AF

Adrien F.

Quantitative Researcher- Senior Vice President at TOBAM

Adrien F. has a diverse and extensive work experience in the financial industry. Adrien started their career as a Research Part-Time at DIAMANT BLEU GESTION in 2012. Later that year, they also worked as a Research Intern at fifty-five. In 2012, they joined EPEX Spot as a member of the Working Group, where they designed a method for predicting short-term Swiss electricity prices and completed their master's thesis on the topic. Adrien then transitioned to BNP Paribas in 2014, where they served as a Market Risk Analyst, focusing on position and models for equity derivatives. In this role, they analyzed and controlled trading desk risks and validated valuation methodology adjustments. In 2016, they joined TOBAM as a Quantitative Researcher, where they have been responsible for developing, backtesting, and implementing equity and multi-asset portfolio strategies. Their work at TOBAM includes the creation of innovative allocation models and strategies based on statistical and fundamental signals.

Adrien F. has a Grande école d'ingénieur degree in Spécialisation Finance de marché from ENSAE Paris. In addition, they have completed a M2MO (ex DEA laure Elie) degree in Mathematique de la modelisation aléatoire from Université Paris Cité, during the academic year 2012-2013.

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