Alireza Mahallati

Portfolio Manager @Amundi

Managing 46 multi-asset income oriented funds in a team of six portfolio managers with an AUM of more than 7 billion EUR. Main responsibility for systematic option writing and yield enhancement on single stocks with the objective of improving the overall Sharpe ratio of the given portfolio. Macro hedging strategies for multi asset portfolios. Equity, duration, direct and indirect hedges. Volatility strategies via equity options, e.g. short and long volatility e.g. various hedges. Relative value strategies (long/short) via equity options Strategic asset allocation: min-variance, mean-variance, reverse engineering