Matthieu Génisson, CFA

Experience

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  Crédit Agricole Ile de France

  Jan 2011 - Jul 2013

  Manager junior – Reporting to the ALM manager

  Involved in the whole ALM process to help the senior manager face increasing regulatory and report frequency requirements. Hedging improvements.➣ Participation in the financial committee:- Production of ALM (liquidity and rate) KPI. Automation. Modelinf of liability (deposit, € 6 Bn) according to an internal model.- Analysis, hedging strategy proposal (vanilla and inflation) and execution.

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  Crédit Agricole Ile de France

  Sept 2013 - Aug 2017

  In charge of the € 6 Bn of own funds with a goal of maximization the unrealized profit under regulatory and Crédit Agricole SA Group constraints. Also, funding operator back up and quantitative support of the department. ➣ Construction and management of an absolute performance portfolio to rebuild unrealized gains following the sale of monetary funds to finance the LCR liquidity reserves, € 100/150 M:- Identification of vehicles to store unrealized profits;- Study of the asymmetric accounting impact (hedge Vs underlying) and monitoring of the accounting result;- Allocation according to internal constraints (drawdown mostly) and execution;- Fine development of monitoring tools to follow the P&L and document hedging relationship. ➣ Result:- Almost 80% of this portfolio allocated in a non-systematic proprietary “portable alpha” strategy, buying European equity funds that I macro-hedged in sensibility by selling futures contracts;- Performances and tools developed audited by Deloitte: return of 5.56% and volatility of 6.5% (both annualized, time period: march 2013 – august 2017);- This idea was used by BFT IM and Société Générale CIB to launch the fund BFT LCR Action 2B. ➣ Construction and then management of the liquidity buffer portfolio to comply with the LCR ratio (CRDIV, Bâle 3 regulation). From € 0 to € 5 Bn:- Study of the specific needs (customers: corporate and financial institutions);- Smoothed buying program definition until regulation application while defining the needed funding plan;- Monitoring of cash flow statement impact, reinvestment, interest rate, liquidity and concentration risk;- Execution with interest rate hedging, adjustment and optimization studies on liability side. ➣ Result:- Quick quantification of relatively high needs allowing starting building the liquidity buffer before most of the other investors. A very satisfying return (Vs E3M) for a buy and hold portfolio. Show less ➣ Tools development to secure decision-making process:- Recast of the FTP tool and methodology (loans) to better fit the best practices (applying bootstrapping, hypothesis of early repayment on rate and liquidity components). Around € 600 M loans sold per month;- Treasury account seasonality study to enhance refinancing. Identification of an intra-monthly pattern;- Inflation swap pricer development for ALM, par/par asset swap pricer for interest rate risk hedging, term deposit pricer for refinancing;➣ Result:- The term deposit pricer was then spread within the whole group (38 other regional retail bank) when the pricing of this product for the big corporate client (SBF120) needed more attention. Show less

  • Portfolio Manager – Reporting to the treasurer

    Sept 2013 - Aug 2017

  • Portfolio Manager – Reporting to the treasurer

    Sept 2013 - Aug 2017
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  ND

  Aug 2017 - Aug 2018

  Sabbatical year dedicated to an entrepreneurial project and a travel (South America)

  ➣ Co-creation of the eco-responsible firm Neutron and the Tox In Box project (objective: contributing to the decrease of tobacco consumption via cigarettes pack cases with motivating and playful messages).

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  Lamarck FS

  Aug 2018 - Jan 2019

  Creation and development of an innovating VBA Excel formation. (Personalized teaching giving the client the main role of building tool well suited to its day to day work and environment). Providing expertise in portfolio management, ALM and EUC building and management.➣ Deepening analysis of Dexia Crédit Local’s ALM KPI and enhancement of communication with internal clients and entities.

  • Manager of the project « VBA Formation »

    Aug 2018 - Jan 2019

  • Senior Consultant

    Aug 2018 - Jan 2019
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  MG Advisory

  Jan 2019 - now

  Founder @ MG Advisory & Financial Advisor @ Kays WM

  ➣ Analyser la situation patrimoniale et définition du projet de vie du client.➣ Audit financier/business et définition des objectifs stratégiques de l'entreprise.➣ Elaboration de la stratégie patrimoniale en coordination avec les experts (experts-comptables, notaires, ingénieurs patrimoniaux, avocats, agents immobiliers, courtiers en crédit, allocataires) .➣ Présentation pédagogique des recommandations au client.➣ Accompagnement dans l'implémentation du projet.➣ Construction d'une relation long terme. Show less