Gautier Henry Email & Phone Number

Geneva, Ch

Geneva, Ch

End to End implementation and integration of the OMS and Portfolio Management System- Bloomberg AIM specialist- Front Office requirements analysis- Implementation- Provide Training to Portfolio Managers

Consultancy Firm

Risk-IMPermanent Control TeamProject Manager - Permanent Control FrameworkRCSAs - KRI

Tokyo, Japan, Jp

- Risk oversight of Equity Sales and Trading division• Actively involved in running the day to day market risk management.• Global convertible bond business: mainly Europe, Japan and Emerging Asia.• Equity facilitation: Japanese Equities and derivatives.• Equity finance: stock lending, repos.Be a back-up of all Market Risk Management team members including Fixed Income MRM and Repos. - Transversal responsibility on methodology: controlling all risk being captured appropriately, assess calibration of risk models (i.e. VaR, stress tests analysis) are up to date with current market environment. Review of the credit stress tests as well as on the current business and on the legacy portfolios (diverse range of fixed income cash (bonds) and derivative products, stress tests on repos, ABS portfolios).- Publication of daily, weekly and monthly comments to the Board, Risk Committee- Software: Risk Watch, Bloomberg.

- Risk oversight of all funds managed within the group• Funds styles: L/S European small caps, Fixed Income Emerging Asian Macro (involving Bonds, Fx forwards, Interest rate swaps, repos), Managed futures with adaptive technology, L/S Energy Fund.• Identify, assess unwanted risk factors. Propose and implement hedging solutions using a full range of available instruments (Futures, swaps, options, var swaps, specific external funds)• Liquidity risk: monitor the liquidity risk in terms of balance sheet liabilities as well as coming from the fx hedging.• Responsible for implementing the Bloomberg AIM for all the platform including embedded Algorithmics Risk System• Build simulation tools for the traders and P/M• Liaise with the rest of the team based out of Boston (US)

• Capital Structure Arbitrage strategy. Using a proprietary developed quantitative tool, the aim of the strategy was to capture the difference between debt and equity valuations using CDS, Bonds, Equities and Options• Founded the investment company• Marketed the fund in London and Paris in order to reach a seed-investment deal• Negotiated conditions with Prime-Brokers, Hedge Fund platform• Monitored and improved the investment process and tools

Fund Management : Alternative Asset Management, Capital Structure Arbitrage and Convertible Bond Arbitrage.CDS vs Bonds, CDS vs Equity, CDS vs Options on Equity, CB vs Equity, Volatility Arbitrage Deals.

Bruxelles, Paris, Be

Risk Manager - ALM

Cfa

Engineer, Applied Maths

Education record