Stephane Arvanitis Email & Phone Number

Canada

Lead the “Total fund and Investment risk” group and oversee risks associated with a $110 billion investment portfolio to help HOOPP secure its pension promise.Responsible for the design & implementation of investment risk frameworks covering market, credit, liquidity, climate, ESG and other investment related risks across public and private markets. Responsible for implementing return on risk frameworks, risk budgeting, strategic risk/reward and liability driven investing (LDI) risk analysis, operationalizing dynamic hedging programs & contributing to the development of artificial intelligence capabilitiesResponsible for the design and implementation of processes, systems and team that can identify, measure / analyze, monitor, report on and mitigate all investment related risks. The oversight covers complex risk models and scenarios used to generate risk results. Responsible for developing and executing the risk research agenda, working closely with Investment Management and for driving risk management innovation across HOOPP, and across risk factors (financial and non-financial), working closely with IT. Report information to the Board, Board Committees & Executive Teams

Greater Boston Area

Provide leadership and management on enterprise wide investment risk management issues in the areas of portfolio risk management, credit risk management, quantitative risk analytics, product design, new business development, technology and infrastructure development, strategic resource allocation and research. Responsible for identification, measurement, analysis, communication of the company’s investment risks & strategies, recommending and overseeing hedge strategies to limit unwanted risk exposures while performing risk/reward tradeoff analysis. The Investment Risk Management-ERM department has three sub-teams : Portfolio Risk Management, Credit Risk Management, Quantitative Risk Analytics

Greater New York City Area

-Lead a team of financial engineering, derivatives, actuarial and quantitative professionals to support financial & hedging risk management initiativesResponsibilities include:• Hedging/Investment analysis & quantitative attribution• Asset Liability Management• Financial Risk Management• Earnings at Risk• Risk Appetite• Liquidity Risk Management• Investment Approval Process• Non Guaranteed Elements• Asset Modeling

Greater New York City Area

-Provide leadership and management on all hedging risk management issues including a portfolio of exotic insurance derivatives (variable annuities) with an account value in excess of $65 Billion USD-Manage a team of financial engineering & quantitative professionals focusing on Quantitative research & attribution, risk profile & strategy analysis, Operations & monitoring-Lead strategic & quantitative management projects including risk/reward tradeoff analysis, IR, equity & volatility derivative strategy effectiveness studies and enhancements of risk assessment frameworks-Function as a key player in setting strategic and new solutions/ alternatives to the various challenges of dynamic hedging and to increase AXA’s competitive advantage in the US and other markets-Oversight responsibility of governance/risk for the hedging process, daily monitoring of all hedge programs and trading activity, operational risk management-Manage functions producing independent attribution analysis & reporting of enterprise hedging programs. Reports on a weekly basis to CEO, EOC (Executive Operating Committee) and AXA Group

-Responsible for derivatives portfolio management & trading, managing closed-end funds, open-end funds and volatility arbitrage strategies-Responsibilities also include developing innovative strategies to hedge complex capital market exposures and develop financial engineering solutions to meet the needs of various retail and institutional clients. In addition, the team also gets involved in product development initiatives and supports various multi-asset strategies

-Manage a volatility arbitrage investment strategy and Co-manage an internal multi strategy hedge fund seeded with ING's proprietary capital-Develop systematic investment strategies using derivatives to generate superior risk adjusted returns-Develop technical infrastructure required to support strategy development & volatility trading

-Performed multi manager selection, investments, reviews and identified diversified alpha sources within the organization -Participated in several work streams in preparation for the launch of an internal multi-strategy hedge fund including asset allocation, portfolio management, portfolio construction/optimization, risk management, operations, legal , fund administration & prime broker selection

-Lead a team of highly skilled investment professionals responsible for developing and managing sophisticated hedging programs that incorporate derivatives strategies to mitigate exposures of various capital market guarantees offered in retirement savings and asset accumulation products worldwide-Direct P&L responsibilities for managing a complex book of Fund linked Insurance/exotic derivatives (Variable Annuities). -Responsible for the asset side of ING’s Equity Index Annuities & Variable Annuity dynamic hedging programs (account value in excess of $25 billion with over 250 Mutual Funds in product portfolio)

Marketed, delivered & managed consulting services for clients, devising customized risk management and hedging solutions to meet the needs of major insurance corporations offering equity-linked insurance investment products

Engineered programming infrastructure to analyze implied volatility surfaces for vanilla options on the S&P 500. Developed front-office applications to assist traders to backtest volatility trading strategies and evaluate profitability

Devised pricing strategies to insure the profitability of CGU’s business. Analyzed extensively the segmentation of CGU’s portfolios in Quebec & Ontario. Quantified risks and developed templates/models to assess profitability

Master In Mathematical Finance, Financial Engineering, Computers, Mathematics, Finance

B Sc. - Honors Actuarial Mathematics, Mathematics, Statistics, Probability, Computers, Finance

Education record