Ali Nazemi

Experience

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  CPR Asset Management

  Dec 2007 - Jul 2010

  Global Balanced & Convertibles Team and Equity Desk – Equity portfolio manager assistant• Development of a quantitative sector allocation tool (Black & Litterman) • Implementation of a Growth/Value rotation tool (momentum and multifactorial model)• Idea generation on sectors and stocks picking - analysts meetings• Calculation and validation of portfolio's Net Asset Values and P&Ls• Collaboration with sales and marketing team preparing client meetings• Day to day portfolio monitoring Show less

  • Fund Manager Assistant

    Sept 2008 - Jul 2010

  • Quantitative Research Intern

    Dec 2007 - Sept 2008
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  GFI Group

  Aug 2010 - Dec 2010

  Broker

  Global futures and options Team• Phone brokerage :Execution on several trading systems (CME, EUREX)• Direct relation with clients (traders and asset managers)

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  BNP Paribas Corporate and Institutional Banking

  Dec 2010 - Jun 2015

  Valuation and Risk Control - Equity Derivatives Analyst

  • IPV (Independent Price Verification) on Equity Derivatives (Indices and stocks)Local Volatility- Valuation on several range of product on a Daily/Mid Month and End of month basis using Totem Valuation from Markit- Implementation of the daily dislocation Vanilla/Varswap monitoring- Discussion/Challenge with trading and collaboration with Research and Risk- Improvement of existing analysis and production workflowStochastic Volatility- End of month valuation on Exotics and Volatility Indices (VIX,V2X,VXX)• Implementing and monitoring of Greeks, notional and cash consumption limits on equity options book Show less

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  BNP Paribas Wealth Management

  Jun 2015 - Dec 2017

  Asset Liability Manager

  • Management of metier’s Interest Rate Risk in the Banking Book (IRRBB)- Close monitoring of Fixed Income market. Regular feedback to management of markets and positions evolution (weekly meeting)- Computation and analysis of Interest Rate gap at metier level- Proposal and implementation of trade ideas to hedge the IR Gap based on IR derivatives: IR Swaps and Options (cap/floor) on OIS/BOR.• Computation and analysis of the metier’s Net Interest Income (NII) and its sensitivities to interest rate shocks• Regulatory indicators calculation, particularly Economic Value metrics (EVE, EVSE etc.)• Active participation to Wealth Management quarterly ALCO Show less

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  BNP Paribas

  Jan 2018 - Aug 2022

  Asset Liability Manager - ALMT HO Front Office - BPMiX
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  BNP Paribas CIB

  Sept 2022 - Jul 2023

  Asset Liability Manager - GMAT Officer
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  BNP Paribas

  Aug 2023 - now

  ALMT APAC - Strategic Advisory Officer