Arnaud de Servigny
Books: “Behavioral Investment Management” with Greg Davies, “The Handbook of Structured Finance” with Norbert Jobst, “The Standard & Poor’s Guide to Measuring and Managing Credit Risk” with Olivier Renault, “Le Risque de Crédit” with Ivan Zelenko, and “Économie Financière” with Ivan Zelenko
Arnaud de Servigny is the global head of discretionary portfolio management and investment strategy at Deutsche Bank Private Wealth Management (DB PWM). He and his portfolio management teams around the world have €40 billion under direct management. His investment strategy team supports the DB PWM’s global investment committee and its dynamic asset allocation process.
Until mid-2010, de Servigny was a managing director at Barclays Wealth, where he was in charge of economic and behavioral research, investment strategy and asset allocation. He also chaired the bank’s investment committee. He was focused on three main areas: positioning research and strategy as the cornerstone to the investment proposition at Barclays Wealth, bringing to life cutting-edge developments related to asset allocation, and, finally, developing a common investment philosophy within Barclays Wealth, based on innovative techniques in the area of behavioral finance.
From 2001 to 2006 de Servigny was the global head of quantitative analytics at Standard & Poor’s. He was responsible for developing and implementing advanced technology within the firm’s credit market services department. This was centered around the creation of portfolio solutions, early warning indicators, and stress-testing tools. Prior to joining Standard & Poor’s, de Servigny worked in the group risk management department of BNP Paribas, focusing on credit risk–related portfolio management and control.
De Servigny is also an adjunct professor of finance at Imperial College Business School in London, where he co-launched the Master of Financial Engineering and Risk Management program in 2005.
De Servigny holds a Ph.D. in financial economics from the Sorbonne University, an M.Sc. in quantitative finance (DEA) from Dauphine University, and a civil engineering M.Sc. from the École Nationale des Ponts et Chaussées in Paris.
Publications include many papers and articles as well as five books, the first on monetary policy and fixed income, the second and third on credit risk management, the fourth on structuring and the most recent on asset management.
De Servigny has received two awards for his work.
Articles by this Author
Portfolio Strategies »
The optimum portfolio is not only based on the expected risk and return of the investments, but considers an investor’s tolerance for risk.
April 2012 | Journal