Risk Transfer Portfolio Manager
Frank is Portfolio Manager for the Cheyne risk transfer strategy, focusing on transaction origination, assessment and portfolio construction activities. Prior to joining Cheyne, Frank served as Managing Director and head of Capital and Structured Funding Solutions at Barclays International which he joined in 2006.
Notably, under his leadership, Barclays established the Colonnade SRT programme, which became an industry-leading issuance platform. Frank advised numerous banks on SRT solutions, served as board member of the AFME Securitisation Group and represented the industry on all SRT matters with regulatory bodies such as the PRA, EBA and Fed.
Frank holds a Master Degree from Ecole Centrale, with a year of specialisation in both Applied Mathematics for Finance and Entrepreneurship, and a postgraduate degree from La Sorbonne University in Financial and Economical Mathematics.