Julien Ménard

Experience

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  SMABTP

  Jul 2007 - Jul 2007

  Summer Job

  - Library sorting- Archiving- Suggesting improvements for archive management efficiency (flowchart)

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  SMABTP

  Jul 2008 - Jul 2008

  Summer Job

  - Migrating a database.- Training management software employees.- Cleaning of a database.- Correction of the chart.

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  SMABTP

  Aug 2009 - Aug 2009

  Summer Job

  Sort annual intervews reports in the Human Resources Department.

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  The BEconomics Network

  Jul 2010 - Aug 2010

  Financial writer

  Writting of a french stock exchange teaching tool (bourse-finance.org)and of financial analysis (bourse-finance.fr) in french.). (in french)

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  John Locke Investments

  Jan 2011 - Jan 2011

  Quantitative Investment Strategy Trainee

  - Investigating new alternative datasets.- Developing and implementing systematic trend following and mean reversion equity investment strategies.- Developing new systematic event-based investment strategies.- Quantitative research into data-driven predictive models for global stocks.- Strategy backtesting and trading strategies assesment.- Explaining research results and new investment strategies to the senior management and board members.- Use R, Excel-VBA and C# for computer developments and backtests. Show less

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  Indosuez Wealth Management

  Jan 2012 - Jan 2013

  Portfolio Manager Assistant - Fixed Income

  Credit Agricole Private BankHelp to manage Private Wealth Client Mandates and Fixed Income Mutual Funds through :Portfolio Creation and Optimization projects (VBA) :- Create a tool that help to profile private clients (risk tolerance, required return and constraints) to formalize IPS and Strategic Asset Allocation.- Create a tool that optimize the yield of buy and hold fixed income buckets and portfolios using Client and Investment Procedure Constraints.- Use Monte Carlo approach for retirement planning and to calculate the distribution of potentials returns.(Taxable and non taxable buckets, potential withdrawals, economic scenarios...) to help to advise and construct portfolios.- Evaluate benefits and concerns of CPPI, constant allocation and buy and hold strategies.- Construction of Mean Variance Optimization and Black Litterman asset allocation model with estimation of covariance matrix (shrinkage method) to optimize multi asset Private Client Portfolios.Study and propose new investments tactical strategies and portfolio monitoring tools :- Funds selection and monitoring.- Analyse and implement tactical investment opportunities in the market (volatility and liquidity arbitrage).- Development of quantitative analysis tools with Excel/Bloomberg to follow portfolios at a daily frequence.Making Client and Management feedback and presentations:- Client marketing and reporting presentation automatisation (Excel/Powerpoint and VBA)- Redaction of daily bond market news and reporting commentaries.- Attend issuers and funds roadshows and provide feedbacks to portfolio managers team. Show less

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  Aviva Investors

  Jan 2013 - May 2019

  - Develop Performance measurement and Evaluation tools (VBA) for multi asset LDI Mandates.- Use and develop differents models to evaluate each mandates sleeves : Brinson Model (allocation, selection & interaction effects) for equity. Fixed Income attribution models for fixed income sleeves and develop cross asset attribution models for Structured Product performance evaluation.- Test Benchmark quality (systematic bias, tracking error, Risks, coverage) for existing mandates, develop more efficient benchmark and make change suggestion to client in meetings with them.- Compute risk adjusted performance metrics (M², Sharpe, Tracking Error, Information ratios, Duration to spread)- Fixed Income performance analysis (carry, rollsown and Interest rate management effect : (duration, convexity, Yield curve), Sector, bond selection, transaction costs).- Design and develop Derivatives and Structured product monitoring solutions for Clients.- Automatize Powerpoint presentation for LDI portfolio managers, client reportings.- Develop revenue and prospective revenue tools to optimize the forecast and help to manage the bonus rates for Life Insurance mandates.- Work on solvency project (SCR calculation, Lookthrough reporting). Show less

  • Client Relationship Manager & Investor Relations

    Jan 2016 - May 2019

  • Reporting, Performance and Risk Analysis

    Jan 2013 - Jan 2016
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  Aviva

  May 2019 - Sept 2022

  Investment Manager
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  Audiens

  Sept 2022 - now

  Chief Investment Officer