Trader Quant Researcher Portfolio Manager Expert Witness

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Trader Quant Researcher Portfolio Manager Expert Witness

Provides Opinion & Testimony In:

Quantitative Portfolio Manager, Executive Recruiter, Legal, Tax, Asset Allocations, Derivatives, Porfolio Management, Securities, Financial Fraud, FINRA Arbitration, Asset pricing, Futures, Forwards, Swaps, ETF’s, Indices, Stock Borrowing, Lending, Corporate Actions, Listed and OTC Contracts, Credit, Foreign Exchange, Interest Rates, Fixed Income, Developed Markets, Emerging Markets, Commodities, Volatility, VIX, Skew, Trading Floors, Financial Services, Broker-Dealers, Hedge Funds, Recruitment

Expert has 25 years of experience in derivatives trading, portfolio management, proprietary trading, structured products and investment research. He has worked with top-tier banks and hedge funds in both London and New York.

Litigation Support

Expert’s own investment experience and his cross-sectional review of other professionals give him unique experience on what can be done, what should be done, what should not be done, and the grey areas in-between.
During a personal case, his legal team was so impressed by his wide and thorough knowledge in finance, his capacity to explain complicated ideas
in simple terms, and his strong performance on the stand, that they strongly recommended he expand into litigation support services.
Expert is now a FINRA/NFA arbitrator, a member of the Securities Expert Roundtable and an IMS Elite Expert. He has consulting affiliations with Ankura, Barrington Financial Consulting Group, The Bates Group, Global Economics Group, Moskalev Consulting and SEDA Experts.

Areas of expertise

Quantitative investments, proprietary trading and derivatives:

  • Securities and derivatives (stock & index options, swaps, exotics…),
  • structured products,
  • complex financial instruments,
  • benchmark manipulations (Libor, FX, indices, VIX) and liquidity management,
  • statistical arbitrage and algorithmic trading,
  • portfolio construction and risks,
  • hedge funds.

Due diligence and selection:

  • Strategy review, risks,
  • selection and employment of front-office personnel: portfolio managers, traders, quants, analysts, chief risk officers (CRO), chief investment officers (CIO)…

Supported practice areas:

  • Trading loss post-mortems,
  • financial fraud & litigation,
  • commodities & securities manipulation,
  • white-collar crime,
  • hedge funds,
  • investigations, enforcement, whistleblowing,
  • alternative dispute resolution, FINRA

REGISTRATIONS, MEMBERSHIPS

FCA (ex-SFA): Trader, General Representative.
Eurex, Xetra, EuroNext, Nasdaq OMX (Saxess, StockholmBorsen, HEX), SIX (SWX, Virt-X): Trader.
NFA / NYCLA Part 137: Arbitrator.
FINRA: Series 7, 63 & 55 (expired), non-public arbitrator.
CFA Society, FENG, IAQF, MENSA, PIABA, QWAFAFEW, SQA: Member, speaker.

EDUCATION

HEC Paris, MS Management, ‘HEC Diploma’, 5-year-degree passed in 2 years, finance major. Honors.1995
UC BERKELEY, Berkeley, CA: Visiting Scholar, differential algebra.1994
CENTRALESUPELEC, PhD classes (DEA, ABD), electrical engineering & signal treatment. Honors.1993
STANFORD RESEARCH INSTITUTIONAL, Palo Alto, CA: International Fellow, atomic physics.1992
ECOLE NORMALE SUPERIEURE de LYON, MS Physics, ‘ancien élève’, ranked third. Honors.1992
The world’s 5th small university in Times offers Nobel-level education to 120 junior-professors /y.
– Oliver Lodge Laboratory, UK: Exchange Researcher, nuclear physics.
ECOLE DU TRAIN ET DE LA LOGISTIQUE OPERATIONNELLE (military academy), Third Lieutenant 1991
LYCEE FAIDHERBE, Classes Préparatoires, under-graduate studies, maths, physics, chemistry. 1989

INDUSTRY EXPERIENCE

NAVESINK INTERNATIONAL, Fair Haven, NJ 2015 – Present
Legal consultant / expert witness: Retained by both plaintiffs and defendants to analyze or testify in complex situations.
Affiliated with Ankura, Barrington Financial Consulting Group, Bates Group, Global Economics Group, Moskalev Consulting and SEDA Experts. Member of the Securities Expert Roundtable.
Investment consultant: Providing investors with the quantitative and qualitative skills they need to construct, review, select, monitor or explain derivatives / alternative / technical investments.

