Expériences professionnelles
Vice president
Unigestion SA , Geneva - CDI
De Juin 2017 à Décembre 2023
As a senior investment specialist, I carried out R&D in
– Risk managed and multi-factor strategies
– Use of ML in risk premia, smart beta, alpha generation and quantamental strategies
– Use of NLP in thematic and private equity investments
– Integration of ESG and macro signals into systematic strategies
– Portfolio construction with a focus on dynamic factor allocation
– Use of alternate data in systematic strategies
– Automation of front-office operations
In this role, I also set up
– An in-house ML/AI research platform foundation
– A robust backtest platform
that lead to
– Increased product offerings, client interest, operational efficiency and external visibility
– Reduced operational and reputation risk
Quantitative investment manager
BCV - BANQUE CANTONALE VAUDOISE , Lausanne - CDI
De Mars 2010 à Janvier 2017
As a fund manager within the Equities quantitative investments team, I co-managed systematic strategies (multifactor,
low-risk and high-yield) with AuM of around CHF 600 Million. My funds had been consistently rated 4 star and
above by Morningstar. As head of the Equities Quantitative Platform team , I set up and managed
– The core quantitative platform
– A data-warehousing platform to manage all mission critical data
– A portfolio management system to manage all model and live portfolios
– An operations platform to automate operations and cash management
– A Performance and risk reporting platform
that lead to
– Increased operational efficiency and external visibility
– Reduced operational and reputation risk
– Increased efficiency in performance attribution, reporting and counter-party operations' reconciliation
Formations complémentaires
Stanford University
Machine Learning
2020 à 2020
London Financial Studies
Quantitative Investment Strategies
2015 à 2015
EPFL
Business Creation
2014 à 2014
CTI Entrepreneurship Training
SDA Bocconi School of Management
Quantitative Equity Portfolio Management
2013 à 2013
EPFL
Leading a Team
2008 à 2008
Parcours officiels
Langues
Anglais - Courant
Français - Technique
Hindî - Langue maternelle
Tamoul - Langue maternelle