Philippe Imhoff

head of convexity solutions asia, portfolio manager, Amundi Japan
Bio

Philippe Imhoff joined Amundi Japan in April 2014 as an equity derivative trader and became Volatility Portfolio Manager in January 2016. He is co-managing Amundi Volatility World fund.

Amundi Convexity solutions team is offering both equity upside participation overlays and protection overlays to mitigate equity downside risk and lower overall volatility. Amundi is a one of the leader in managing equity options strategies offering tailor-made approach to best-fit client’s objectives and constraints.

Philippe has previously worked as an Equity Derivatives trader in charge of Flows and Structured Products in different investment banks. Philippe started his career in 1996 at Société Générale Paris as Equity Derivative Trader. In 2000, he moved to Crédit Lyonnais Tokyo Branch as Head of Volatility and Index Arbitrage. In 2004 he became Executive Director of Credit Agricole when Credit Lyonnais and Credit Agricole merged. In 2009, he was General Manager of Equity Derivatives at Shinsei Bank.

Philippe Imhoff has an engineering degree from “Ecole Nationale des Ponts-et-Chaussées” and holds a Master’s Degree from “Collège des Ingénieurs”.

Event Participation

Japan EQD 2024

Japan EQD 2024

EQDerivatives is responding to market demand and launching the latest forum dedicated to cross-asset volatility, derivatives and quantitative investing education - Japan EQD.
Japan EQD 2024
CEST

Japan EQD 2024

EQDerivatives では最新のクロス・アセットのボラティリティ、デリバティブ、クオンツ投資のテーマに特化した最新のフォーラム『Japan EQD』を開始します。
Asia EQD 2023
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Asia EQD 2023

Asia EQD is the leading forum for asset allocators, portfolio managers and market makers to detail the latest trends, developments and opportunities in multi-asset, alternatives and systematic investing across global markets.

Related Articles

Philippe Imhoff, portfolio manager at Amundi Japan, said markets in Japan have a relatively high level of implied volatility which should offer opportunities over a short period of time. Imhoff highlighted that the extremely cheap skew combined with a very strong spot up, volatility up environment could reverse if the upside trend slows down. 
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