Paul Slomkowski
Angestellt, Senior Investment Risk and Performance Manager, Pictet Asset Management
Geneve, Schweiz
Werdegang
Berufserfahrung von Paul Slomkowski
Bis heute 8 Jahre und 5 Monate, seit Feb. 2016
Senior Investment Risk and Performance Manager
Pictet Asset Management
Half-yearly quality reviews on two long/short portfolios (market neutral/directional) including historical development of gross, net, long and short delta and beta exposures, liquidity and turnover analyses, performance and factor attribution Risk and performance management of thematic funds providing Various projects: automated factor attribution reports in FactSet & Excel, improved liquidity calculation for funds in Java, various additions to reports using VBA
Monthly performance and risk analysis of discretionary mandates and funds (performance and risk attribution, factor analysis) presented to Head of Portfolio Management and various team heads Monthly performance and risk contribution of tactical asset allocation and attribution against strategic asset allocation presented to Investment Committee chaired by CIO Creation of equity screens for value portfolios using various methods Programming languages used: VBA (within Excel and Access), SQL, Matlab
Analysis of changes in VaR, risk sensitivities and scenarios for equity structured products and flow vanilla derivatives; two weekly reports presented to Head of Equity Derivatives Risk in London and Head Trader in Zurich Development of several VBA applications using Access as database for importing risk sensitivities provided by Front Office tool as well as for calculating risk sensitivities not delivered by some desks in front office
Analysis and developing of hedge accounting in Java: automatic hedge pair creation, construction of prospective and retrospective time series, testing of hedge effective-ness using linear regression, accounting entry generation; leading a team of four Development of a finance library in Java
5 Jahre, Jan. 2000 - Dez. 2004
Java Developer
UBS AG
2003-2004: IT Equities department Development of various equity trading applications in Java; led a team of three Member of strategy team which ensured the adoption of best technologies 2001-2002: IT Fixed Income department Development of various fixed income trading tools using Java and C++
Ausbildung von Paul Slomkowski
2005 - 2006
Finance
Columbia Business School
2001 - 2003
Mathematik
Open University
1998 - 1999
Informatik
University of London
1991 - 1994
Philosophy
University of Oxford
1990 - 1991
Maths and Philosophy
University of Oxford
Sprachen
Deutsch
Muttersprache
Englisch
Fließend
Französisch
Fließend
Polnisch
Muttersprache
Russisch
Gut
Italienisch
Grundlagen