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PROFESSIONAL EXPERIENCE
2004-Actual: Chief Executive Officer/Chief Investment Officer, Kedge Capital (Hedge Funds)
Direct responsibility and oversight for over a multi-billion dollar portfolio primarily deployed in hedge funds and risk controlled strategies. The overall mandate is a “stay rich” portfolio (low volatility, steady returns), which has won several awards for its risk-adjusted performance. One down year since 2004, and fully marked to market.
Managing a 25-people team over 4 locations (London, Jersey, Geneva, Zurich).
Developped a third party client business.
Regular interaction with boards, consultants and external clients.
2002-2004: Member of Senior Management. Head of Quantitative Analysis and Portfolio Management, Alternative Asset Management Group, Union Bancaire Privée, Geneva.
Risk management and quantitative research for all alternative assets.
Asset allocation and management of hedge fund portfolios for institutional investors.
2000-2001: Member of Management. Head of Quantitative Risk Management, Union Bancaire Privée, Geneva.
Monitoring and controlling all significant market risk inherent in the activities in the group in view of risk/return considerations and market conditions.
Implementation of private banking and asset management performance analysis and risk budgeting tools.
Advisory on new products development, derivatives and structured products.
1999-2000: Director, UBS AG, Private Banking Division (Basel) and Global Asset Management (Zurich, London).
Participated in the acquisition process of GAM by UBS.
Developed quantitative models for hedge fund analysis and performance measurement.
1999: Risk Manager, Union Bancaire Privée, Geneva.
In charge of value at risk developments, and trading/hedging models validation.
1995-Actual:Consulting work and executive training
Clients include various banks, industrial firms, sovereign wealth funds and pension funds in Geneva, Lausanne, Lugano, Basel, Zurich, London, and the Middle East.
ACADEMIC EXPERIENCE
2005-Actual: Visiting Associate Professor of Finance, Hong Kong University of Science and Technology.
Courses taught: Hedge Funds; Commodities, Trade Finance and Infrastructures.
2002-2022: Associate Professor of Finance at EDHEC Business School (London, Nice and Singapore).
Course taught: Alternative Investments
2014-2019: Visiting Lecturer in Tax Law at Ecole Hotelière de Geneve (Switzerland)
Course taught: Introduction to Swiss Tax Law
2010-2011: Visiting Lecturer in Finance at Imperial College, London (U.K.)
Course taught: Hedge Funds
2001-2009: Visiting Professor of Finance and co-Director of the M.Sc. in Banking and Finance at H.E.C. Lausanne. (Switzerland)
Courses taught: Risk Management, Alternative Investments
1998-2004: Assistant Professor of Finance at Thunderbird School of Global Management.
Courses taught: Introduction to Managerial Finance, Advanced Managerial Finance, Investment Banking, International Securities Investment, Derivatives and Financial Engineering.
1989-1991: Mathematics Teacher at Institut Valcreuse (Lausanne).
1989-1991: Research Assistant at the Software Engineering Laboratory of E.P.F.L.
Involved with P.C.T.E. (part of the European ESPRIT project) and various software developments.
EXECUTIVE EDUCATION EXPERIENCE
1994-Actual: Professor of Finance, Training Center for Investment Professional (AZEK-CFPI), Zurich.
Courses taught: Modern Portfolio Theory, Performance Measurement, Derivatives Analysis and Valuation, Portfolio Management, Private Capital, Tax Law for Individuals and Corporations, Taxation of Derivatives, Taxation of Structured Products.
2010-Actual: Adjunct Professor of Finance, Swiss Finance Institute.
Involved in various continuing education programs
2002-2012: Professor of Finance, Centro di Studi Bancari, Lugano
Courses taught: Alternative Investments, Risk Management
1998-2010: Professor of Finance, Swiss Finance Institute, Geneva
Courses taught: Quantitative Methods for Finance, Portfolio Management, and Alternative Investments.
2001: U.S. government funded training program for senior managers, Brcko (Bosnia)
Courses taught: Introduction to Corporate Finance
EDUCATION
LL.M. in Tax Law (2014), University of Geneva.
Ph.D. in Finance (1998), M.Sc. in Banking and Finance (1994) and B.Sc. in Economics (1993), H.E.C. University of Lausanne.
Computer Engineer Degree (1989), Swiss Federal Institute of Technology.
French scientific baccalaureate (1983) at Lycée Victor Duruy (Paris).
AWARDS AND FELLOWSHIPS
Best Specialist Fund of Hedge Funds over 5 years, Hedge Funds Review, 2017
Best Multi-Strategy No-Bias Fund (1-year), Banco Swiss Hedge Funds Awards, 2017
Best Long/Short Equity Fund (5-year), Banco Swiss Hedge Funds Awards, 2016
Banco d’or (Best 3 managers of the decade), Banco Swiss Hedge Funds Awards, 2016
Best Multi-Strategy No-Bias Fund (10-year), Banco Swiss Hedge Funds Awards, 2015
Best Long/Short Equity Fund (1-year and 3-year), Banco Swiss Hedge Funds Awards, 2015
Best in Risk Control Investing, Wealth and Finance International, 2015
Best Equity Fund (1-year and 3-year), Banco Swiss Hedge Funds Awards, 2014
Nominated as Best Allocator in Hedge Funds, eFinancial News, 2014
Best Equity Hedged Fund of Hedge Funds, Bilanz Hedgegate Awards, 2013
Best Multi-Strategy No-Bias Fund (1-year), Banco Swiss Hedge Funds Awards, 2013
Best Multi-Strategy Fund (5-year), Best Equity Fund (1-year), Banco Swiss Hedge Funds Awards, 2012
Single Family Office of the Year, Spear’s Wealth Management Awards, 2010
Special Mention - 40 Rising Stars in European Wealth Management, Wealth Bulletin (2008)
Fame Research Fellow (2002)
Deloitte & Touch Chair on Risk Management, University of Antwerp, Belgium (2001)
H.E.C. University of Lausanne annual research prize (1995)
Investmentstiftung für Personalvorsorge (Zurich) annual research prize (1994)
PROFESSIONAL MEMBERSHIPS
Member of the French Finance Association (AFFI), the American Finance Association (AFA), the International Association of Financial Engineers (IAFE), the Global Association of Risk Professionals (GARP).
Regular presenter or keynote speaker in academic and industry conferences.
Former member of the European Advisory Board of the International Association of Financial Engineers (IAFE).
Former member of the Curriculum Committee – Hedge Funds of the Chartered Alternative Investment Analyst Association (CAIA).
Former member of the Investor Steering Committee of the Alternative Investment Management Association (AIMA).
Former member of the Scientific Council of the Autorité des Marchés Financiers, the French regulatory body.
EDITORIAL ACTIVITIES
Occasional referee for the Journal of Empirical Finance, the Journal of Risk, the European Journal of Finance, Thunderbird International Business Review, International Journal of Theoretical and Applied Finance, the Journal of Wealth Management, the Journal of Accounting and Taxation, andFinance.
Member of the Editorial Board of AESTIMATIO the IEB International Journal of Finance.
Former member of the Editorial Board of the Journal of Alternative Investments.
