Grégory Jannin

-Implementing and backtesting quantitative strategies on Funds, Funds of Funds and Hedge Funds
-Research on performance and risk measurement
-Development of quantitative tools (Matlab and VBA Excel)

- Support in the Risk Management System (Risk Committee).
- Risk process improvements and developments (VBA and MatLab).
- Strategic Asset Allocation Models.

- Financial risk management, daily follow-up of transactions and hedging products of UBS.
- Statistical and financial reportings (COO, internal and external auditors, UBS Zurich).
- France Manager of reconciliation and the new risk management tool for UBS Group.

- Framework: shares, funds, options, futures, structured products, swaps and exotic products.
- Management of implicit parameters, instrument creations, data quality control, static and dynamic reference frames in Front and Back office databases,
- Improvement and development of processes in VBA (funds, options).

- Affectation of the outstanding cash and securities - account reconciliation.
- Follow-up of satisfaction indicators (Quality Standards) and financial reportings.
- Development of a VBA program of tariff reconstitutions.

- Management of currency swap and interest rate swap (fixed, floating and structured).
- Follow-up of the bond issues, financial reportings.