Professional Experience

Started professional career with options at Société Générale in London. Managed several option trading books of which Sweden and The Netherlands, before being promoted to the German stocks. Gained the specific experience of volatility trading, as well as an excellent understanding of financial derivatives.

Rebuilt Société Générale's FTSE index-arbitrage activity afterwards. Completely overhauled the trading approach following the introduction of SETS. Overcame two complete failures of the Front-Office system for risk and PL, while maintaining production on the largest cash-and-carry position in the City (£2.5 Bn). Beat all profit targets by several multiples. Considered one of the best index-arbers in the City by authorities and competitors alike.

Joined Lehman Brothers in 2000 to build their European arbitrage activity. Reinvented the desk as a global DeltaOne franchise, while building the desk's infrastructure. Organized and traded new product lines: ETFs, Swaps, Sector Derivatives, Certificates... Created the original

and eye-catching non-volatilistic structuration activity, notably creating the first  Securitized Alphas products (also called "Portable Alphas", "Smart Betas", "Derivatives on Strategies" or "Fund Derivatives").

Joined Tykhe Capital in 2004, a renown multi-strategy Hedge Fund in NY, trading convertible bonds and credit derivatives on a proprietary basis. Established the listed option activity, before developing a statistical arbitrage strategy between the equity volatility and credit domains ("Structure Arbitrage").

Joined Nomura in 2006, leading the US Equity Derivatives customer franchise and developing new proprietary trading strategies, while simultaneously working on the derivatives group's legal and technical infrastructure.

Joined HSBC in 2007 to build a new activity around non-standard derivatives and portable alphas. Responsibilities encompassed trading, research, marketing strategy, structuring, market-making and risk management. Became CoHead on the exotic correlation activity and turned a money-loosing business into a $85 m / year success. Built afterward a highly automated US DeltaOne activity, turning HSBC from inexistent into a strong player in the field in less than two years.

Also run several consulting missions as a Subject Matter Expert in derivatives for both consulting firms (SSG, GLG) and as an independent contractor.

Became an investment consultant in 2014, initially at The Atlantic Group. Managed the Quantitative & Risk Search Practice at IJC partners the following year. His due diligence on investment strategies were reknown in the industry for their depth and time-saving value to CIOs. Launched Navesink International LLC in early 2016.

Co-founded a quantitative investment group deploying the latest machine learning techniques in long/short equities, partnering with the Clinton Group in 2017.

Remained member, attendant and speakerr of quantitative investment / risk / networking societies: QWAFAFEW, IAQF, SQA, GARP, PRMIA, FENG, MENSA...


Attained PhD level in physics in the world's best academic centers: "math sup" & "math Spé", masters in theoretical physics at the Ecole Normale Supérieure Sciences (Lyon, ranking third) and Doctoral Studies at the Ecole Supérieure d'Electricité. Became a full-time university junior professor at age 20.

Simultaneously participated in different leading research experiments: in nuclear physics at the Oliver Lodge Laboratory, in atomic physics at the Stanford Research Institute SRI and in differential algebra at Berkeley. Taught at university. Also graduated from Officers' School during military service.

Completed afterwards France's best business degree (5 year HEC diploma / M. Sc. of Management) in two years only, with major in Finance.