Chajar Adam
French, Paris
Mail : **********@*******.**
Phone : 06.67.95.03.74
Education
Master’s degree in Statistical and Financial Engineering University Paris-Assas / University Paris-Dauphine o Related Courses: Financial Mathematics, Options and derivatives, Structured products, Financial Markets, Commodities, Python, C++, VBA...
Bachelor’s degree in Statistics and Finance
University Paris-Assas
Work Experiences
2018:
Missions :
• Equity Derivatives Junior Portfolio Manager, Longchamp Asset Management Paris, (November 18 - Today)
o Co-managed a short volatility fund with discretionary strategy that exploits options maturities and volatility term structure to maximize carry and overlay benefits. The strategy is composed of short/long puts positions on 12 indexes and short futures position on VIX, V2X. Co-managed a structured product fund with discretionary strategy.
o My mainly operational tasks are to monitor the greeks of the fund, calculation of daily NAV, performance attribution and risk indicators. Develop with the team proprietary pricer for and strategies for our funds. Participate to monthly meeting with our clients and sales manager. 2017-2018 :
Missions :
2016-2017 :
Missions :
2015-2016 :
Missions :
• Cross Asset Structured Products Sales Intern, Kepler Cheuvreux Paris, (January 18 - May 18)
o Supported the sales team in their customer relationships (analysis, follow-up, secondary valuation, order confirmation, Back-testing).
o Provided back testing for different pay-offs (Barrier Reverse Convertible, Phoenix, Athéna, CLN, repack prepare the product offer in relation to financial engineering and strategic research.
• Portfolio Manager Assistant, La Banque Postale [AUM Div : 1 Bn €] Paris, (November 16 - November 17)
o Macroeconomic analysis [Europe / US / Japan / Emerging] and to develop statistic calculus on our funds, maintain and develop IT tools for the desk (VBA/Bloomberg/Access). o Developed strong knowledge and analysis hedge funds strategies held in the portfolio. Contributed to the improvement of a tool for a selection of convertible funds and I suggest some investment on this universe.Calculation of daily PNL and performance attribution. Participate to weekly meeting with portfolio and sales manager from Paris.
• Analyst, Groupama Asset Management
Paris, (January 16 - September 16)
o My mainly task was to analyse vanilla product and their portfolio and made the integration of futures, swaps and ETF on their client reporting. o Participated to project with the convertible portfolio manager I get datas like (duration, delta, returns) from Bloomberg to excel and to understand the structure of convertible bonds. Computer Skills & Languages
Skills :
• MS Office (Word, Excel, PowerPoint, Access,VBA Proficient: Python,Bloomberg,Calypso,UBSDelta.
• French: Native / English: Good skills, both written and oral