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 comparisons to emphasize the advantages and drawbacks of investment solution for clients and to position Natixis affiliates funds within peer groups for sales team- Built multi-asset investment solutions considering client’s financial objectives, assets and liabilities, solvency framework and regulatory constraints. Designed and modelled Strategic Asset Allocation using the capital market assumptions from our Global Macro team for a variety of asset classes and strategies. Incorporated ESG data into the construction of a SAA. Assessed funds from client’s buy-list or Natixis affiliates universe to implement the SAA.- Worked on bespoke advisory mandates and in-house fund of funds offering a quantitative and qualitative expertise. Recent interesting projects on which I worked: a fund of Mega-Trends funds for three mandates in France, the incorporation of private assets in insurance portfolios.- Assisted the Global Macro team with the elaboration and the calibration of long-term capital market assumptions for both public and private markets. Developed the incorporation and the automation of those forward-looking views in our optimization processes using Moody’s ESG tool and R.

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).