Pierre-Yves Moix

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.

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

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.

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

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

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.

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.

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.

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.

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.

Risk Management

Quantitative Finance, Risk Management

Statistics

Finance

Finance