Thomas Dunn
Multi-asset Portfolio Manager Assistant @Le Conservateur
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WORK HISTORY
Multi-asset Portfolio Manager Assistant @Le Conservateur
Paris, FR
Aided PMs on FI & Equity, tracking portfolio sensitivities, exposures, and FX risks.• Created VBA macros to automate data tasks, cutting manual workload and boosting efficiency.• Developed Python-based FI attribution (Rolldown, Valuation, Carry) for improved return analysis.• Built a dashboard for PMs to measure equity factor exposures, integrating macro correlations for improved positioning.
EDUCATION
Largenté
Baccalauréat
Pace University - Lubin School of Business
Master's degree
Prépa Sainte-Marie Grand Lebrun
Intensive preparation program to Top French engineering schools entrance exams
Universitat de Vic – Universitat Central de Catalunya (UVic-UCC)
Bachelor of Engineering - BE
ESILV - Ecole Supérieure d'Ingénieurs Léonard de Vinci
Master 2 (M2)
ABOUT THOMAS DUNN
Currently advancing my Financial Engineering expertise at Pace University. As an Assistant Quant PM at Sienna Investment Managers, I’ve honed my skills in performance attribution and stress testing. My team and I developed an R-based performance attribution algorithm, enhancing client reporting and empowering more strategic investment decisions. Previously, at Société Générale Corporate and Investment Banking, I sharpened my risk analysis and tool automation abilities. Collaborating closely with cross-functional teams, I modernized metrics for FX and exotic rate products, boosting efficiency and improving market risk monitoring. Driven by a commitment to leveraging technology in finance, I continue to seek innovative ways to advance financial strategies through quantitative insights.
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