Michael Belpaire, CFA

Michael Belpaire, CFA

Strategy analyst, Unigestion
 

Currently employed at Unigestion

Previous: Key Asset Management, PAAMCO, KBC Alpha, Natixis Asset Management, HSBC Asset Management

 

Previous: Université Clermont 1 Auvergne, Ecole Nationale Statistiques Administration Economiques Malakoff, Institut D'Administration Des Entreprises, Università Degli Studi Di ROMA La Sapienza

Experiences

Investment Associate

At Key Asset Management

From 2009 to 2010
Analyse, monitor and recommend CTA funds for our dedicated fund of CTA strategies and our multi-strategy fund Analyse, monitor and recommend UCITS III funds Develop quantitative tools such as the fund exposure monitoring tool based on funds’ newsletter information
 

Quantitative Hedge Fund Research Manager

At PAAMCO

From 2008 to 2009
Assumed same responsibilities in PAAS as during KBC Alpha Asset Management Integration of PAAS risk management process into PAAMCO’s proprietary risk management approach based on full position transparency
 

Quantitative Hedge Fund Research Manager and Portfolio Manager

At KBC Alpha

From 2006 to 2008
Covered existing and prospective quantitative-oriented hedge fund investments (CTA, Quantitative Market Neutral) which included regular site visits to Japan, Australia, Singapore and the U.S. Developed portfolio construction tools and participated as a member of the Portfolio Management Committee...
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Portfolio Manager

At Natixis Asset Management

From 2003 to 2006
Manage Funds of Hedge Funds and Structured Products: Define the Strategic Allocation of the Fund of Hedge Funds of funds over 200 million euros Invest in alternative strategies as Long Short Equity, Event Driven, Convertible Arbitrage, CTA and Global Macro Calculate and Follow the Risk Management
 

Assistant Portfolio Manager

At Natixis Asset Management

From 2001 to 2003
Assisted the portfolio managers in their daily management of global macro portfolios (middle office function) and short-term fixed income portfolios (credit risk management) Managed short duration money market allocation of all portfolios (over €200mln) Developed performance attribution...
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Quantitative analyst

At HSBC Asset Management

From 2000 to 2001
Determined the arbitrage opportunity in the sectorial diversification by analyzing the homogeneity of the sectors throughout the world Computed a Black Litterman Model
 

Skills

 
  • Asia
  • Asie
  • Asset management
  • Finance
  • Fonds de Fonds
  • Gestion d'actifs
  • Hedge Fund
  • Hedge funds
  • Show all skills (11)

Centres d'intérêt

 
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