Pierre Danilowiez

• • Defined and implemented Global Strategic & Tactical Asset Allocation across public and private markets

• • Designed and implemented scalable systematic equity allocation framework suitable for institutional deployment (Sharpe >1.5, $40M AUM)

• • Led discretionary fixed income strategy outperforming benchmark by 25bps since inception in the short-end US Treasury curve

• • Conducted performance attribution analysis and benchmark construction for managed strategies

• • Implemented derivatives overlays to manage duration exposure, hedge equity beta, and optimize portfolio convexity during shifting rate and inflation regimes

• • Designed portfolio risk framework (VaR, stress testing, liquidity scenario analysis) and monitored style drift and factor exposures

• • Led formal Investment Committee process, producing structured allocation reports and risk reviews

• • Oversaw due diligence across mutual funds, ETFs, equity long/short, volatility strategy, hedge funds and private investments

• • Led investment, trading and investment research teams

• • Manage the expansion of investments in both public, private, and alternative markets

Acting as Portfolio Manager and as

• • Managed UCITS global equity strategy (30MEUR AUM) within absolute and benchmark-relative framework; maintained disciplined tracking error control and systematic factor exposure management: +16% net EUR 3Y Total Return with volatility 8% annualized, max drawdown less than 10%

• • Collaborated with risk and compliance teams to ensure regulatory adherence (UCITS/AIFMD)

• • Conducted portfolio construction and optimization using mean-variance optimization and factor-based equity allocation

• • Performed advanced risk analysis (volatility, tracking error, drawdown, VaR)

• • Led institutional fundraising efforts, conducting 200+ meetings with pension funds, insurers, and family offices

• • Developed Marketing content: factsheets, presentations, articles and interview in the media

• • Management of the 4 person's team: equity analyst, investor relations and salesperson

• • Produced quantitative risk analysis for family offices' portfolio

European single stocks, index and light exotic flow desk

• • Generated consistent multi-million-euro annual P&L through volatility trading and disciplined Greeks management (Delta/Gamma/Vega)

• • Led derivatives structuring and pricing for private banking, institutional and hedge fund clients

• • Electronic market maker across listed derivatives (MEFF/IDEM) and structured products (warrants, bonus certificates, turbos, Delta One)

• • Actively managed risk across large structured product inventory using dynamic hedging strategies

• • Supervised European pricing control framework (Proxygen), reducing operational losses by >50%

• • Trained and mentored 5 junior equity derivatives traders and structurers