Sustainable Financial Structured Products : Managing Risk Appetites Across Modelling, Structuring, and Hedging
Sustainable Financial Structured Products : Managing Risk Appetites Across Modelling, Structuring, and Hedging
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Author(s): Kalife, Aymeric
ISBN No.: 9781032658872
Pages: 448
Year: 202603
Format: Trade Cloth (Hard Cover)
Price: $ 185.14
Dispatch delay: Dispatched between 7 to 15 days
Status: Available (Forthcoming)

Aymeric Kalife has been CEO of iDigital Partners since 2019, specializing in insurance and investment advisory with a focus on digital technologies. He is also Adjunct Professor of Finance at Paris Dauphine-PSL University, and member of the Scientific Board at QuantMinds International. Previously, he was Global Head of Savings (Risk Management & Strategy) and Deputy Group Life Chief Actuary at AXA (2009-2018), where he co-designed and supervised the hedging of Fixed, Variable, and Structured Annuities, representing over $150 billion in assets under management using ~$700 billion Derivatives notionals. He significantly contributed to reshaping the Life Insurance Structured Products business across 20 entities through capital-light innovations and designs tailored to policyholders' needs. Aymeric began his career in investment banking, building deep expertise in structured products and derivatives. At Deutsche Bank, he served as Vice President, Volatility Strategist, covering vanilla & exotic options, and financial structured products trading, market impact, and liquidity risk. At Merrill Lynch, as Associate he structured hybrid derivatives, creating cross-asset Structured Products for institutional clients and Corporates. He also worked as a Quant Analyst at ABN AMRO in interest rate derivatives and at EDF Trading in commodities.


His research focuses on structured products, life insurance design, policyholder behavior, ESG allocation, and market liquidity, with publications and awards from the Society of Actuaries and AM Best. He holds multiple master's degrees (probability at Pierre & Marie Curie university and Ecole Polytechnique, Statistics at ENSAE, Law and economics at Science Po, Finance at Sorbonne), an MBA from HEC Paris, and a PhD in Mathematical Finance from Paris Dauphine University and ESSEC under the supervision of Hélyette Geman.


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