Mathias Hugly

Alternative Investment Structurer
•Design of Hedge funds Structured Products and selection of underlying funds offering attractive risk-return profile according to clients’ risk appetite and specific requirements.
•Conception of investment products bringing solutions (Regulatory Capital, IFRS or other accounting constraints, market access, taxes, other specific rules…)
•Provider of leverage and capital guaranty to asset management companies.

Head of Alternative Asset Risk Management
=> Hedge funds Structured Product, Insurance derivatives, Credit CPPI.
• Pricing, analysis and validation of each transaction (risk triggers and full documentation).
• Due diligence & Investment Guidelines negotiation.
• Follow-up of the portfolio risks. Propositions for improvements of the risk monitoring system.
• Analysis of new pay-offs. Proposition and execution of hedging strategies.
• Heading a team of 4 people.

Head of Risk at Netquant
Co-founder of Netquant: a company providing risk management services in ASP.
This Company has been bought by Reech Capital Plc and has became Reech Capital France.

Market Risk Manager for the Bank Relative Value Proprietary Trading activities.

• DEM OIS Swaps: Market Making and Curve Arbitraging.
• Quantitative Analyst for Fixed Income Desks