Yves Lehmann

Current

Executive Director at Société Générale Corporate and Investment Banking

Past

Variable Annuity Schemes at Société Générale Corporate and Investment Banking
Global Solutions for Financial Institutions (GSFI) at Société Générale Corporate and Investment Banking
Insurance & Pensions Group (IPG) at Société Générale Corporate and Investment Banking

Alternative Risk Transfer (ART) at Société Générale Corporate and Investment Banking
Structured Alternative Investments at Société Générale Corporate and Investment Banking
Financial Engineer at Societe Generale Securities North Pacific (SGSNP)
Consultant at EGIS Sarl
Head of sales network, Direction Opérationnelle de Lille at France Telecom

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5 more...

Education

Ecole nationale supérieure des Télécommunications
Ecole polytechnique
Lycée Louis-le-Grand, Paris

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Recommended

2 people have recommended Yves

Connections

219 connections

Industry

Capital Markets

Yves Lehmann’s Summary

As a financial engineer & business developer, Yves is active mostly in topics at the confluent of insurance and finance: variable annuities & individual guarantees, life settlements & insurance financing, longevity risk transfer... Other interests currently include sustainable finance & quality management.

Previously, Yves was active in the development of the Lyxor alternative investment platform, the launch of hidden assets (correlation swaps, investable credit and volatility indices) and ALM solutions for financial institutions.

Yves graduated from Ecole polytehcnique and Telecom ParisTech. Before joigning Societe Generale, he worked with France Telecom and Egis, an international consultancy.

Speaker to conferences & training seminars, contributor to Risk Books. Educational partnerships with academic institutions.

Yves Lehmann’s Specialties:

Capital markets, Variable Annuities & GMxB, insurance and pension ALM, financial engineering, life settlements, insurance financing & securitisation

Yves Lehmann’s Experience

Executive Director

Société Générale Corporate and Investment Banking

(Public Company; Banking industry)

September 2009 — Present (4 months)

Variable Annuities, Watch & Project Incubation. As a financial engineer, Yves is currently active mostly in topics at the confluent of insurance/pensions and finance such as variable annuities / GMxB, individual guaranteed schemes, life settlements and insurance securitization... Other interests include sustainable finance & quality management.
Speaker to conferences & training seminars: Risk, Life & Pensions, British Institute of Actuaries... Also working with various academic establishments on applied research.
Variable Annuity Schemes

Société Générale Corporate and Investment Banking

(Public Company; Banking industry)

January 2008 — August 2009 (1 year 8 months)

In charge of coordinating SG's offer for insurance products: Variable Annuity Schemes (VAs) and Guaranteed Minimum Benefits (GMxB).
- Product development & marketing strategy
- ALM of unit-linked insurance policies & defined contribution pension schemes
- Pricing & structuring of guaranteed schemes and reinsurance solutions
- Support to sales force
Speaker to conferences & training seminars: Risk, Life & Pensions, British Institute of Actuaries...
Global Solutions for Financial Institutions (GSFI)

Société Générale Corporate and Investment Banking

(Public Company; Banking industry)

September 2005 — December 2007 (2 years 4 months)

- Coordinates offers on Variable Annuity (VA) Schemes and Guarantees Minimum benefits (GMAB, GMWB, GMDB, GMxB), including reinsurance.
- Develops ALM / capital solutions for European and Asian insurance companies.
- Initiated and contributed to devleopment of new indices: SGI Bond, SGI Credit Europe, SGI Vol Premium.
- Educational partnerships with leading academic institutions (Edhec, St Gallen University, HKUST...)
Insurance & Pensions Group (IPG)

Société Générale Corporate and Investment Banking

(Public Company; Banking industry)

April 2005 — September 2005 (6 months)

Founded the IPG, later merged into GSFI (Global Solutions for Financial Institutions):
- Monte-Carlo simulations of structured products in a portfolio context.
- Stochastic ALM model for Dutch pension funds, including measurement of cross-generational subsidies and embedded optionalities introduced by conditional indexation.
Alternative Risk Transfer (ART)

Société Générale Corporate and Investment Banking

(Public Company; Banking industry)

September 2001 — March 2005 (3 years 7 months)

- Launch of the ART business line, with a focus on equity correlation and dispersion, with reinsurers and hedge funds
- Development of the "hidden assets" concept
- Launch of the "River Funds" for securitizing ART in an investable form for institutional investors
- Implemented the "DAPS" structure for dynamic management within a bond wrapper
Structured Alternative Investments

Société Générale Corporate and Investment Banking

(Public Company; Banking industry)

April 1998 — September 2001 (3 years 6 months)

Financial engineering, with a focus on structured alternative investments, and development of the Lyxor hedge fund platform.
- Development of structured and leveraged investment products, based on "Astaris" technology.
- Creation of the Lyxor Master Fund, set up of managed accounts and prime brokerage relationships with the first hedge fund managers of the platform, development of the risk management guidelines.
Financial Engineer

Societe Generale Securities North Pacific (SGSNP)

(Public Company; GLE; Banking industry)

June 1995 — March 1998 (2 years 10 months)

Developed the business for guaranteed fund-linked products from 0 to USD 2 billion
- Re-engineering of the Astaris technology for fund-linked guaranteed investments
- Partnership with a large securities house for marketing in Japan
- First public issue of SG bonds in Japan
- First domestic exchangeable bonds in Japan
Consultant

EGIS Sarl

(Management Consulting industry)

December 1990 — May 1995 (4 years 6 months)

Management consulting on high-technology industries, in Paris and Tokyo
- Telecommunications and information technology: makreting & technological watch, lobbying, M&A
- Motor industry
Operational management of the Tokyo office from 1993 to 1995.
Head of sales network, Direction Opérationnelle de Lille

France Telecom

(Privately Held; 10,001 or more employees; FTE; Telecommunications industry)

July 1988 — December 1990 (2 years 6 months)

- Restructured sales force
- Development of a telemarketing platform
- Launch of new products in the region: ISDN, teleport, Numero Azur...
- Relationship with e-commerce large- & mid-size users (Minitel)

Yves Lehmann’s Education

Ecole nationale supérieure des Télécommunications

Corps des Télécommunications 1986 — 1988
Ecole polytechnique

1983 — 1986
Lycée Louis-le-Grand, Paris

Preparatory class , Mathematics (M') , 1981 — 1983