Head of Investment Solutions Strategy & Design
Cyril leads Investment Solutions Design for Aviva Investors globally. The purpose of the team is to design outcome-oriented solutions aiming to meet individual clients’ objectives and constraints. The team owns and develops models used to design those solutions.
Experience and qualifications
Before joining Aviva Investors in 2017, Cyril was a Director at PwC where he focused on ALM and asset related projects mainly for UK insurance companies. Over the 3 years spent at PwC, he focused on capital optimisation and supported clients on a range of Solvency II projects such as internal model building & validation, internal credit rating review and structuring of assets in the context of matching adjustment. Prior to PwC, he held a range of positions within investment banks (Deutsche Bank and Morgan Stanley) in ALM structuring. Over the 8 years spent in front office, he supported insurance and pension clients across Europe implementing investment strategies. This included annuity and UK with profit portfolio optimisation, market risk hedging (inflation, rates and equity) and designing investment strategies in cross asset risk premia. He also supported firms developing new savings and retirements products; deriving the appropriate investment and hedging strategy. Prior to that, he worked 4 years for a software company, Fermat (now Moody's Analytics), building quantitative models for banks focusing on economic capital models and retail bank products with embedded options.
Cyril holds a PhD in Finance and masters degree in Mathematics and Financial Engineering.