Search
Close this search box.

Home of the best experts

Gontran de Quillacq
  • Derivatives
  • Hedge funds
  • Options
  • Portfolio management
  • Trading

Gontran de Quillacq

Gontran de Quillacq is a leading authority and thought leader in options, derivatives, structured products, complex financial instruments, and financial markets. He has 25 years of experience in trading, portfolio management and investment research. He has worked with top-tier banks and hedge funds in both London and NYC.
Mr. de Quillacq is a recognized financial instruments and securities litigation securities expert with deep and current industry know-how, as well as an exceptional background.
Options, derivatives and structured products are highly complex securities. Academia and books can lead to basic understanding and competency, but mastery and subject matter expertise can only come from deep industry experience. Mr. de Quillacq has the unique ability to explain difficult and complex securities issues; communicate them with clarity and authority; and present them in a convincing and pleasant manner.
Mr. de Quillacq is a FINRA/NFA arbitrator, a member of the Securities Expert Roundtable and an IMS Elite Expert. He has graduated from the Ecole Normale Supérieure de Lyon, Centrale Sup’Elec and HEC. He was a research at the Stanford Research Institute and UC Berkeley. He is a reserve officer.

Industry Experience
Education
Areas of Expertise
Registrations and Memberships
White Papers
Keywords
Videos

Industry Experience

Navesink International

Expert witness/ legal consultant

Due diligence, selection

Pyrite Risk Experts

Founder, CEO

Souvenir & Far

Head of Finance, Legal, Operations

D. Asset Management

Quantitative researcher, COO

Alpha Development, Moody's, et al.

Financial market trainer

Quantitative Machine Learning

Co-Founder, capital raiser, researcher

The Atlantic Group, IJC Prs/Assoc.

Head of Research

HSBC

Head, Market Access, Americas

Co-Head, Correlation Exotics

Head, Client Solutions

Sourced Solutions Group, Freelance

Subject Matter Expert

Nomura

Co-Head, Equity Derivatives

Tykhe Capital

Trading, research, portfolio management

Lehman Brothers

Research, structuring, trading

Société Générale

Statistical arbitrage, index arbitrage

Option & warrant trading

Trader assistant, quant intern

Various Universities

Adjunct professor / "colleur"

511ème REGIMENT DU TRAIN

Commanding Officer, platoon commander

Education

HEC Paris

HEC Diploma, MS Management

UC Berkeley

Visiting Scholar, differential algebra

Centrale Supélec

PhD classes (DEA, ABD)

Stanford Research Institutional

International Fellow, atomic physics

Ecole Normale Supérieure de Lyon

MS Theoretical Physics

Ecole d'Application du Train

Officier academy, Lieutenant

Lycée Faidherbe

Classes Préparatoires, math, physics, chemistry

Areas of Expertise

Quantitative investments, proprietary trading and derivatives

Securities and derivatives (equities, swaps, ETFs, options, futures, forwards, VIX, convertible bonds, exotics...)

Structured products, complex financial instruments

Benchmark manipulations (Libor, FX, indices, VIX) and liquidity management,

Statistical arbitrage, algorithmic trading

Portfolio construction, benchmarking, indexing

Tax arbitrage, dividend/yield enhancement, cum/ex

Hedge funds, alternative strategies, asset management

Due diligence and selection

Strategy review, risks, factor analysis

Selection, employment, responsibilities of front-office personnel (portfolio managers, traders, quants, analysts, C-levels)

Registrations and Memberships

CFA Society, FENG, IAQF, MENSA, PIABA, QWAFAFEW, SQA

Member, speaker

SFA/CA

Trader

General Representative

Eurex, EuroNext, HEX, Saxess, StockholmBorsen, Virt-X, Xetra

Trader

NFA, NYCLA Part 137

Arbitrator

FINRA

Arbitrator (non-public)

Series 7, 63, 55 (expired)

Expert Keywords

  • basis
  • benchmark manipulation
  • Black-Scholes
  • collateral
  • Commodities Trading Advisor (CTA)
  • complex securities
  • convertible bonds
  • credit default swap (CDS)
  • crosscurrency swaps
  • cum/cum
  • cum/ex
  • delta
  • derivatives
  • due diligence
  • equities
  • equity derivatives
  • equity finance
  • equity swaps
  • Equity-Linked Swap (ELS)
  • exchange-traded derivatives
  • exchange-traded funds (ETFs)
  • exchange-traded notes (ETNs)
  • exotics
  • forwards
  • fund-of-funds
  • fundamentals
  • futures
  • gamma
  • Greeks
  • hedge funds
  • hedging
  • hiring & firing
  • indexing
  • indices
  • interest rate curves
  • inventory optimization
  • investigations
  • leverage
  • listed derivatives
  • options
  • over-the-counter (OTC) derivatives
  • portfolio construction
  • post-mortems
  • proprietary trading
  • put-call parity
  • quantitative investments
  • relative value
  • repo
  • risk premias
  • risks
  • selection
  • separately managed accounts (SMA)
  • spot
  • stock lending & borrowing (SLB)
  • stocks
  • strategy review
  • structured products
  • structuring
  • swaps
  • synthetic equity
  • tax trading
  • total return swap (TRS)
  • trading loss
  • VIX
  • volatility
  • warrants
  • yield enhancement

Expert Videos

Gontran de Quillacq's expert witness introduction (IMS Elite Expert)March 17, 2021
What is an expert witness?March 5, 2024

Our other experts