Experience

Auris Gestion

• France
• Investment Management
• 1 - 100 Employee

• Responsable de la gestion des risques

  • May 2018 - Present



Candriam

• Luxembourg
• Financial Services
• 500 - 600 Employee

• Market Risk Manager

  • Dec 2017 - Apr 2018

  • Analysis of risk indicators and control of internal rules (funds and institutional mandates Equity / Fixed-Income / Asset Allocation, Private mandates)• Analysis of funds style exposures (Equity Factor Model)• Portfolio models risk assessments• Maintenance, analysis and implementation of investment & holding constraints in the constraint server (CRD)• Creation of historical or predictive stress tests on fund managers request (RiskMetrics)• Perform backtests supporting the revision of internal rules• Conduct allocation simulation and backtest of risk limits, calculation of the contribution to the risk of countries / sectors / FX deviations• Production and control of a top holdings liquidity warning list.• Conduct spot checks to assess market risk on specific topics• Maintenance and optimization of market risk control tools

• Risk Manager Assistant - VIE

  • Sep 2016 - Nov 2017

  • Analysis of market risk indicators and control of internal rules (funds and institutional mandates Equity / Fixed-Income / Asset Allocation, Private mandates)• Carry out analyses related to market & operational risk• Perform comparative analyses and cross-cutting thematic analyses of the risk management framework of funds with regard to the practice of competitors.• Monitor compliance with contractual rules for private mandates• Conduct spot checks to assess market & operational risk on specific topics• Maintenance and implementation of investment & holding constraints in the private mandates PMS• Creation of a calibration tool to set contractual/internal risk limits for existing and newly launched funds• Monitoring of the securities lending activity• Verification and validation of performance fees (High-water mark and hurdle rate methods)• Incident management related to performance fees• Control of compliance with the internal MIFID policy



Lyxor Asset Management

• France
• Investment Management
• 100 - 200 Employee

• Project Manager Assistant -Internship

  • Sep 2014 - Feb 2015

  • Set up a new alternative investment fund platform (Managed accounts) in Luxembourg, and transfer of existing funds from Jersey to Luxembourg, in order to comply with the AIFMD• Defined, implemented and followed up the transfer processes with the various service providers (Transfer agent, prime brokers, custodian…) and internal teams• Analysed and Solved technical problems concerning various domains, including FX operations, Cash instructions, Assets/Liabilities transfer, collateral management, fees structure• Wrote a note on the overall project