Gygmy Gonnot

About

Experience

• Managing DirectorCurrent

  Focus Investment Group · New York City Metropolitan Area

  Jul 2002 – Present

  𝗙𝗼𝗰𝘂𝘀 𝗜𝗻𝘃𝗲𝘀𝘁𝗺𝗲𝗻𝘁 𝗚𝗿𝗼𝘂𝗽 𝗟𝗟𝗖 (“𝗙𝗜𝗚”), 𝗔𝘀𝘀𝗲𝘁 𝗠𝗮𝗻𝗮𝗴𝗲𝗺𝗲𝗻𝘁, 𝗡𝗲𝘄 𝗬𝗼𝗿𝗸, 𝗡𝗬 𝘔𝘢𝘯𝘢𝘨𝘪𝘯𝘨 𝘋𝘪𝘳𝘦𝘤𝘵𝘰𝘳, 𝘍𝘶𝘯𝘥 𝘰𝘧 𝘏𝘦𝘥𝘨𝘦 𝘍𝘶𝘯𝘥𝘴 & 𝘗𝘳𝘪𝘷𝘢𝘵𝘦 𝘔𝘢𝘳𝘬𝘦𝘵 𝘍𝘶𝘯𝘥𝘴 𝗣𝗼𝗿𝘁𝗳𝗼𝗹𝗶𝗼 𝗠𝗮𝗻𝗮𝗴𝗲𝗺𝗲𝗻𝘁: • Senior Member of FIG’s Asset Management Committee, overseeing strategy and manager allocation as well as risk management • Identify and evaluate new investment opportunities, execute transactions and manage portfolio and investments across all strategies • Managed $1.5B AUM at peak in both multi-strategy and strategy specific portfolios and investments (Equity Long/Short, Event-Driven, Macro, Arbitrage, Seeding, Center/Overlay Book) 𝗙𝘂𝗻𝗱 𝗮𝗻𝗱 𝗦𝘁𝗿𝗮𝘁𝗲𝗴𝘆 𝗥𝗲𝘀𝗲𝗮𝗿𝗰𝗵: • Lead fundamental and quantitative research teams, overseeing fund and investment sourcing • Conduct due diligence effort for over 100 hedge funds, private equity funds, private credit funds, co-investments and direct investments • Coverage across multiple strategies, including Equity Long/Short, Event-Driven, Distressed, Macro/CTA, Arbitrage, Private Equity, Private Credit and Real Estate 𝗧𝗲𝗰𝗵𝗻𝗼𝗹𝗼𝗴𝘆: • Developed internal software for exposure aggregation based on underlying holdings of funds • Built a risk engine to compute VaR, CVaR, stress tests/historical scenarios etc. based on holdings and time series of returns • Designed and implemented optimization framework for asset allocation (Mean-Variance, Black Litterman, Risk Budgeting) • Created a simulation and back-testing framework for model portfolios 𝗕𝘂𝘀𝗶𝗻𝗲𝘀𝘀 𝗗𝗲𝘃𝗲𝗹𝗼𝗽𝗺𝗲𝗻𝘁: • Spearheaded institutional fundraising efforts with pension funds, asset managers/owners, foundations and endowments • Led investor relations, ensuring transparency and alignment with stakeholders

• Managing DirectorCurrent

  Vidrio Financial · Greater New York City Area

  Jan 2012 – Present

  𝗩𝗜𝗗𝗥𝗜𝗢 𝗙𝗶𝗻𝗮𝗻𝗰𝗶𝗮𝗹 𝗟𝗟𝗖, 𝗙𝗶𝗻𝘁𝗲𝗰𝗵 𝗦𝗮𝗮𝗦, 𝗡𝗲𝘄 𝗬𝗼𝗿𝗸, 𝗡𝗬 𝘔𝘢𝘯𝘢𝘨𝘪𝘯𝘨 𝘋𝘪𝘳𝘦𝘤𝘵𝘰𝘳, 𝘔𝘶𝘭𝘵𝘪-𝘈𝘴𝘴𝘦𝘵 𝘊𝘭𝘢𝘴𝘴 𝘐𝘯𝘷𝘦𝘴𝘵𝘮𝘦𝘯𝘵 𝘗𝘭𝘢𝘵𝘧𝘰𝘳𝘮 (𝘚𝘢𝘢𝘚) 𝗠𝗮𝗻𝗮𝗴𝗲𝗱 𝗗𝗮𝘁𝗮 𝗦𝗲𝗿𝘃𝗶𝗰𝗲𝘀: • Lead a team responsible for portfolio and investment monitoring across alternative assets • Oversee data processing and reconciliation for investment transactions, valuations, exposure and risk aggregation • Monitor over $130bn in alternative assets across 1,500+ funds and investments • Process over 1M+ data points monthly using AI and machine learning 𝗔𝗱𝘃𝗶𝘀𝗼𝗿𝘆 𝗮𝗻𝗱 𝗖𝗹𝗶𝗲𝗻𝘁 𝗦𝗼𝗹𝘂𝘁𝗶𝗼𝗻𝘀: • Lead advisory services for large asset allocators to alternatives (pensions, OCIO’s, asset managers, asset allocators, asset owners) • Provide tailored due diligence, asset allocation, risk management and investment monitoring solutions • Deliver regulatory exposure and risk reporting, including Solvency II and TFCD Climate-Related Financial Disclosures 𝗦𝗼𝗳𝘁𝘄𝗮𝗿𝗲 𝗗𝗲𝘃𝗲𝗹𝗼𝗽𝗺𝗲𝗻𝘁: • Contribute to the development of front-office applications for the Vidrio platform • Integrate portfolio management tools with data analytics to enhance decision-making • Develop data collection, enrichment and processing tools using AI and machine learning 𝗕𝘂𝘀𝗶𝗻𝗲𝘀𝘀 𝗗𝗲𝘃𝗲𝗹𝗼𝗽𝗺𝗲𝗻𝘁: • Lead institutional prospecting and client engagement • Manage all aspects of the sales cycle to expand Vidrio’s market footprint

Education

• IDRAC Business school
• NYU Stern School of Business

Skills