Boris Marchand

Boris Marchand

Work History

Work History

Consultant

E-ON Climate and Renewables

- Master Thesis project at the University of Nottingham (UK),- Risk anaysis of the development stage of the Offshore Wind Farms activities of the company in the UK,- Identification of the major threats through a qualitative approach,- Risk measurement through a qualitative ranking + mapping,- Establishment of recommendations to improve the company's economics on that particular market,- Presentation of the analysis, results and recommandation to several senior managers,- Awarded with distinction to the dissertation.

Sep 2010 - Present

Assistant Portfolio Manager

Athymis Gestion

Athymis Gestion is an independant fund of fund based in Paris with more than €78.2 millions under management (as of 31/03/2011). Athymis Gestion offers a range of four funds with differents investment objectives:- Diversified & dynamic, 12.54% in 2010, - European equities, 7.95% in 2010, - Diversified & limited exposure to equity, 7.23% in 2010,- Diversified & flexible, created late Dec/2010, (Bloomberg: ATALIZE FP, ATBREVA FP, ATEURUS FP, ATHZEPH).My role:Analysis:- Funds' analysis (research, scoring, participation to fund's events and analysis, attends portfolio's managers meeting),- Macro eco analysis (attends fund's macro economic meetings/perspectives),- Data analysis (provides the CEO market data on specific subjects).Research:- Conducting a research on the disparity of ETF's efficiency on similar indices according to several factors (e.g. TE, spread ratio, volume, fees and so forth).IT:- Tool development for data/funds/performances analysis (VBA),- Tool development aiming at checking funds' performance and evaluation (Excel),- Tool development for processes improvement (VBA). Operational:- NAV evaluation and validation (points of control: derivatives (futures/FX), funds/ETFs valuation, cash, performance),- Book orders on derivatives, funds and ETFs,- Liquidity control,- Claims inssuance and follow up.More: Use Bloomberg on a daily basis (on excel too).

Feb 2010 - Jul 2010

Consultant

BNP Paribas Risk Management

- Creation of a the "Rejects' Database " (ACCESS) along with an External consutlant,- Updates and improvement of the database, procedures and risks data,- Weekly data and results extraction for publication to Bnp Paribas Fortis,- Edition of the database usage procedure,- Trained a colloborator to the database usage and the procedures to follow.

Education

Education
Sep 2010 - Present

MSC

IAE Gustave Eiffel Paris

IAE Gustave Eiffel (Paris)MSC in Apprenticeship - Top 10 in France (SMBG ranking)

Sep 2009 - Sep 2010

MA

The University of Nottingham

Top 10 in the UK,

Top 100 worldwide according to the Shanghai ARWU,

Graduated with 1st (distinction).

Sep 2008 - Sep 2009

BA

The University of Derby
Sep 2007 - Jun 2008

BA

Université de Marne La Vallée

Skills

Skills

Bloomberg

. Research: funds, macro eco, companies (and so forth).

Excel

- VBA programming:          . VaR modelling (Historical, MonteCarlo, Mean/Variance),                                                 . Optimization (Mean Variance, Shrinkage, Monte Carlo),                                                 . Processes optimizations.                                                 . Portfolio Management analysis tools.   - Princing:                              . Derivatives,                                                 . Structured products.   - Bloomberg:                        . Portfolio development,                                                 . Portfolio analysis,                                                 . Research.   - Data analysis:                    . Descriptive statistics analysis (t-test, regression, Anova and so forth...)