Bio
Experience
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Portfolio Manager
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Dec 2001 - Present
Actual managed fund: CPR Volatilité (FR0007054333) (up to 200M €), CPR Volatility (FR0010313791) (up to 30M €) and a closed fund (50M €). First funds to offer a positive exposure to equity volatility. Designed and calibrated the investment process. Added value to portfolio in implementing multiple alpha strategies. Optimized modeling strategies and development.Up to June 2005 managed CPR Volatility Arbitrage (34M €) and CPR Arbitrage Convertible (30M €). Convertibles and Volatility arbitrage strategies using a range of strategies based on convertibles bonds, options, credit derivatives and futures.Up to January 2004 managed Elixis (500M €) in charge of the convertibles bonds arbitrage strategies (75M €).
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Quantitative Fund Manager
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Oct 2000 - Dec 2001
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Education
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Fox School of Business at Temple University
Finance
Suggested Services
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Industry Focus. “Investment Management”
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References
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