Arnaud Filliol Email & Phone Number

• Managed relations with 6 of banking network members including major US G-SIBs and super regional banks – communicated with CSOs and Sustainable Finance Managing Director level to advocate for sustainable strategies.
• Created a robust Oil & Gas clients scorecard methodology in Excel for a network member - incorporating multi-source data to improve accuracy - model was adopted by the bank to define sectoral client engagement strategy.
• Organized 3 internal workshops programs around key sustainability strategy topics for members - resulted in 2 members disclosing financed emissions.
• Negotiated the renewal of a $200k+ grant for data analysis reports with one member.
• Secured $300k+ in sponsorship from our partners to organize various Ceres public events.
• Reviewed and recommended improvements on banks sustainability disclosures (TCFD reports) to members.

Remote

• Researched and created 17 SDG-aligned equity portfolios tracked on a trading platform for early-stage analysis.
• Analyzed ESG data from multiple providers (ISS, CDP, Just Capital, Factset, Bloomberg), defined alternative data and designed a decision-making scoring model based on SDG intentionality.

New York, New York, United States

• Co-developed a new platform providing liquidity collateralized by ABS Securities and leverage loans.
• Skyrocketed a financing portfolio - from 4B in 2015 to 10B in 2019: · Negotiated terms on new client interests including complex structured finance transactions, communicated daily with 50+ clients in a fast-paced.
• Monitored 8 CLO primary issuance from warehouse financing and ramp up to pricing, execution and reporting with PnL on par or above expectations.
• Designed and executed hedge strategies for various desks.

New York

• Managed a $5B+ CMBS bonds portfolio. Oversaw liquidation, credit analysis, performance evaluation and pricing.
• Directed regulatory capital topics across the portfolio: computation, projection, optimization (VaR, hedges, various internal models), facilitated discussions with regulators.
• Developed a deleverage optimization model to deleverage $45B above management targets.
• Engineered a tool enabling the team to reduce its VaR consumption by 75%.
• Managed treasury and liquidity across the bank legacy assets portfolio (about $60B AUM).

London, United Kingdom

• Managed ABS and synthetic ABS CDO portfolio: pricing, hedging, loss simulations, client valuation, risk management.
• Replicated SG credit Var model, developed tools for better VaR explanation and model optimization in collaboration with risk department.

Paris

• Priced, designed and hedged AXA’s GMXB products (investment & savings products with guaranteed benefits).

Master'S Degree, Mathematics And Statistics, Finance

ENSAE PARIS is the French 'Grande Ecole' specialized in Data Science, Economics, Quantitative Social Science, Finance and Actuarial Science.

Master Of Science (M.S.), Financial Mathematics

Master 2 in « Random Models » (Master Laure Elie), Top 2 quantitative finance Masters program in France.