Cyril Robert Caillault

Cyril Robert Caillault

Lid van de Investeringscommissie bij Banque Lombard Odier & Cie SA (Investment Management)

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Dr. Cyril R.
Caillault is a Senior Portfolio Manager at Banque Lombard Odier & Cie SA. Before joining LOIM, he was a Quantitative Portfolio Manager responsible for the quantitative strategies in the euro fixed-income investment center for Fortis Investments.
Following the merger with ABN AMRO Asset Management in 2008, he was promoted to head of Fixed-income and Currencies quantitative strategies.
In addition, he was appointed head of risk management in July 2009.
He began his career as a quantitative analyst at Dexia Crédit Local in 2001, developing models on interest rates and asset allocation.
Dr. Caillault earned his Ph.D.
in Economics and Management from Ecole Normale Supérieure de Cachan, France in 2005 where he developed quantitative techniques to compute risk measures (Expected Shortfall and Value at Risk).
He also holds a Master’s degree in Mathematical Finance from the University of Reims, France) and is the author of professional and academic publications.

Actieve functies van Cyril Robert Caillault

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Lid van de Investeringscommissie 01-05-2017
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Analist-Vaste Inkomen 01-12-2015
Head-Fixed Income Invts 01-03-2014
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