Thomas Jouan Email & Phone Number

Londres, Angleterre, Royaume-Uni

London, Royaume-Uni

Main tasks:- Provided multi-dimensional quantitative portfolio analysis helping our clients to better manage their portfolio risk and diversification (focusing mainly on risk metrics and including new features such as ESG analysis and forward looking). I worked mainly for Western Europe, UK and MENA clients within all distribution channels.- Produced funds.

Monaco

• GFG Groupe Financier de Gestion Monaco, an Asset Management Company with 800M€ assets under management. (14 months internship + 6 additional months employee in part-time during my MSc)Main Tasks:
• Developed and backtested multi-asset quantitative strategies (bottom-up), mainly based on trend following and risk budgeting approaches
• Monitored and due diligence of external funds for our Fund of funds
• Supported in the implementation of risk analysis models (historical scenarios probabilities, risk factor analysis)
• Built Bond & Equity screener using scoring method on fundamental + technical indicators for an in-house conviction list and for Portfolio Managers uses (Long Short Equity)
• Worked on a Fund of Hedge funds project (clustering approach and alpha selection).