• Portfolio Engineer and Strategist

    en Axa Investment Managers

    Agosto 2013 - Septiembre 2018


    • Developing and running quantitative models within the portfolio construction process (asset allocation, market sensitivities…) to optimize the risk-adjusted return of the UK Fixed Income funds (achieved a 5% return per annum over the past 5 years on our strategic flagship fund with a low volatility of 2.8%) • Creating quantitative ad-hoc tools and running data analysis to support investment and risk management • Developing and launching new investment products/solutions taking into account time series, clients’ risk-appetite and the market environment (2017: created a solution that raised $500 millions in its first year)

  • Trader assistant

    en Société Générale CIB

    Julio 2012 - Julio 2013

    New York

    • Programming on VBA to retrieve market data (corporate action, dividend payments…) for trading decisions • Calculating day-to-day PnL and risk exposures of the trading desk


  • Finance

    en University Paris Dauphine

    2010 - 2011 (1 año) Île-de-France

  • Mathematics and statistics

    en University Paris Dauphine

    2009 - 2010 (1 año) Île-de-France

  • Mathematics applied to computer science and economics

    en University Paris Dauphine

    2007 - 2009 (3 años) Île-de-France

Conocimientos y palabras clave


  • Español Negociación

  • Francés Nativo

  • Inglés Negociación