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E-mailfirstName.lastName(at)rivageinvestment.com
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Office phone
+33 1 70 91 25 90
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Office address
5 rue Drouot, 75009 Paris (France)
- 43 years old
- French citizen
Delegate CEO - Partner,
- 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)
Master of Science - Financial Mathematics - Jussieu Paris VII
Master II Recherche (ex DEA) Modélisation Aléatoire
Advanced financial math courses: stochastic calculus and financial diffusion models,
advanced statistics, interest rate curve models, discrete models, process statistics, Monte-Carlo
methods, Markov chains, financial asset pricing and hedging, PDE, credit risk modelling, VaR, algorithmics.
Master of Science - Civil engineering
Ingénieur Civil des Mines de Nancy
Major: decision and production systems.
Main courses: Finance, statistics, fundamental and applied mathematics, numerical analysis, operational research, quantum mechanics, thermodynamics, physical mechanics, object programming, management and strategy.
Main courses: Finance, statistics, fundamental and applied mathematics, numerical analysis, operational research, quantum mechanics, thermodynamics, physical mechanics, object programming, management and strategy.
R&D Internship - Dexia BIL - Luxemburg
Pricing/modeling mission.
Pricing script development with Reech (Sungard) for Dexia structured products: interest rate and equity exotic options (range accrual, reverse floater, redemption note, best of, cliquet, snowball) etc...
Pricing script development with Reech (Sungard) for Dexia structured products: interest rate and equity exotic options (range accrual, reverse floater, redemption note, best of, cliquet, snowball) etc...
R&D Internship - ABC Arbitrage - Paris
Research and development of statistical arbitrage strategies.
Topics: econometry and cointegration, mean-reverting phenomena, historical volatility decomposition, structural breaks, Kalman filter.
Topics: econometry and cointegration, mean-reverting phenomena, historical volatility decomposition, structural breaks, Kalman filter.