Victor Douek

• Ensure the daily valuation of UCITS funds and the verification of NAVs, including the valuation of derivative instruments • Perform daily securities and cash reconciliations with custodian banks and actively manage pending items until resolution • Oversee the management of financial flows and the monitoring of portfolio positions in internal systems (OLIS, GP4, GPC, ALTO) • Collaborate with asset management companies, auditors and custodians on compliance matters and operational issues

• Carried out VaR analysis at 95% and 99% confidence levels over multiple time horizons and assessed portfolio liquidity using MSCI RiskMetrics through proportional, near-proportional and waterfall models • Built historical stress-test scenarios replicating major financial crises to assess fund performance, highlight potential vulnerabilities and compare results against relevant benchmarks • Coded investment rules in SimCorp and reviewed order eligibility on securities via FactSet to ensure UCITS compliance • Developed four VBA analytical tools with portfolio managers to improve risk monitoring and support investment decisions

• Conducted quantitative analysis on UCITS funds and ETFs, calculating key performance metrics such as standard deviation, sharpe ratio, tracking error and beta across various time periods using Morningstar and Bloomberg • Evaluating fund strategies through qualitative research, including review of investment philosophy, prospectuses, monthly factsheets and market analysis incorporating macroeconomic insights to support decisions making • Monitored arbitrage decisions and drafted management commentaries with comprehensive investor-focused reporting • Updated internal databases, tracked portfolio performance and prepared performance attribution analysis by GICS sectors

• Managed due diligence questionnaires and two RFPs, preparing reports on portfolio movements with market commentary • Conducted ESG research for a responsible finance competition and performed fund analysis using Bloomberg Terminal • Improved Excel workflows by automating tasks and building optimized VBA tools and macros to support team efficiency