Mehdi Brahem

FAQ About Mehdi Brahem

• What is Mehdi Brahem's address?

  Mehdi Brahem is located at
  Paris, Paris, France

• What is Mehdi Brahem's job title?

  Mehdi Brahem is a
  • Provide client on regular basis and on-demand with detailed view of our desk activity : transactions with accounting impact, primary market, cashflows • Support portfolio managers : portfolios trades and key figures, performances attribution, committees materials, NAV validation • Actively participate in projects : set up of POINT (Barclays tool), migration from Decalog to Bloomberg AIM. • Head of IT domain : responsible of team and monitoring projects for alternative investments subsidiary (funds of hedge fund) • Project manager for java and software integration projects. One of the aspects was the introduction of eXtreme Programming method • Developer and business analyst of tools for various departments : Front office, risk management, data management, middle office. • Development of front office portfolio keeping tool to manage orders, positions and risk indicators through stress tests. • Functional tests to validate credit risk tool developed by java team. Department : Insurance Related Derivative Strategies Clients : Allianz Group (mainly French and German OEs), Allianz Investment Management, external partners, Institutional Investors Segments : Life, P&C, mutual funds Management context : Yield enhancement, Hedging, Overlay Asset classes : Rates, Equities, Forex, Inflation, Credit, Volatility, Dividends Products : Derivatives (futures, swaps, options), structured notes (EMTN, SPV), Euro croissance, Mutual Funds · Portfolio manager of mutual funds and mandates, combining a proven equity allocation and efficient collar hedging strategy, with aim to half on average equity SCR. More broadly, expertise in optimized equity hedging and active participation in Sales effort. · Credit strategy combining IG and HY exposures with downside protection and "IG like" credit spread SCR · Dynamic replication of life insurance contract under cliquet option format · Management of insurance mandates dedicated to structured notes and derivatives products, both for investment and hedging purposes. · Negotiation and trading of non-vanilla products · Study and analysis of strategies and products based on derivatives : market opportunities, accounting constraints, related operations, pricing, risk management … · Direct client relationship and advisory for all aspects retated to derivatives with key focus on accounting and regulatory constraints (hedge accounting, Solvency II, IAS 39, local GAAP, IFRS, ISDA/CSA, code des assurances) · Solvency Capital Requirement and Own Funds savings for both standard and internal model using derivatives strategies · Development of management tools, pricers and reports using Office, Bloomberg and databases · Regular meetings with investment banks to improve state-of-art knowledge on derivatives strategies · Relationship with different departments : Sales, Product specialist, Accounting, Middle Office, Reporting, IT, Legal, Data management, Valuation, External providers. Allianz Global Investors

• What industry does Mehdi Brahem currently work in?

  Mehdi Brahem currently works in the
  Allianz Global Investors

• What is Mehdi Brahem's area of expertise?

  Mehdi Brahem specializes in
  • Provide client on regular basis and on-demand with detailed view of our desk activity : transactions with accounting impact, primary market, cashflows • Support portfolio managers : portfolios trades and key figures, performances attribution, committees materials, NAV validation • Actively participate in projects : set up of POINT (Barclays tool), migration from Decalog to Bloomberg AIM. • Head of IT domain : responsible of team and monitoring projects for alternative investments subsidiary (funds of hedge fund) • Project manager for java and software integration projects. One of the aspects was the introduction of eXtreme Programming method • Developer and business analyst of tools for various departments : Front office, risk management, data management, middle office. • Development of front office portfolio keeping tool to manage orders, positions and risk indicators through stress tests. • Functional tests to validate credit risk tool developed by java team. Department : Insurance Related Derivative Strategies Clients : Allianz Group (mainly French and German OEs), Allianz Investment Management, external partners, Institutional Investors Segments : Life, P&C, mutual funds Management context : Yield enhancement, Hedging, Overlay Asset classes : Rates, Equities, Forex, Inflation, Credit, Volatility, Dividends Products : Derivatives (futures, swaps, options), structured notes (EMTN, SPV), Euro croissance, Mutual Funds · Portfolio manager of mutual funds and mandates, combining a proven equity allocation and efficient collar hedging strategy, with aim to half on average equity SCR. More broadly, expertise in optimized equity hedging and active participation in Sales effort. · Credit strategy combining IG and HY exposures with downside protection and "IG like" credit spread SCR · Dynamic replication of life insurance contract under cliquet option format · Management of insurance mandates dedicated to structured notes and derivatives products, both for investment and hedging purposes. · Negotiation and trading of non-vanilla products · Study and analysis of strategies and products based on derivatives : market opportunities, accounting constraints, related operations, pricing, risk management … · Direct client relationship and advisory for all aspects retated to derivatives with key focus on accounting and regulatory constraints (hedge accounting, Solvency II, IAS 39, local GAAP, IFRS, ISDA/CSA, code des assurances) · Solvency Capital Requirement and Own Funds savings for both standard and internal model using derivatives strategies · Development of management tools, pricers and reports using Office, Bloomberg and databases · Regular meetings with investment banks to improve state-of-art knowledge on derivatives strategies · Relationship with different departments : Sales, Product specialist, Accounting, Middle Office, Reporting, IT, Legal, Data management, Valuation, External providers.

• Which languages does Mehdi Brahem speak? 

  Mehdi Brahem speaks the following languages:
  No languages available.

• Which industries has Mehdi Brahem previously worked in?   

  Mehdi Brahem has prior experience in the following industries:
  Allianz Global Investors , Allianz Global Investors , Allianz Global Investors France , Société Générale Asset Management Alternative Investments (SGAM AI) , Société Générale, Risk Department

• What is Mehdi Brahem’s work experience?  

  Mehdi Brahem has the following professional experience:
  Allianz Global Investors , Allianz Global Investors , Allianz Global Investors France , Société Générale Asset Management Alternative Investments (SGAM AI) , Société Générale, Risk Department .

• How can I find Mehdi Brahem on LinkedIn?  

  You can view Mehdi Brahem’s
  LinkedIn profile at LinkedIn URL.

• What are Mehdi Brahem’s work email addresses?  

  Mehdi Brahem’s work email addresses are
  [email protected] .

• What company does Mehdi Brahem work for?  

  Mehdi Brahem works at
  Allianz Global Investors