Mickaël Mallinger-Dogan, CAIA

Director - Risk and Quantitative Analysis at Harvard Management Company
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Contact Information
us****@****om
(386) 825-5501
Location
Boston, Massachusetts, United States, US

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Sylvain FRIOT

I had the pleasure of being Mickaël’s manager during his first internship at Finaltis. He did such a great work at developing a brand-new contrarian trading system that his system was added to the diversified futures fund I run. Mickaël was well-organized and dedicated to success. He always did whatever was necessary to acquire new knowledge and to achieve positive results. His friendliness and good-natured spirit made him a very good team player. I highly recommend Mickaël.

David Furcajg

I worked with Mickaël on a research paper named: ‘Using Technical Analysis when the Market is Confronted with Exogenous Factor’. Michaël was blessed with an enthusiastic and positive attitude. His ideas as well as his comments were very relevant and creative. Working with Mickaël was a must!

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Credentials

  • Chartered Alternative Investment Analyst (CAIA)
    CAIA Association
    Oct, 2014
    - Nov, 2024

Experience

    • Financial Services
    • 1 - 100 Employee
    • Director - Risk and Quantitative Analysis
      • Jan 2019 - Present

    • Vice President - Head of Alternatives and Portfolio Risk Analytics
      • Jul 2016 - Dec 2018

      Alternative Investments, Asset Allocation, Risk Management

    • Vice President - Head of Illiquid Assets Analytics
      • Jul 2015 - Jun 2016

    • Assistant Vice President - Illiquid Assets Analytics
      • Jul 2014 - Jun 2015

      Quantitative Analysis for the Natural Resources, Private Equity, and Real Estate portfolios

    • Senior Associate - Quantitative Analysis
      • Feb 2012 - Jun 2014

      Illiquid Investments Modeling, Asset Allocation, Risk Management

    • United States
    • Software Development
    • 1 - 100 Employee
    • Angel Investor & Advisor
      • Jan 2016 - Present

      First outside investor in Accern, a big data startup in the financial technologies field. First outside investor in Accern, a big data startup in the financial technologies field.

  • Sucres et Denrées
    • Paris Area, France
    • Intern, Commodities Proprietary Trading
      • Jun 2011 - Aug 2011

      Developed automated trading strategies on soft commodity Futures based on correlations. Developed automated trading strategies on soft commodity Futures based on correlations.

    • France
    • Investment Management
    • 1 - 100 Employee
    • Fund Manager Assistant (Arbitrage Fund)
      • Apr 2010 - Jul 2010

      Developed and Backtested intraday arbitrage strategies on European futures contracts. Developed a trading robot for these strategies, using Morgan Stanley Passport's dll. Developed and Backtested intraday arbitrage strategies on European futures contracts. Developed a trading robot for these strategies, using Morgan Stanley Passport's dll.

    • France
    • Investment Management
    • 1 - 100 Employee
    • Fund Manager Assistant (CTA Fund)
      • May 2009 - Oct 2009

      Developed a Brand-New Contrarian Trading System. Stood in for the Fund Manager during his holidays. Developed a Brand-New Contrarian Trading System. Stood in for the Fund Manager during his holidays.

    • Luxembourg
    • Financial Services
    • 200 - 300 Employee
    • Fund Accounting and Valuation Department
      • Jun 2008 - Aug 2008

      Calculated NAV for Hedge Funds, Fund of Hedge Funds, Master-Feeder Structure. Calculated NAV for Hedge Funds, Fund of Hedge Funds, Master-Feeder Structure.

Education

  • Carnegie Mellon University - Tepper School of Business
    MSCF, Computational Finance
    2010 - 2011
  • Université Paris Dauphine
    Magistère BFA, Banking Finance Insurance
    2007 - 2010
  • Georgetown University
    Summer School
    2007 - 2007
  • Université de Metz
    DEUG, Economics
    2005 - 2007
  • Classes Préparatoires aux Grandes Ecoles - Lycée Fabert (Metz)
    Mathematics, Physics, Engineering Sciences
    2004 - 2005
  • Baccalauréat Scientifique - Lycée Charlemagne (Thionville)
    Mathematics, Physics, Natural Sciences
    2001 - 2004

Community

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