VOLATILITY & OVERLAY
VOLATILITY, AN ASSET CLASS AND AN EXPERTISE PER SE
When it comes to volatility, it is important to differentiate between two essential notions. Volatility is a risk indicator for the investor. It is also a liquid asset class that can be invested.
At Seeyond, we have developed specific Volatility and Overlay expertise that aims to propose investment solutions on volatility as an asset class guided by the same philosophy: it is possible to exploit volatility behaviors through strategies that meet specific needs in terms of return:
- Long Volatility : A strategy structurally buying volatility that aims to generate return during volatile market conditions
- Volatility Risk Premium : A strategy structurally selling volatility that aims to generate a long-term positive return by capturing the volatility risk premium
- Overlay strategy : Tailor-made solutions, called overlay hedging, combining hedge against volatility and yield generation opportunity
KEY POINTS
Complementarity with traditional investments
New diversification opportunities through an investment in volatility as an asset class
Liquid and listed
instruments
Liquidity to be reactive, particularly in the event of high market volatility, and active management
Dedicated specialists
Dedicated investment experts and a Chief Executive Officer pioneer in volatility management
OUR CAPABILITIES
OUR EXPERTS
Simon ANINAT
Portfolio Manager
- Simon Aninat worked in the Equity Derivatives Group at J.P. Morgan, first in London and then in Tokyo, where he was a Volatility Trader. He held various roles at Murex Société Générale, J.P. Morgan and Natixis. In 2012, Simon joined Seeyond as a Portfolio Manager dedicated to Volatility Management.
Joran CHALAL
Portfolio Manager
- Joran Chalal began his career as an Assistant Trader at Natixis. In 2017, he joined Société Générale CIB in London also as an Assistant Trader. In 2019, Joran joined Seeyond as a Portfolio Manager specialized in Volatility Management.