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E-mail
firstName.lastName(at)rivageinvestment.com -
Office phone
+33 1 70 91 25 90 -
Office address
5 rue Drouot, 75009 Paris (France) -
43 years old
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French citizen
Delegate CEO - Partner,
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Paris, France
- FOCUS: Infrastructure and public sector fund management, sustainable investments
- quantitative analysis, IT development (front/back-office)
About
- Co-founder and delegate CEO of Rivage Investment.
- Sustainable investments in infrastructure and public sector private debt.
- Investment banking (credit derivative structuring, London).
- Quantitative and IT expertise, from back to front office.
Financial skills
- ESG and CSR sustainability
- quantitative methodologies in Fixed Income
- private debt fund management, risk-management
- relative value, quantitative indicators, systematic trading
- credit structured products, exotic structuring
- rating agency methodologies
- financial engineering
Work Experience
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Rivage Investment - Paris
13.5 years- Delegate CEO & partnerOctober 2010 - Today -
BNP Paribas - London
5 years- Credit derivative structurerJune 2005 - June 2010 -
Dexia BIL - Luxemburg
3 months- R&D intern (stuctured products)July 2004 - September 2004 -
ABC Arbitrage - Paris
1 year- R&D intern (statistical arbitrage)June 2003 - June 2004
Education
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M.Sc. Financial mathematics - 2005
Jussieu Paris VII - probabilities, statistics, modelling -
M.Sc. Civil engineering - 2005
Ecole des Mines de Nancy
Languages
French (native)
English (fluent)
German (intermediate)
Chaozhou (潮州 - native)
English (fluent)
German (intermediate)
Chaozhou (潮州 - native)
October 2010 to Today
Delegate CEO & Partner
Thierry left his previous position to start Rivage Investment with co-founders in 2010. The
investment company has built 7.7Bio€ of AUM in sustainable investments through infrastructure and public sector private debts.
Thierry's mandate at Rivage Investment is to build, maintain and develop the quantitative and IT plateform. From back to front office, from IT security to quantitative models.
Thierry's mandate at Rivage Investment is to build, maintain and develop the quantitative and IT plateform. From back to front office, from IT security to quantitative models.
Sustainable investments in infrastructure and public sector
- ESG analysis: assist the ESG team with quantitative models, data automation and management tools.
- Quantitative management: fixed income analysis tools (debt schedule management, interest rate risk, duration analytics, yield calculation, ...).
- Projet management: analysis and implementation of asset management processes (back, middle, front office).
Quantitative analysis and alpha generation
- Performance analysis: weekly/monthly P&L explain. Breakdown by market (credit, interest rate, FX,...), industry, country, debt class, issuer, and positioning with respect to the benchmark.
- Relative value: basis (cash/CDS) monitor, steepeners/flatteners, CDS index distorsions and price moves, benchmark underlying price movements.
- Market indicators: development, testing and industrialization of quantitative/qualitative market indicators (bank scoring...).
- Algorithmics and statistical modelling: development of trend-following based market indicators (CDS indices, equity futures, interest rate futures, implied volatility).
Risk-management
- Interest rate hedging: timely hedged interest rate exposure with interest rate futures.
- Liquidity monitoring: monitoring of the fund liquidity (price bid-offers, bid-offer cohorts).
- Price monitoring: monitoring of the portfolio price movements, Price Equivalent Credit Spreads (PECS), Duration Time Spreads (DTS).
Fund management
- Design and management of the trading tools: Trade orders management (from Bloomberg ticket to settlement), regulatory ratios control, NAV calculation and validation, performance reporting (monthly report to investors).
IT cybersecurity
- External security: risk mapping of external threats and security vulnerabilities. Protection implementation and their related processes
- Internal security: risk mapping of internal threats and security vulnerabilities. Protection implementation and their related processes
- Security intelligence: keeping our security knowledge up to date
IT development
- Proprietary development of the trading plateform: 100% in-house development of all the trading tools, from back to middle and front office. Design and deployment of a robust, scalable and efficient architecture with a client/server approach.
- Database administrator: design, maintenance and daily update of the database: static database (reference entities), dynamic database (daily prices, analytics...).