Head of Quantitative Fixed Income Portfolio Management
Over 10 years of experience
Olivier Laplénie has been head of the Quantitative Fixed Income Portfolio Management team since January 2014. He is responsible for defining, implementing and monitoring the strategies used in model-driven portfolios.
Between November and 2013, he was head of Model Driven Investments within the Alternative Fixed Income team for BNPP AM.
Before that Olivier worked in the Paris Branch of FFTW UK from 2007 to 2008 as head of quantitative research responsible for developing pricing, valuation and risk management tools. He was also involved in investment management and assisted with CDO structuring and valuation.
Olivier joined BNPP AM in 2005 as a quantitative analyst. He was part of the High Alpha Fixed Income team where he developed the team’s structured credit pricing library and management tools and assisted in the structuring of CDOs and CPPIs.
Olivier graduated from Ecole Polytechnique in 2003 (Financial Mathematics and Economics) and holds a Master’s in Finance and Insurance from Ecole Nationale de la Statistique et de l’Administration (2004). Olivier is based in Paris.