics.- Build-up of the whole and new Basle regulation in the IT systems.- Data management to aggregate all Front Office positions- Data format for global Equity and FI correlation calculation.