Robin Rouger

Experience

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  Orange

  May 2012 - Aug 2012

  Analyst Intern

  - Explored and researched the telecommunications sector and competitors- Productivity and objectives calculations- Forecast analysis on evolutions of the Romanian market

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  LBRGroup

  May 2013 - Aug 2013

  Trader Assistant

  - Positions taken on futures contract (Commodities, Index, Forex)- Statistics calculations on taken positions (PNL, Times...)- Design of S&P 500 index trading strategy (Bollinger’s Bands, EMA, RSI, Candles volumes, RSI, MACD, Stochastics, Momentum, Williams ...)

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  Edmond de Rothschild

  Feb 2014 - Aug 2015

  - Built tailor-made risk/return optimized portfolios for UHNW clients (160 M EUR)- Co-managed diversified FoF asset allocation SICAV (250 M EUR AUM) helping to select appropriate investment funds- Developed a fund selection model in Excel VBA based on geography, capitalization size and risk level. Helped asset managers taking investment decisions by using risk adjusted quantitative approach (Sharpe, TE, Jensen α, Max DD, EWMA, β)- Developed and automated an asset allocation model in Excel VBA, based on CAPM theory/ Black-Litterman / Markowitz process to create optimal cross asset portfolios with wide range of risk profiles- Implemented a technical analysis model in VBA on main stock indices (S&P500, DAX30, Stoxx600, Topix, CAC40, Hang Seng) by using chart indicators (BB, RSI, Ichimoku, MACD, Par SAR, EMA, Stochastics, Candlesticks)-Researched investment opportunities for Private Bank CIO’s weekly investment committees by analyzing broker’s newsletters and macroeconomic reviews Show less - Created a Macro Financial Ranking Tool in Excel VBA for developed and emerging countries based on corporate and fundamental ratios (12 mth fwd P/E, P/B, EPS, EBITDA 12 mth fwd, ROE, GDP)- Implemented an equity GARP stock-picking model in Excel VBA by using valuation ratios (EPS, EPS 12 mth fwd, PE, PEG)- Contributed to strategic research on countries, sectors and asset classes. Developed macro-financial chart database (Datastream)- Composed slide decks for EdR’s CIO group meetings and local weekly investment committees- Designed investment proposals for private individual clients Show less

  • Quantitative Strategist - Tactical and Strategic Asset Allocation

    Sept 2014 - Aug 2015

  • Analyst in Investment Strategy

    Feb 2014 - Aug 2014
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  Edmond de Rothschild

  Jun 2016 - Sept 2016

  Quant Researcher - Smart Beta Strategies

  Build a long only multi factors/Smart Beta equity solution with specific constraints ( Turnover, number of holdings, tracking Error)

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  Lombard Odier Group

  Sept 2016 - Aug 2019

  Quantitative Portfolio Management

  -Co-managed the European Responsible Factor Enhanced Fund (app. 150 M€)-Research on multi factor equity strategies-Designed and maintained a stock picking methodology for the LOIM high conviction franchise combining fundamental and quantitative approach (Used to manage 5 billions euros AUM)-Built an interface that helps active asset managers to make their financial decisions (used by more than 10 PM on a daily basis)-Created a macro tool that identifies market opportunities

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  J. Safra Sarasin

  Sept 2019 - now

  • Head of Sustainable Investment Advisory & Solutions

    Oct 2023 - now

  • Sustainable Advisory & Solutions - Director

    Mar 2021 - Oct 2023

  • Sustainable Investment Analyst - Vice President

    Sept 2019 - Mar 2021