Cyril Reibel
Global Macro Fixed Income Portfolio Manager (Intern)
Lombard Odier Investment Managers
Genève, Suisse
Cyril Reibel
Global Macro Fixed Income Portfolio Manager (Intern)
Lombard Odier Investment Managers
Genève, Suisse
Jan 2012
à présent
Global Macro Fixed Income Portfolio Manager (Intern)
Lombard Odier Investment Managers
Genève
• Developed several quantitative tools on Matlab: Real-Time Option Monitor to price conditional structures on Rates’Futures and manage their Greeks, a StepCurve monitor to find trading opportunities in Short-Term derivatives markets, Cross-Market Rela
Jan 2011
Jul 2011
Equity Derivatives Strategist (Intern)
Société Générale
Paris
• Developed quantitative tools to answer client’s needs through screenings (Implied Vol, Skews, Implied Correlation . . . ) and to generate new trade ideas for the Sales Team
• Initiated several new projects: Vol Pair Trading (Stock vs Stock &
Jul 2010
Jan 2011
Quantitative Risk Analyst
Edmond de Rothschild Investment Managers
Paris
• Funds analysis and setting up new controls, and computing many IT tools on VBA (Excel, Access, Bloomberg and Outlook) to help directors to take their investment decisions.
• Research article analysis and computing a VBA model in order to calculat
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