Summary
Overview
Work History
Education
Skills
Timeline
Generic

Caroline Meziere

CIO
Amsterdam

Summary

• Responsible for developing flows between the US and Europe on Structured Credit products. Main accounts were assets managers in France, UK, Belgium, Germany and the Netherlands buying mainly CLOs (from senior to equity), senior ABS CDO and senior RMBS/CMBS.

• Responsible for the pricing and trading CLNs and all correlation-related products.

• Generated $200,000 in my first 5 months as gross P&L.

Overview

22
22
years of professional experience
8
8
years of post-secondary education
4
4
Languages

Work History

Consultant

CMFIN Consulting
1 2023 - Current
  • Global risk monitoring for Integra Nadiya.

Chief Investment Officer

Fafnir Investment
01.2018 - Current
  • Investment in direct lending position, structured credit fund and CLOs
  • Due diligence.

Structred Credit Trader

Fieldstone Service & Aegis
01.2011 - 01.2018
  • Secondary trading and pricing of CLO/CDO
  • Responsible for assisting clients to execute on BWIC
  • Follow key market developments and maintain spread information for the team
  • Responsible for maintainning and sending offering sheet
  • Client base development: Increased the flow with 3 majors European asset managers
  • Gross P&L increased 80% year 1 and 20% year 2
  • Developed off-the-run transaction flow mostly between hedge funds.

Credit Sales

Princeridge Group
01.2010 - 01.2011
  • Building account list from scratch, opened dozen of accounts with client who were previously not doing business with the firm
  • Accounts ranged from middle tier asset managers in the West coast to larger Wealth management firms in the mid west and insurance companies on the East coast.

Structured Credit Sales trader

AmericaVest GROUP
01.2010
  • Responsible for developing flows between the US and Europe on Structured Credit products
  • Main accounts were assets managers in France, UK, Belgium, Germany and the Netherlands buying mainly CLOs (from senior to equity), senior ABS CDO and senior RMBS/CMBS
  • Responsible for the pricing and trading CLNs and all correlation-related products
  • Generated $200,000 in my first 5 months as gross P&L.

Risk Manager

FlowTraders
01.2009
  • Managed counterparty risk from the ETF/ETN positions & developed new product approval process.

Entreprener

Passion de France
01.2008
  • Developed business strategy and market positioning
  • Built a profitable business from scratch in 4 months.

Exotics ABS Trader

Calyon
01.2005 - 01.2008
  • Principal Trader on a NBT-TRS and Liquidity put trading book with CDO/CLO cash tranches and ABS as underlying
  • Responsibilities included providing funding/liquidity for the desk, managing the funding in order to reduce the interest rate exposure
  • Secondary trading cash collateralized debt obligation (CDO), RMBS and CLO positions and hedging (ABX)
  • Actively participated in every step of the CDO issuance process (cash and hybrids)
  • Find creative solutions to actively trade Negative Basis Trade positions
  • Researched, stress tested and analyzed ABS (RMBS CMBS, REITs) in Europe and US in an effort to find the best fit for the CDO warehouse and replenishment of ABS CDO
  • Utilized Intex to analyze the modeling of CDOs and CLOs for warehousing and secondary trading purposes, and monitoring open positions
  • Responsible for the day-to-day management of the CPPI book: Monitoring the Gap risk, responsible for the leveraging and de-leveraging of the underlying portfolio (CDS single names, ITRAXX, CDX) and providing best execution.

Structured Credit Trader Assistant

BNP Paribas
01.2002 - 01.2005
  • Development of NBT and CLN Pricer Intra-day used by the team worldwide
  • Replaced by 5 people upon promotion to Structured Credit Trader Assistant
  • Responsible for the CreDIM project: secondary real time trading platform for Correlation CDO and CDS link with a term sheet generator (C++/JAVA)
  • Working with the sales team in order to increase the flow between trading and sales teams and increasing the volume of the secondary trading with clients
  • Responsible for the development and production of the overnight and intra-day IRS, CDS and correlation risk on CDO and CDS, development and production of the sensi aggregation reporting and P&L Explain and conception and implementation of a Structured Credit exotics risk engine (C++/JAVA/VBA) used for the global book (50 users worldwide).

Education

No Degree - Certification in Quantitative Finance

CQF
04.2001 - 04.2010

Master of Science - Computer Science applied to management

IFSIC
France
04.2001 - 04.2002

Bachelor of Science - Economics & Business Administration / Econometry

University of Rennes I
France
04.2001 - 04.1999

Skills

Java, VB and VBA

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Timeline

Chief Investment Officer

Fafnir Investment
01.2018 - Current

Structred Credit Trader

Fieldstone Service & Aegis
01.2011 - 01.2018

Credit Sales

Princeridge Group
01.2010 - 01.2011

Structured Credit Sales trader

AmericaVest GROUP
01.2010

Risk Manager

FlowTraders
01.2009

Entreprener

Passion de France
01.2008

Exotics ABS Trader

Calyon
01.2005 - 01.2008

Structured Credit Trader Assistant

BNP Paribas
01.2002 - 01.2005

No Degree - Certification in Quantitative Finance

CQF
04.2001 - 04.2010

Master of Science - Computer Science applied to management

IFSIC
04.2001 - 04.2002

Bachelor of Science - Economics & Business Administration / Econometry

University of Rennes I
04.2001 - 04.1999

Consultant

CMFIN Consulting
1 2023 - Current

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