Christophe Boucher

- Management of the Quantitative team: 5 data scientists including 3 Phds. - Definition and implementation of the investment process: Investment philosophy, tools and sourcing, database management, investment committees restructuring, fund and security selection, top-down investment strategy. - Portfolio analytics and management: Optimized portfolio allocation and construction (various paradigms), stress testing, performance and risks, factors, style, clustering, risk budgeting. - Actuary and asset-liability simulations: optimized allocations under liability constraints, projections, long-term asset allocation, Economic Scenario Generator - Investment strategy: Quant models assessing extreme risk regimes, expected returns per asset class, top-down quant signals, global macro and risks follow-up, regional/sector/asset class/style allocations, investment committee support and proposals, asset class studies, macroeconomic scenario and asset class views (with client presentations). - Security and Fund selection: Fundamental scoring/ranking for securities and manager selection, shadow rating for fixed income issuers. - Research: Model development (optimization paradigms, risk modeling, risk-premia and volatility dynamics, macro-financial linkages), white papers and scientific watch.

- Tactical Indicators, Market Timing Analyses, Market and Macroeconomic Forecasting - Strategic Committee & Funds Selection Committee - Funds Picking, Strategic Allocation & Tactics Quantitative Tools Development. - Portfolio Analyses - ALM simulations