Based in Paris, Metori Capital Management is an asset management company founded in November 2016. Its founders are seasoned professionals in fund management and capital markets, lifted out from Lyxor Asset Management (Société Générale Group).

Metori’s primary objective is to accelerate the development of the Epsilon program Launched in 1994, Epsilon is one of the oldest managed futures program in Europe. Under the tenure at Lyxor of Nicolas Gaussel as CIO, Guillaume Jamet as principal manager and Laurent Le Saint as product manager, the program has won multiple awards and reached a size of 400 M€.

Metori is fully owned by its founding partners. It brings together 8 experienced professionals with complementary skills. The company is an entrepreneurial venture that aims to service its investors through focusing resources on research, fund management, risk control and business development. It operates with a robust infrastructure and carefully selected service providers.

Metori started operating in May 2017. It is regulated by the Autorité des Marchés Financiers (AMF) in France, is registered as a CPO and CTA with the U.S. Commodity Futures Trading Commission (CFTC) and is a member of the National Futures Association (NFA).

Nicolas has 20 years of experience in finance, including 15 years in asset management. He has been Lyxor’s CIO since 2012, overseeing 100+ portfolio managers, researchers and financial engineers. Prior to this, Nicolas held various management positions, notably in Asia. Nicolas holds an engineering degree from French Ecole Centrale de Paris, and a PhD in Economics from Paris La Sorbonne. He has been a quantitative finance lecturer in different master programs and contributed to various articles and academic conferences.

Guillaume has been Epsilon’s Principal Manager since 2013. He joined SG Group in 2003 and occupied various key positions in the quant domain. He gave frequent lectures on quantitative finance at the Paris ENSAE. Prior to this, Guillaume worked 5 years teaching mathematics at University Paris VI and published his research in top tier international journals. He obtained his PhD in Mathematics and Master in Applied Probability and Finance from University of Paris VI, and holds the title of “Agrégé de Mathématiques”.

Laurent has 20 years of experience in capital markets and asset management. He has been with Lyxor since 2012, as head of product development for systematic, flexible and debt funds. He was previously at Société Générale Hong Kong since 2009. He started his career in 1996 as a financial engineer at SG’s Equity Derivatives division, where he developed a large fund-derivatives and financing business. Laurent graduated from the Institut d’Études Politiques de Paris in 1994, with a Master in Corporate Finance and Capital Markets.

Philippe has been a quantitative fund manager at Lyxor since 2013, specialized in smart beta and quantitative fixed income. Prior to this, Philippe has been a quantitative researcher for the derivatives division of Société Générale from 2004 to 2013, applying his expertise to various asset classes. He started his career in 2003 at HSBC as a quant analyst in the model validation team. Philippe holds engineering degrees from Ecole Polytechnique and ENSAE, and a Master degree in applied mathematics from the University Paris VI (Jussieu).

Guillaume has ten years of experience in the financial services industry. Prior to joining Metori, he worked within Oliver Wyman’s Finance and Risk practice where he conducted strategic assignments for financial institutions, exchanges and regulators in Europe, the U.S. and Asia. He started his career at BNP Paribas trading equity derivatives, before joining BearingPoint’s Capital Market practice. Guillaume holds an engineering degree from Supélec and a Master’s degree in Financial Mathematics from Wollongong University (Australia).

Guillaume Jamet and Nicolas have worked together since 2001. In 2011, Nicolas asked Guillaume to take over Epsilon’s research and appointed him as Fund Principal in 2013. Laurent and Nicolas met in Asia back in 2010, and Laurent joined Lyxor in 2012 to steer the development of quant strategies. Since 2012, Guillaume, Laurent and Nicolas have worked closely together. Philippe met Nicolas and Guillaume Jamet during his tenure at the SG Capital Market quant research team. He eventually joined Lyxor where he contributed to the extraordinary growth of its quantitative fixed income program. In 2016 the team set out to find a suitable fifth partner to take responsibility for risk and operations. They chose Guillaume Dermer and he has since made a key contribution to the launch of Metori.