Partner, Senior Portfolio Manager
Malek joined Chenavari in September 2008 as Partner and Senior Portfolio Manager focused on the convexity strategy. Malek has over 15 years’ experience in the industry. Prior to joining Chenavari, Malek was Director in charge of Credit & Correlation Proprietary Trading at Calyon in London. In previous roles at Calyon, Malek worked as a Credit Correlation Trader and contributed to the development of trading desk models and pricing and risk management tools. He was later appointed to the Proprietary Credit Trading group, and subsequently, in 2005, was assigned responsibility for the Correlation Prop Book. Malek started his career on the Option and Credit Derivatives Arbitrage Desk at BNP Paribas working on daily risk management of the Credit Exotic Trading Book. Malek holds a Masters in Applied Mathematics (Finance) from Paris Dauphine University and Ecole Centrale de Paris.