Michel SEMERTZIDIS, Ph.d.,   FinancialWebSite

Curriculum Vitæ

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 : michel@semertzidis.net
Fax : +33-1-53.01.32.03                                                              WEB : www.semertzidis.com

15 years' experience of international financial markets.
Structurer of exotic derivatives products.  Computing expertise.
Multi-market skills and commercial acumen.

                    PROFESSIONAL EXPERIENCE
1996 - to date. 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 currently EUR 5 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. CCF, Paris  (Investment Bank: Research and Innovation Department)  www.ccf.com
Financial engineer
- 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
Project Manager
- 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
Project Manager
- 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 data gathered over 25 years to determine the optimum siting of electricity generators.

                    EDUCATION
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 Masters from the department of Physics and Mathematics, University of Patras, Greece.

                    SKILL AREAS
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 architecture, UNIX, Windows NT, Macintosh.
Languages : C, C++, Pascal, Fortran.
Networks : TCP/IP - INTERNET, World Wide Web, International mailing lists, Newsgroups.

                    LANGUAGES
Greek  native speaker.
French  new-native speaker proficiency.
English  excellent.
Spanish fair.