D. ASSET MANAGEMENT, New York 2019 – 2020
D. Asset Management is a hedge funds deploying volatility trading strategies for institutional investors.
Quantitative researcher: Right-hand of the PM/CEO, with responsibilities ranging from quantitative research, project management, trade support, prime & custodian relations.

ALPHA DEVELOPMENT, TCC, XP3RT, MOODY’S ANALYTICS 2019 – Present
Financial market trainer: Providing financial training and content to board and staff of broker dealers and investment managers.
Affiliated with Alpha Development, Moody’s Analytics, Training & Consulting Consortium and XP3RT.

QUANTITATIVE MACHINE LEARNING, New York 2017
Co-Founder: Brought to market a machine learning based, market- / industry- / factor-neutral multi-strategy in global equities in less than a year.
Capital raiser: Leveraged a network of 15,000 financial professionals and sourced over $300 Mn of investments and $1Mn working capital through direct calls and investor presentations.
Strategist: Researched quantamental strategies in QML’s proprietary research & scripting platform.

THE ATLANTIC GROUP, IJC PARTNERS, IJC ASSOCIATES, New York.2013-2015
Head of Research: Leveraged a deep market experience, professionalism and an ever-growing network into identifying and interviewing the best investment professionals for top-tier asset managers & hedge funds.
Ranked an ‘Outsourced CIO’ and a top analyst for the quality of my reviews on strategies and principals.

HSBC, New York.2007-2012
Head, Market Access, Americas: Mined data and built an automated swap activity. Fielded client requests on allocations, cost analysis, proxy baskets, portfolio construction / transition. Authored investment notes, trading axes, and strategy recommendations. Managed global RFQs.
Co-Head, Correlation Exotics: Transformed a trading desk from loss to a profitability of $85 Mn/y. Conducted business reviews, identifying primary contributors to risk and loss – successively resolving each issue. Developed a worldwide flow of instruments, efficiently priced, executed and risk-managed.
Head, Client Solutions: Created a quant equity strategy and its distribution to answer innovation needs.
Alpha-modeling: academic review, infrastructure, data management, factor selection, back-testing.
Third-party verification: selection of providers for review, on-going calculations.
Approval: wrote marketing materials, elicited internal feedback. Assessed volumes, profitability, legal risks, distribution plans. Presented the project, obtained senior approval.

SOURCED SOLUTIONS GROUP, FREELANCE, New York.2007
Subject Matter Expert: Definition of Misys’s new derivatives risk & management platform.

NOMURA, New York 2006
Co-Head, Equity Derivatives. Leveraged Nomura’s strength in investment research and turned around its flow of semi-exotics. Delivered new prop strategies in equity and volatility, a new structuration shelf.
Eliminated errors with autopsies and procedures, fostered result-orientation, initiative and cohesion.

TYKHE CAPITAL, New York 2004-2005
Trading, research, portfolio management. Convertible bonds, credit, global macro, structure arbitrage.

LEHMAN BROTHERS, London.2000-2003
Research, structuring, trading. Built a multi-strategy desk recognized in the Square Mile for its creativity, its customer-orientation and its “I can” attitude. $70 Mn/y, half of Europe’s Equity Derivatives.
Structured products: 200+ notes /y, wide diversity, tailor-made from client requests or from research
Portable alphas / risk premia: first structured research in London. $ 1bn AUM in 6 months.
Multiple innovations: first European ETFs, first volatility linked / variable leverage notes, global indices, dynamic swaps, EFPs, reshuffles, portfolio optimization, error tracking reduction, yield enhancement, pricers, algorithmic trading, automated corporate actions…

SOCIÉTÉ GÉNÉRALE, London.1995-2000
Statistical arbitrage: Infrastructure, academic reviews, back-tests, risk, trading.
Index arbitrage: London’s undisputed leading FTSE arbitrager. GBP 22 Mn/y ($45 Mn), four times target. Option trading: Single stock option market-maker & prop trader in Germany and the Netherlands.
Trader assistant: Yellow Jacket on the Liffe floor.
Quant intern: Commodities exotic option pricing model.

VARIOUS UNIVERSITIES, Paris. 1993-1995
Adjunct professor / “colleur”: taught advanced physics, at both under- and post-graduate levels.

511ème REGIMENT DU TRAIN, Auxonne 1991
Commanding officer: commanded a logistic platoon at the time of the 1st gulf war. First Lieutenant.

 

 

 

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