Luc Faucheux received his PhD in Physics from Princeton University, mostly focusing on the interplay between stochastics and deterministic forces. His thesis work included the first experimental optical thermal ratchet. Luc received his Master’s in Statistical Physics from the Ecole Normale Supérieure in Lyon, France.
For the next 25 years or so, Luc held various positions in quantitative research, trading, and management on Wall Street, mostly focused on fixed income derivatives, both on the sell-side and buy-side. Luc managed the USD rates option book at Citibank and was Head of USD rates trading at UBS.
More recently, Luc was Head of Macro Trading for Natixis in the Americas covering FX, rates, and commodities. In 2021 Luc joined SparkCognition, an AI start-up, applying Deep Learning to the fields of energy production and aviation, finance, and cybersecurity.
Up until 2021, Luc was teaching Global Capital Markets at the Dolan School of Business in Fairfield, CT before moving to Miami, FL where he is currently a lecturer at the Herbert School of Business.
Luc has had extensive experience as an expert witness, in particular in cases related to Citibank and the Lehman Brothers bankruptcy.
