Jean-Philippe Ducros

I primarily work as a subcontractor for wealth management firms, family offices, and wealth management structures that wish to outsource the production of quantitative financial analysis reports. I also assist private investors who want an independent audit of their investments. My deliverables are structured, dated, and sourced PDF reports, ready to be delivered directly to end clients.

📊 Initial Quantitative Analysis

Multi-account consolidation (PEA, life insurance, pension plans, employee savings plans, securities accounts, SCPI, real estate). Look-through for each fund, actual geographical and sectoral exposure, overlap identification, total cost of ownership (weighted average TER), liquidity analysis by horizon.

📉 Risk Analysis & Crisis Scenarios

Annualized volatility, Max Drawdown, Sharpe Ratio, Downside Risk, Beta, VaR 95%. Correlation matrix between underlying assets. Historical simulation of 2008 and 2020 crises on capital. Geopolitical stress tests (foreign exchange risk, trade war, oil shock).

🔍 Fee Audit & ETF Benchmark

Comparison of active funds vs. ETFs, Tracking Difference, Jensen's Alpha, compared Sharpe Ratio. Simulation of fee erosion over 10 to 20 years. Identification of competitive alternatives on the same index.

🏢 SCPI Expertise in Life Insurance

Health indicators: TOF, Reserve (RAN) in months of dividends, reconstitution value vs. share price, debt ratio, shares awaiting withdrawal. Comparison of net returns for life insurance vs. direct ownership. Analysis of the insurer's redistribution rate.

🔬 ETF Screening & Selection

Technical selection based on actual fees (TER), Tracking Difference, Tracking Error, replication method, liquidity (assets under management, volume), actual composition (Top 10 underlying assets), tax treatment according to the account type.

100% independent approach. No commissions. No products sold. No investment advice.

Development of an Excel/Google Sheets wealth dashboard for internal use, designed to produce factual and reproducible analysis reports for each client.

📊 Multi-account Consolidation

Inventory of all assets (PEA, life insurance, pension plans, employee savings plans, securities accounts, SCPI, savings accounts). Automatic calculation of weighted average TER, weighted average SRI, and performance since initial investment. Comparison vs. MSCI World (CW8).

🌍 Actual Geographical and Sectoral Exposure

Automated look-through via SUMPRODUCT - actual exposure in € and % by geographical area and sector, based on the exact composition of each replicated index. Cross-tabulation of area × asset class for detection of hidden overexposures.

📈 Return Simulation

Four projection scenarios over 1, 3, 5, and 10 years: optimistic, central (×70%), 2008 crisis, Covid crisis. Envelope fees and management fees deducted automatically.

🏢 SCPI Module

Health indicators per SCPI: TOF, Reserve (RAN) in months of dividends, reconstitution value vs. share price, debt ratio, shares awaiting withdrawal. Comparison of net returns for life insurance vs. direct ownership.

🌐 Macroeconomics & CAPE Module

Monitoring of CPI and Composite PMI (USA, Eurozone, China) with automatic signals. Multi-index CAPE (USA, Europe, Japan, Emerging, Global) with historical median, deviation in % and expected real return over 10 years. Assistance for asset allocation based on the macroeconomic regime.