Mes compétences :
Arbitrage
bonds
CBS
CDS
computer
Credit Derivatives
Derivatives
Microsoft Silverlight
Microsoft SQL
Options
Trading
Entreprises
Bluecrest Capital
- Portfolio Manager
2007 - maintenantEuropean Converible bonds
• 100 M USD under management, portfolio manager on the convertible bond book with an emphasis on arbitrage strategies (volatility, credit spread, smile, mandatory, special vehicles, special clauses, recovery…) mixed with credit instruments (CDS, option on CDS,…) as well as macro hedge strategies (equity/index options, rates, oil, …).
• After September 2008, also in charge of the outright CB portfolio (300 M USD AUM). Developed special knowledge in exotic CBs such as private placements, Indian and Asian convertible bonds.
