Head of Unit-Linked Guaranteed Products, AXA Group, Adjunct Professor, Université Paris - Dauphine
Graduate from HEC, Science-Po and ENSAE, Aymeric holds a mathematical finance Ph.D from Dauphine university & ESSEC. Rates derivatives quant at ABN AMRO then on commodities derivaties at EDF, he has worked as an hybrids derivatives structurer at Merrill Lynch, then as a volatility strategist at Deutsche Bank. He then joined AXA where he set up a team of model and market risks as a Deputy Chief Risk Officer at AXA Hedging Services. Head of "Structuring, Hedging, Modelling" until October 2011, he is now head of "Head of Unit-Linked Guaranteed Products" at AXA Group (Risk Management, Life & Savings Products). He is also adjunct professor at Université Paris - Dauphine since 2012.
He teaches finance at Dauphine University and HEC Paris, and his research interests are in hedging market liquidity risk for flow and structured products, Variable Annuities product design and hedging strategies, and the modelling of insurance products policyholders’ behaviour.