Manager Management

C HRI STI AN L ACHAUS S É E, M .S C ., FRM, CFA

**** ** ******** ******: 514-***-****

Montreal, Quebec, H2H 2B4 *******************@*****.***

ProfilE

Perfectly bilingual consultant with 17 years experience in the investment industry of which 4

internationally;

Seasoned OTC derivatives expert with experience related to FX, middle office, VaR, scenario

management, P&L analysis, regulatory reporting (Dodd Frank, Emir, CSA);

Murex in depth expertise (2.11 and 3.1) - process mapping and optimization (front, middle and back

office) ; efficient at clearly articulating requirements and performing gap analysis;

Highly skilled in project management (from design phase to unit testing and implementation). Data

management proficiency (Time series, P&L, risk return attribution).

Innovative spirit, with ease to work in an evolving and challenging environment.

work experience

Lachaussee Financial Consulting Inc Since 2013

President

Consulting services for the implementation of Murex 3.1 at a Tier 1 Investment Bank; This project

was to integrate the FX Front-to-Back activities in Murex Mx 3.1 for both FX Cash & FXO;

Advisory services for start-up hedge fund management firms.

UQAM & Institute of Canadian Bankers & Laval University Since 1997

Lecturer and Research Assistant

At UQAM (since 2000), develop et teach a variety of master to bachelor degree classes (Finance

Ethics (FIN8503), Advanced Portfolio Construction (FIN8630), Bond Portfolio Management (FIN 8612),

Capital Markets (FIN 8505), Accounting for Derivatives (FIN 8516), Investments (FIN 5521), Options and

Futures (FIN 5550));

Similar activities at Laval University and the Institute of Canadian Bankers (1997 to 2000).

2012 to 2013

Autorité des marchés financiers, Montreal

Director – Derivatives Oversight

Supervise a team of five professionals - implement a new regulatory framework for OTC derivatives reform.

Achievements

Coordinate regulatory approach with other jurisdictions to limit cross-border issues;

Design OTC Derivatives monitoring process;

Speaker at CCAD in Quebec, 2012.

Christian Lachaussée 514-***-****

1

RBC Dexia 2004 to 2012

Senior Manager – Hedge Funds, OTC derivatives & Structured Funds (Dublin, then Toronto)

(2008-2012)

Model growth and define alternative products service offer internationally: write business plans and

implement operating model improvements in order to provide high-end service level for complex products.

Achievements

Support annualized revenue growth of 15% for alternative products from 2008 to 2012;

Design, test and implement Murex reporting functionalities (Dodd Frank, Emir, CSA);

Design, test and implement an in-house automated FX hedging program in Ireland, working closely

with the business and technology group;

Evaluate business models, facilitate requirement gathering, build service offer, perform gap analysis,

design solutions;

Supports sales team in the design of customized solutions and contributes to revenue growth – meet

with clients as a subject matter expert.

Senior Consultant – Risk and Investment Analytics (2005-2008)

Manage a portfolio of 30 institutional clients with assets of 100 million to 2 billion, sets monitoring process for

the investment structure. Assist investment committees in different aspects of their duties and provide

quarterly formal review meetings.

Achievements

Set up compliance monitoring structure for major clients with complex investment structures (more

than 10 different mandates);

Client retention rate over 95%, with a modest annual revenue growth of 5%;

Provide great external visibility organizing 12 and being a speaker at 5 conferences (CPBI and CFA

Montreal), write 3 articles;

Analyze, evaluate and assess managers strategies and results;

Support risk monitoring models for VaR (RiskMetrics) and implement compliance (Charles River),

develop coaching on attribution models for bonds.

2000 to 2004

AON Consulting, then Watson Wyatt Canada

Senior Investment Consultant

Assist investment committees in elaborating their investment policies and structure, writing their Standard of

Investment Policies and Principles, manager selection and performance monitoring.

Achievements

Build manager appraisal process based for investment managers based on qualitative and

quantitative attributes, interviews and analysis of their corporate strategies;

Serve as an expert witness (options, asset allocation controls, compliance);

Christian Lachaussée 514-***-****

2

Implement research internship program with MBA students;

Research and do financial engineering: (CDS & credit migration, tactical asset allocation, hedging

strategies risk management, LDI and control processes (rebalancing, optimal investment constraints)).

1999 to 2000

Fonds communs de placement, Laval University

Financial Analyst

Support pension committees in the supervision of the pension plan assets by providing monthly reports of

the evolution of financial situation and by writing ad hoc research reports.

Achievements

Research on investment strategies (optimal synthetic portfolios, default adjusted corporate spread);

Collect financial information and build performance monitoring report;

Education

Global Association of Risk Professionals (GARP), Jersey City, New Jersey, USA

Financial Risk Manager (FRM) – (2001)

CFA Institute, Charlottesville, Virginia, USA

Chartered Financial Analyst (CFA) – 36371 - (2000)

Canadian Securities Institute (CSI)

Canadian Securities Course (CSC) (1999)

Laval University, Quebec

Master Degree (M.Sc.) School of Business, Finance Specialization (1998)

Bachelors Degree (B.A.) Social Sciences Faculty, Major in Economics (1996)

volunteering, EXTRA-PROFESSIONAL ACTIVITIES AND OTHER SKILLS

Social Involvement: Member of Trek for Hope executive committee - RBC Dexia (Kilimanjaro –

June 2012) collecting €300,000 for Hope for Children (UK).

Volunteering: Treasurer of Triathlon Olympique de Montréal (since 2013); member of regional

committees – CFA Ireland (2009), PRMIA Quebec & CPBI Quebec (2005 to 2008).

Category Name Experience

Software Skills MS Office 2 – 4 years

Software Skills MS Project 2 – 4 years

Software Skills MS Visio 2 – 4 years

Software Skills SQL 1 - 2 years

Christian Lachaussée 514-***-****

3

Technical Skills Structured Query 1 - 2 years

Language (SQL)

Software Skills Bloomberg 4 years

Software Skills Murex 5 years

Software Skills VBA 14 years

Software Skills Stata 1 year

Software Skills Matlab 6 months

IT Skills

Languages: Fluent in French and English, Functional knowledge of Spanish.

Christian Lachaussée 514-***-****

4

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