Pierre-Yves Moix

Angestellt, Alternative Risk Premia, Global Asset Allocation, GAM
Einsiedeln, Schweiz

Werdegang

Berufserfahrung von Pierre-Yves Moix

  • Bis heute 10 Jahre und 9 Monate, seit Nov. 2014

    Alternative Risk Premia, Global Asset Allocation

    GAM

    Joined GAM with the Alternative Beta Partners team to further develop the alternative risk premia offering and other quantitative initiatives. Focusing now on the management of alternative risk premia portfolios and global asset allocation models.

  • 1 Jahr und 11 Monate, 2013 - Nov. 2014

    Chief Investment Officer (CIO), co-CEO

    Alternative Beta Partners

    Responsible for the investment research and process of Alternative Beta Partners AG (ABP) and working on the development of new strategies, asset allocation models and design of new products. ABP is a quantitative global asset allocator whose employees have one of the industry's longest track-records in the implementation of liquid, transparent, systematic, and dynamic trading strategies

  • 2009 - 2012

    Chief Risk Officer (CRO) Multi Manager Business

    Man Investments

    Since 2009 also Chief Risk Officer and member of the Management Committee of Man Multi Manager Business. Integrated the risk management teams of the three legacy Man’s fund of funds. Member of Man Multi Manager Investment Committees. Team size of up to 45 people, the largest team of Man Multi Manager Business covering investment, operational, corporate risk management as well as systems implementation and in-depth evaluation of managers before the investment decision.

  • 2007 - 2012

    Chief Risk Officer (CRO)

    Man Investments

    Swiss representative of the Alternative Investment Management Association (AIMA) the global hedge fund and alternative investment industry body. From 2005 to 2009 member of the AIMA Council, from 2009 to 2012 member of the EMEA Regional Advisory Committee

  • 2005 - 2012

    Director and Council Member

    AIMA

    Swiss representative of the Alternative Investment Management Association (AIMA) the global hedge fund and alternative investment industry body. From 2005 to 2009 member of the AIMA Council, from 2009 to 2012 member of the EMEA Regional Advisory Committee

  • 2002 - 2007

    Chief Risk Officer (CRO)

    RMF

    Quantitative analysis, RMF Investment Products Pfäffikon. Started as a quantitative analyst and built up the Quantitative Analysis team (15 people), whose objective was to provide economic research and quantitative solutions for all units of the firm. Made several studies on the asset allocation of hedge funds, the definition of hedge fund benchmarks, and the modelling of hedge fund returns.

  • 2000 - 2002

    Head Quantitative Analysis

    RMF

    Quantitative analysis, RMF Investment Products Pfäffikon. Started as a quantitative analyst and built up the Quantitative Analysis team (15 people), whose objective was to provide economic research and quantitative solutions for all units of the firm. Made several studies on the asset allocation of hedge funds, the definition of hedge fund benchmarks, and the modelling of hedge fund returns.

  • 1996 - 1999

    Research Fellow

    Universität St. Gallen HSG

    Member of the Institute for Operations Research of the University of St Gallen, Development of an approximation method for portfolio distributions (as a project of RiskLab, the inter-university research institute), Analysis and implementation of different Value-at-Risk methods, analysis of different option hedging strategies.

  • 1994 - 1995

    Quantitative Analyst

    Credit Suisse

    Finance analysis and derivatives pricing, department “Financial Analysis”, weekly publication of recommendation list for equity derivatives for staff and clients and implementation of pricing models for stock and interest rates derivatives.

  • 1992 - 1994

    Head performance measurement

    UBS AG

    Department “Investment Advisory and Research”, headed up the team responsible for the performance measurement and attribution analysis of large investment funds and also worked on the implementation of new performance attribution models and was involved in several projects on quantitative asset allocation models.

Ausbildung von Pierre-Yves Moix

  • 1998 - 1998

    Risk Management

    The Global Association of Risk Professionals

    Risk Management

  • 1996 - 2000

    Operations Research

    Universität St. Gallen

    Quantitative Finance, Risk Management

  • 1994 - 1998

    Statistics

    Université de Neuchâtel

    Statistics

  • 1994 - 1997

    Financial Analysis

    CFA Insitute

    Finance

  • 1985 - 1990

    BWL

    Universität St. Gallen

    Finance

Sprachen

  • Französisch

    Muttersprache

  • Deutsch

    Fließend

  • Englisch

    Fließend

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