Roxana Mitroi, CFA

Experience

• 

  Artha Finance - Private Asset Management

  Feb 2011 - Jul 2011

  Investment Management Internship

  Purpose of the internship: backtest an equity option strategy as alternative to a buy and hold equity strategy

• 

  Edmond de Rothschild

  Dec 2011 - now

  • On the investments side- I manage diverse FoF portfolios with various risk profiles and invested across multiple asset classes (normally a mix of global equities and fixed income). Employing a top-down approach (asset classes/countries/sectors/style), my role involves making informed asset allocation decisions and implementing the investment strategy (trading, rebalancing, cash flow management, etc.)- In addition, I manage both active and passive FX overlay strategies. Collaborating with a dedicated quant team, I leverage quant models to formulate currency strategies. The active overlay management primarily focuses on G10 currencies and involves execution of FX Spot, OTC forwards and swaps transactions that are carried out either through voice or via electronic multi-dealer trading platforms such as FXAll- I actively participate in shaping the investment strategy by contributing with market views and fundamental analysis to various investment committees (equity, forex, and asset allocation)• Client relationship - Build and maintain relationships with a wide range of institutional clients: pension funds, insurance companies, corporates, foundations, liquid and illiquid funds (e.g., real estate and infrastructure funds)- Prepare and participate to roadshows, client meetings and presentations, explore potential business opportunities by proposing investment ideas - Design with clients bespoke solutions: analyse the underlying portfolio and inherent risks, define the hedging strategy, facilitate client’s onboarding, implement and monitor the strategy, produce investment management reports• Projects- Lead the implementation of the Pre-Trade project into the Operating Management System- Monitor the quality of the FX execution provided by existing counterparties, identify and propose new counterparties and brokers to improve the FX service - Improve the procedures and the operational processes to increase efficiency Show less • On the investments side: - Managed currency overlay mandates: formulate currency views and implement the decisions through FX executions (Spot, FX forwards, FX swaps) by voice or via FXAll and Cortex trading platforms - Managed fixed income and multi-asset Fund of Funds portfolios based on a risk control quant strategy: daily implementation of changes in the asset allocation, orders placement, cash management, FX hedging and order execution, positions monitoring- Participated to the implementation of fixed income overlay mandates via futures contracts- Developed currency exposure valuation tools for large portfolios to improve FX risk analysis - Monitored the asset universe of the funds to reduced investment and compliance risk • Client relationship - Prepared management reports and market analysis and conducted investment meetings with institutional clients to support the sales team - Coordinated and answered requests for proposals (RfPs) and due diligence questionnaires - Made presentations and produced currency investments awards applications to boost internal and external visibility for the overlay expertise • Projects- Led the GIPS verification process to testify that the track-record is in line with international standards Show less

  • Multi-Asset and Overlay Portfolio Manager

    Jul 2017 - now

  • Currency Overlay and Portfolio Manager

    Feb 2013 - Jun 2017

  • Junior Currency Overlay and Portfolio Manager

    Dec 2011 - Jan 2013
• 

  SWISS BENEVOLENT SOCIETY

  Dec 2015 - Jun 2017

  Deputy Treasurer

  - Proposed investment ideas to generate positive performance for the investment fund of the Non-Profit Organisation- Prepared NGO’s annual budget and validated the annual report alongside head of treasury

• 

  CFA Society France

  Jul 2022 - now

  - In charge to coordinate the CFA Quant Awards competition dedicated to students- Cooperate with members from 8 pan-european CFA Societies in order to make the competition happen every year

  • Board Member - CFA Society France

    Sept 2024 - now

  • CFA Quant Awards Chair

    Jul 2022 - now