William Arrata

Background

About William Arrata

Personal website:https://williamarrata.github.io/resume/I am passionate about asset allocation, monetary policy and financial markets. I also have a strong interest in research in quantitative financial economics, and I have co-written two academic papers assessing the impact of the ECB’s unconventional monetary policies on financial markets in the euro area.I am currently an Asset Liability Manager at Banque de France, in charge of stochastic projections of revenues, having previously worked as Fixed Income Portfolio Manager in their FX reserves management division. I also started the ECB’s Asset Purchase Programs in 2015.I have taught quantitative portfolio management at ESSEC business school (both Master and Grande Ecole) from 2014 to 2018, and back again since 2022 onwards.I hold an MSc from HEC (2005), an MRes in financial economics from Univ. Paris I (2006) and a Master in Actuarial Science from ISUP (2020). I am also a CFA Charterholder since 2011 and associate Actuary since 2022.I am fluent in LaTeX and R (especially applied to quantitative finance), and have a good command of Python.