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.
Expert witness/ legal consultant
Due diligence, selection
Founder, CEO
Head of Finance, Legal, Operations
Quantitative researcher, COO
Financial market trainer
Co-Founder, capital raiser, researcher
Head of Research
Head, Market Access, Americas
Co-Head, Correlation Exotics
Head, Client Solutions
Subject Matter Expert
Co-Head, Equity Derivatives
Trading, research, portfolio management
Research, structuring, trading
Statistical arbitrage, index arbitrage
Option & warrant trading
Trader assistant, quant intern
Adjunct professor / "colleur"
Commanding Officer, platoon commander
HEC Diploma, MS Management
Visiting Scholar, differential algebra
PhD classes (DEA, ABD)
International Fellow, atomic physics
MS Theoretical Physics
Officier academy, Lieutenant
Classes Préparatoires, math, physics, chemistry
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
Strategy review, risks, factor analysis
Selection, employment, responsibilities of front-office personnel (portfolio managers, traders, quants, analysts, C-levels)
Member, speaker
Trader
General Representative
Trader
Arbitrator
Arbitrator (non-public)
Series 7, 63, 55 (expired)