Vincent Meuleman

Experience

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  Candriam

  Jan 2018 - now

  2nd Rotation: Emerging Market Corporate Debt Analyst (London)Projects: 1) Build coverage of the 20 largest Asian companies • Reason: Launch of a new corporate bond fund beginning of December requires coverage of companies in different regions to see their credit worthiness • Aim/achievement: Get an in-depth understanding of the credit worthiness of the largest Asian companies • Methodology: - Gather as much info about the company via websites, reviewing accounting metrics and looking at the evolution of the corporate bonds - Visit companies on conferences and ask questions to understand what is actually happening 2) Update Fair Value Model • Reason: Equally weighted model based on technicals is too simple to screen the universe • Aim/achievement: Construct a normal or panel regression based on technicals to be able to find over and undervalued corporate bonds • Methodology: - Extract technical data from Bloomberg for the corporate universe - Use Python to run panel regressions and plot the underlying distributions of the variables used Lihat lebih sedikit 1st Rotation: Quantitative Equity Management/Research (Brussels)Projects: 1) SRI Macro Process Automation (internal process): • Reason: Increased need of automation of the SRI macro process since it is very time consuming. Update of different sectors was required. • Aim/achievement: - Automate the SRI Macro process to save time - Find a link or mapping between the SRI defined business models and the activities coming from a database like Trucost, Factset Revere or Woodmackenzie • Methodology: - Construct a semi-unsupervised Machine Learning algorithm (Clustering) from scratch in Python to map the different SRI business models with the ones coming from a database provider 2) ESG materiality: • Reason: Increased need of systematic implementation of ESG in portfolios. Find the most relevant/material ESG criteria in terms of return or risk adjusted return. • Aim/achievement: - Get an in-depth understanding of the Sustainalytics database - Generate a general and all-encompassing new ESG-rating - Develop a tool to visualize portfolio returns by ESG issues implementation - Gain a thorough understanding of SRI analysis process • Methodology: - Read all the literature concerning ESG, Materiality and Backtesting analysis - Learn to work with Python to develop an interactive tool in Bokeh/Dash - Use SQL to develop an underlying database for the tool Lihat lebih sedikit

  • Fund Manager - Thematic Global Equity

    Jan 2020 - now

  • Thematic Global Equity Analyst | Graduate Program

    Jun 2020 - Jan 2020

  • Emerging Market Debt Analyst | Graduate Program

    Jan 2019 - Jun 2020

  • Quantitative Equity Analyst | Graduate Program

    Jan 2018 - Sept 2019
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  Degroof Petercam

  Feb 2018 - Apr 2018

  Quantitative Solutions | Internship

  I needed to work around the paper "Dynamic risk profile of currency-carry strategies" (VanHolle, 2018). A currency carry strategy involves going "long" in high yielding currenciesand going "short" in low yielding currencies to finance the long position. The paper itselftries to get a better understanding of the time varying risk profile of currency carrystrategies by implementing a Bayesian model averaging technique to estimate risk exposure.Implementing this model gives a siginifcant improvement of the return of the carry strategy.Van Holle has shown this from US investor perspective. The goal was to check if thesemain findings also apply for a EU-based investor and if it could be translated into an actualinvestment strategy. The internship was coding-intensive in the sense that I needed to workwith Matlab which I was not yet familiar with.Detailed achievements:-Thorough understanding of currency carry strategies and their applications in practice-Learn how to code in Matlab-In company training and presentations about portfolio management.-First real experience in financial sector-Learned how to write "clean" code from experienced people- Get to know influential people that could give an extra boost to careerFinal point: 18/20 Lihat lebih sedikit