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Gontran de Quillacq
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  • 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
2016 - Present

Expert witness/ legal consultant

Due diligence, selection

Pyrite Risk Experts
2021 - Present

Founder, CEO

Souvenir & Far
2018 - Present

Head of Finance, Legal, Operations

D. Asset Management
2019 - 2020

Quantitative researcher, COO

Alpha Development, Moody's, et al.
2019

Financial market trainer

Quantitative Machine Learning
2016

Co-Founder, capital raiser, researcher

The Atlantic Group, IJC Prs/Assoc.
2013 - 2015

Head of Research

HSBC
2007 - 2012

Head, Market Access, Americas

Co-Head, Correlation Exotics

Head, Client Solutions

Sourced Solutions Group, Freelance
2007

Subject Matter Expert

Nomura
2006

Co-Head, Equity Derivatives

Tykhe Capital
2004 - 2005

Trading, research, portfolio management

Lehman Brothers
2000 - 2003

Research, structuring, trading

Société Générale
1995 - 2000

Statistical arbitrage, index arbitrage

Option & warrant trading

Trader assistant, quant intern

Various Universities
1992 - 1995

Adjunct professor / "colleur"

511ème REGIMENT DU TRAIN
1991

Commanding Officer, platoon commander

Education

HEC Paris
1993 - 1995

HEC Diploma, MS Management

UC Berkeley
1993

Visiting Scholar, differential algebra

Centrale Supélec
1992 - 1993

PhD classes (DEA, ABD)

Stanford Research Institutional
1992

International Fellow, atomic physics

Ecole Normale Supérieure de Lyon
1989 - 1992

MS Theoretical Physics

Ecole d'Application du Train
1990 - 1991

Officier academy, Lieutenant

Lycée Faidherbe
1986 - 1989

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)

White Papers

Don’t Touch the VIX! Oops.
March-October 2018
Don’t Touch the VIX! Oops., presentation
June 2018
Options on leveraged VIX ETFs – Legal Issues
July 2018 - April 2019
Of Slopes and Flops
January - April 2019
Gamma Scalping 101 – Gamma/Theta Trading
April 2019
Gamma Scalping 102 – The Undisclosed Risks
May 2019
What Just happened? Some volatilities were squeezed last week
March 2020
Comments on Allianz liquidating two hedge funds (WSJ article)
March 2020
Losing your shirt, institutional style
March 2020
Can You Arb the StatArbers?
March 2020
Allianz Global Investors – Understand
July 2020
Archegos: the questions nobody asks
April 2021

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

Role of the expert, practically speakingMarch 4, 2024
What is an expert witness?March 5, 2024

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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***
Derivatives***Hedge funds***Options***Portfolio management***Trading***

Gontran de Quillacq

Gontran de Quillacq boasts a distinguished 25+ year career, excelling in trading, portfolio management, and investment research. Renowned for his expertise in equity derivatives, options, and structured products, he has held pivotal roles at premier banks in London and NYC. With a robust academic foundation from institutions like HEC Paris, UC Berkeley, and École Normale Supérieure de Lyon, de Quillacq is an exceptional communicator, who elucidates complex financial concepts with clarity and authority.
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