Mathieu Rouillard
Analyste quantitatif at Auris Gestion- Claim this Profile
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Bio
Credentials
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Certification AMF
Autorité des marchés financiers (AMF) – FranceFeb, 2022- Nov, 2024 -
2022 Level I CFA Candidate
CFA Institute
Experience
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Auris Gestion
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France
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Investment Management
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1 - 100 Employee
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Analyste quantitatif
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Jan 2022 - Present
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Sycomore Asset Management
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France
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Financial Services
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1 - 100 Employee
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Risk Manager
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Mar 2021 - Sep 2021
- Development in Python of an internal bond rating method via a classification algorithm: K Nearest Neighbors- Production and analysis of fund performance reports- Participation in calls for tenders, RFPs and client and internal requests: performance analysis, performance attribution and contribution, Sharpe ratio, beta, alpha, tracking error, turnover, overlap- Review and improvement of reporting and data analysis tools- Daily monitoring of fund performance for management information
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BLI - Banque de Luxembourg Investments
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Luxembourg
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Investment Management
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1 - 100 Employee
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Intern
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Jul 2020 - Aug 2020
- Development in VBA of a program to look through funds of funds and generate statistical and graphical reports based on ESG criteria, using the MSCI ESG database. - Introduction to the challenges and constraints of responsible investment. - Development in VBA of a program to look through funds of funds and generate statistical and graphical reports based on ESG criteria, using the MSCI ESG database. - Introduction to the challenges and constraints of responsible investment.
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Armée de Terre
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France
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Government Administration
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700 & Above Employee
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Information and communication systems operator
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Sep 2018 - Jul 2019
-Ensure the operation of IT and telecom equipment-Costumer assistance-Setting up transmission equipment for a field training exercice -Ensure the operation of IT and telecom equipment-Costumer assistance-Setting up transmission equipment for a field training exercice
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President
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Mar 2018 - Mar 2019
Business Forum at the ENSEIRB-MATMECA School of Engineering Business Forum at the ENSEIRB-MATMECA School of Engineering
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CIC
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France
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Banking
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700 & Above Employee
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Student Internship
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Jul 2018 - Aug 2018
-Development of an automated process to generate support desk tickets reports using VBA-Establishment of step by step reference manuals about translating business requirements into technical specifications-Powerpoint presentation to the IT team on Microsoft Power-BI software capabilities-Introduction to the business areas of the Branch: Corporate Banking and Treasury departments -Development of an automated process to generate support desk tickets reports using VBA-Establishment of step by step reference manuals about translating business requirements into technical specifications-Powerpoint presentation to the IT team on Microsoft Power-BI software capabilities-Introduction to the business areas of the Branch: Corporate Banking and Treasury departments
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Education
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Master IREF - Université de Bordeaux
Master 2 (M2), Quantitative Finance and Actuarial -
ENSEIRB-MATMECA
Engineering degree, Telecommunications -
Lycée Saint Stanislas Nantes
Classe préparatoire aux grandes écoles, MPSI-PSI -
ENSEIRB-MATMECA
EngIneering Degree, Telecommunications