Arnaud Fortier joined Strategy Implementation in January 2011 as the Head of Financial Engineering. Arnaud is responsible for the implementation of derivative strategies and cross assets solutions, both for Group Investments and Unit-Linked Investments within Investment Managements mandate. Arnaud has successfully developed pricing platform for non-linear products (rates, credit and equities) to ensure consistent approach to pricing and risk management. Arnaud’ team also provides advisory support/recommendations on complex financial programs/ products through a disciplined risk adjusted framework consistent with Investment Management's philosophy.
Arnaud joined Zurich in 2007, where he led the structuring and the development of the CLO’s platform (Collateralized Loan Obligations) for Zurich Group.
Before joining Zurich, he held positions in banks and asset management companies where he gained over 10 years’ experience in quantitative modelling, product development and cross-market trading.
Arnaud holds a Master’s Degree in Economics from the University of Pantheon Sorbonne and a DESS in Financial Engineering.
Arnaud is a French native speaker and fluent in English.