François-Xavier Adam Email and Phone Number
François-Xavier Adam personal email
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I am a motivated individual with strong quantitative skills and extensive knowledge of portfolio construction, asset allocation, macroeconomic analysis and risk management techniques. I have a great interest in designing, implementing and monitoring scalable active strategies targeting asset classes, sectors, geographical regions, as well as investment styles; based on fundamental, macroeconomic, behavioural and risk factors. I am looking to constantly innovate, not willing to accept the status quo. The last 15 years, as a quantitative analyst, director of quantitative research and systematic portfolio manager, made me a team leader with excellent interpersonal and communication skills, who learn from colleagues' experience and highly value mentoring. My background in both economics and econometrics have allowed me to become an efficient problem solver with high capacity for work and excellent research abilities, with attention for details and constant research of applied solutions.If you are interested in working with an upstanding and dedicated team leader with extensive experience in quantitative investment business and research, email me at adamfx@gmail.com (I am open to relocate)I'm always up for a chat so feel free to get in touch!Specialities: Cross Asset Risk Premia, Asset Allocation, Portfolio Construction, Portfolio Optimization, Macroeconomic Analysis & Research, Flow Analysis, Vested Data, MATLAB, Python, R, eViews, Bloomberg API, Murex, DataStream, Fred/Alfred.
Bmo Global Asset Management
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- bmogam.com
- Employees:
- 531
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Director, Multi Asset SolutionsBmo Global Asset ManagementMontreal, Qc, Ca
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Portfolio Manager, Multi-Asset Class SolutionsFiera Capital May 2024 - PresentMontreal, Quebec, CaLeads MACS Team -
Director, Pm, Multi Asset SolutionsBmo Global Asset Management - Canada Mar 2019 - May 2024Toronto, Ontario, CaI designed and implemented advanced portfolio construction and optimization techniques. I took a leadership role in improving investment and portfolio construction processes in terms of structure, robustness, sophistication, replicability and automation. I extensively researched complete suite of long only equity risk factors based on Barra methodology with focus on downside protection, relative valuation, and Business Cycle exposure. I successfully built 2 enhanced-SMA solutions (Balanced and Equity Growth) combining single names and ETF completion portfolio. I also developed and implemented peer tracking methodology including advanced variable selection process. I researched risk budgeting methodologies for asset allocation purposes. I worked extensively in developing in-house CMAs’ methodology including implementation of variance-covariance forecasting. I developed a complete suite of macro/market regime indicators including Business Cycle, Inflation Cycle, Risk Appetite, Credit Condition Cycle and Recession Probability; with application to Tactical Asset Allocation, country, sector and style/rotation. I extensively researched alternative risk premia strategies in the context of completion portfolio covering cross-asset momentum, value, carry and downside protection. I implemented ML-based fair value methodologies for various assets.
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Portfolio Manager, Tactical GroupCaisse De Dépôt Et Placement Du Québec (Cdpq) Nov 2014 - Jul 2018Montréal, Québec, CaI researched, designed and implemented systematic cross asset core-satellite strategies based on risk premia, multi-layer TAA and specific asset-based components (ex. multi-layer FX strategy). With a monthly investment horizon, this multi-billion long-short portfolio covers 40+ assets including country equity indices, bonds, FX-DM, FX-EM and commodities. This pure alpha portfolio’s objective is to provide an uncorrelated stable rent under both absolute and marginal VaR contribution constraints, it relies on advanced portfolio construction methodologies.Key tools used: Object Oriented Matlab, Bloomberg API, OECD Vested Data, Fred/Alfred, Murex.Key Topics: Cross Asset Risk Premia, Asset Allocation, Portfolio Construction, Portfolio Optimization, Effective Number of Bets, Cluster Risk Parity, Macroeconomic Analysis & Research, Flow Analysis, Cross Asset Alpha. -
Director - Quantitative Research, Overlay TeamCaisse De Dépôt Et Placement Du Québec (Cdpq) Dec 2011 - Nov 2014Montréal, Québec, CaI designed and implemented systematic multi-asset CTA strategy. This cross-asset momentum model is based on 20 liquid futures contracts and forwards including stock, bonds, commodities and currencies. I directly managed a team of 4 quantitative analysts with alpha generation and productivity improvement dual mandates.Key tools used: Matlab, Bloomberg API, Murex.Key Topics: CTA, Maximum Diversification, ERC, Cross Asset Alpha, Dynamic Cross Asset Pairs Trading, Adaptive VIX Carry, Sentiment.
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Portfolio Manager - CurrencyCaisse De Dépôt Et Placement Du Québec (Cdpq) Aug 2007 - Dec 2011Montréal, Québec, CaI designed, implemented and adjusted systematic G10 currency strategies based on behavioral and technical factors. I oversight implementation of trade ideas within pure alpha managed mandates with strong emphasis on position management. Key tools used: Matlab, Bloomberg API, Murex.Key Topics: Model Averaging, Implied Volatility Fair Value, Risk Budgeting, Cross Asset Alpha
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Senior Quantitative AnalystMontrusco Bolton Oct 2005 - Jul 2007Montreal, Quebec, CaI designed, implemented and adjusted portfolio optimization models for asset mix purposes. I oversight implementation of trade ideas within pure alpha managed mandates with strong emphasis on position management. I identify and analyze major shifts and trends in hedge fund industry. As part of my daily duties, I closely co-managed a team of 4 traders.Key tools used: R, Bloomberg API, Microsoft Excel.Key Topics: Market Positioning, TAA, Portfolio Optimization. -
Quantitative AnalystCibc Asset Management Oct 2004 - Oct 2005Toronto, Ontario, CaI designed a quantitatively driven, market neutral pairs trading model for Russell 3000 universe, based on fundamental, quantitative and technical filters. I provided trade ideas for enhanced indexed portfolio, benchmarked on S&P 500. Key tools used: eViews, Bloomberg API, Microsoft Excel.Key Topics: Stock Pairs Trading. -
Currency Market AnalystCibc Asset Management Apr 2002 - Oct 2004Toronto, Ontario, CaI assumed implementation of currency strategies across all funds in the business lines. I acted as intermediary between currency manager and counterparties. I provided up-to-date market information to currency manager. Key tools used: Microsoft Excel, Bloomberg.Key Topics: FX Trading, FX Portfolio Management, FX Alpha.
François-Xavier Adam Skills
François-Xavier Adam Education Details
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Université De MontréalEconometrics -
Université De MontréalEconomics
Frequently Asked Questions about François-Xavier Adam
What company does François-Xavier Adam work for?
François-Xavier Adam works for Bmo Global Asset Management
What is François-Xavier Adam's role at the current company?
François-Xavier Adam's current role is Director, Multi Asset Solutions.
What is François-Xavier Adam's email address?
François-Xavier Adam's email address is ad****@****ail.com
What schools did François-Xavier Adam attend?
François-Xavier Adam attended Université De Montréal, Université De Montréal.
What skills is François-Xavier Adam known for?
François-Xavier Adam has skills like Derivatives, Bloomberg, Hedge Funds, Financial Markets, Portfolio Management, Fixed Income, Equities, Fx Options, Options, Asset Managment, Financial Modeling, Market Risk.
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