Timothée ROBIN

En résumé

Entreprises

• AXA France - Manager

  Nanterre 2012 - maintenant Long-term savings with guarantees
  Product structuring, design & pricing
  Modelling (ESG, payoff), implementation
  Project Management
  Financial risk (rates, equity, correlation) and actuarial (biometrics, lapse) management
  Reserving: SI/II frameworks and calculations
  Management: team of 3 experts

• Nomura Bank Internaltional - Associate - ALM Structuring

  2009 - 2012 Life Insurance and Pensions:
  
  - Life policies modelling and hedging
  - Risk exposure quantification
  - Solution design (rates, inflation, credit, repos)
  - Product pricing and contextualisation
  - Portfolio optimisation (stress tests, simulations)
  - Impact of Solvency II: SCR, internal model, replicating portfolio
  
  Corporates:
  
  - EBT risk assessment
  - Product design and accounting impact
  - Cash/Debt management

• Exane Derivatives - Fund Derivatives

  Paris 2009 - 2009 - Pricing and marketing fund derivatives
  - Multi-asset class asset allocation algorithm development. Portfolio theory: Markowitz, Black-Litterman
  - Backtesting and early stage development of systematic volatility fund, based on variance swaps variane swaps

• Lehman Brothers - Intern

  2008 - 2008 - Equity derivatives structuring and marketing
  - Quantitative strategies, quantitative portfolio strategies

• La Compagnie Finanacière Edmond de Rothschild - Stagiaire/Dérivés de crédit

  2007 - 2007 Structured Asset Management
  Credit derivatives pricing (CDS, CDOs)

Formations

• Ecole Nationale Statistiques Administration Economiques Malakoff ENSAE

  Malakoff 2007 - 2008

• Institut D'Etudes Politiques

  Paris 2007 - 2008 MSc Finance et Stratégie

• Ecole Polytechnique

  Palaiseau 2004 - 2008 Mathématiques financières, Statistiques

Réseau

• Antoine WOLFF

• Benoît GERARD

• Christian AVISSE

• Clément ROBIN

• Jean-Pierre TESTAUD

• Julie CLERC

• Laurent CALVALIDO

• Marie-Jean THORAVAL

• Thomas COQUIL