Portfolio Management of Cross Convexity Solutions.Target stable absolute returns thanks to an innovative derivative cross-asset approach: investment in sub-strategies that capture option specific persistent biases, coupled with a cutting-edge approach to tail and convexity hedging.Live Track Record available upon request (Sharpe & Calmar ratios above 3).

Different by approach, we develop quantitative and technological solutions to navigate the complexities of global derivatives markets.We support portfolio managers to design transparent and liquid cross-asset, quantamental volatility strategies with innovative tail and convexity solutions.

Portfolio management of Equity and Alternative SIF and UCITS funds.• Lead daily portfolio management: generate trade ideas, backtesting, rebalancing and trading activity of strategies for Equity and Alternative funds, Actively Managed Certificates (AMC) and Structured Products.• In coordination with the Technology team, development of a quantitative ecosystem: asset allocation, portfolio management and risk tools.• Lead research projects and conduct research on quantitative investment models, portfolio construction methodology, and alternative investment programs.• Represent Silex Group in meetings with internal and external clients; communicate investment approach, strategy and portfolio performance.

Member of the investment committee, portfolio management of low risk strategies on cash equities and derivatives across different regions (US, Japan, Europe, Emerging Markets).• Daily management of funds and mandates (Total AUM 15Bn CHF), portfolio hedging and rebalancing.• Investment activities based on quantitative models and qualitative analysis including Minimum Variance Optimizations, Long-short Factor-based portfolios, Convexity and Alternative Risk-Premia strategies.• Research activities including backtesting signals and strategies, risk modelling.• Lead onboarding investment activities, portfolio transitions.• Design and improvements of monitoring, reporting and performance analysis tools.• Prospects and client-facing activities.

Index and Statistical arbitrage activities on American and European markets.• Management of the Index Arbitrage books on FTSE, SMI and DAX. Forward/Cash&Carry book, relative value, index reshuffles, M&A.• Development and trading of strategies from high-frequency intra-day to longer term daily strategies including 1) Development of a mathematical and backtesting framework; 2) Backtesting and implementation of algorithms based on stock returns signals, market microstructure, correlation analysis.• Market-making and swap provider for all Equity Amundi ETFs.• Research activities including incomplete basket strategies, market microstructure, signal theory, artificial intelligence.

Research and development activities• Backtesting and implementation of Asian options pricers, volatility surface modeling, risk model analysis and testing.• Market studies on emissions trading, petrochemicals, fuel, gasoline and crude products.

Research and implementation of stress tests models; validation on portfolios and counterparties of the bank.