Michel SEMERTZIDIS, PhD
Nationality: French & Greek
102 rue St-Dominique Marital Status: Married, 3 children
75007 Paris, FRANCE Date of birth: February 15th 1966
Mobile phone : +33-6-09.68.03.85 E-mail : firstname.lastname@example.org
Fax : +33-1-53.01.32.03 WEB : www.semertzidis.com
21 years' experience of international financial markets.
Treasurer, 10 billion EUR Portfolio management including Structured and Derivatives.
Multi-market skills and commercial acumen.
1996 - 2013. Council of Europe development Bank, Paris (Investment Bank; Supranational development bank similar to World Bank, EBRD, EIB) www.coebank.org
Director, Treasury Department
- Trading Swaps and Exotics Derivatives (Options on Swaps, Futures, Caps, Floors).
- Portfolio management included structured products (ABS, CBO, CLO ...) amounting up to EUR 10 billion.
- Secondary market making for the Council of Europe Bank debt.
- Market making for the loans pricing.
- Collateral Management / Treasury Management.
- Financing in major currencies.
- Technical analysis, Multi - country yield curves, Portfolio management techniques.
1996 - 1998. Co-head of Financial Risk Management (Management of a team of 4).
- Stress testing, Monte Carlo simulation, historical simulation, variance / covariance methods.
- Asset and Liability Management (ALM).
1995-1996. HSBC, Paris (Investment Bank: Research and Innovation Department) www.hsbc.com
- Development and improvement of options pricing software.
- Design of portfolio allocation software (technical and fundamental analysis).
1995. Société Générale Asset Management, Paris www.sgam.com
- Stock picking indicators and portfolios risk quantification.
1991-1994. University of Paris VI www.jussieu.fr
Researcher / Professor
- Design and development of artificial adaptive systems software (Neural Networks, Genetic Algorithms).
1990-1991. OIKCOM (brokerage firm), Patras, Greece
- Algorithm design for financial market predictions through technical analysis.
1985-1989. University of Patras Computing Centre, Greece www.cti.gr & www.upatras.gr
Project Manager (Management of a team of 15)
- Development of software for the modelling and analysis of 25 years data in order to determine the optimum sitting of wind-powered turbines electricity generators).
1994 PhD in Artificial Intelligence, University of Paris VII. (Neural Networks, Genetic Algorithms, Artificial Adaptive Systems.
1991 D.E.A. (Postgraduate diploma/degree) in Bio-mathematics and Bio-computing, University of Paris VII.
1990 Master's from the department of Physics and Mathematics, University of Patras, Greece.
Statistics and Applied Mathematics
Expert systems, Interactive decision-making systems, Numerical simulation, Chronological series (FAME), Statistical analysis software (SAS, BMDP, S-plus).
Operating Environments : Client/server architectures, UNIX, Windows, Macintosh.
Languages : C, C++, Pascal, Fortran, LISP, Prolog, Visual-Basic/Excel, Objective-C/Cocoa/iPhone/iPad.
Networks : TCP/IP-INTERNET, WorldWideWeb, Blogs, International mailing lists, Newsgroups.
Greek native speaker.
French new-native speaker proficiency.