Mathieu Mahtallah

Hedge fund Research and Analysis for a FoHFs
Monitoring, Follow up, Referencement
Optimization & Allocation
Risk Monitoring - Risk Budgeting
Software : FoFiX ( RiskData ), RiskMetrics

Risk control ( Greeks, Exposure, VaR, Stress Tests, ...) within a Volatility Arbitrage Hedge fund
Pricing and Valuation ( CBs, Options, ...)
Optimization and Allocation
Software : Sophis, Bloomberg, Reuters
Fund Management