Our experts

A testimony is only as good as the expert presenting it, and Navesink International is proud of the quality of its experts.

All our experts are industry professionals, who have practiced their art for decades.

Altogether we can handle many issues related to financial markets; we will provide you a clear and unbiased assessment of your case.

Andrew-Auslander-CFA-FRM

Andrew Auslander, CFA, FRM

Risk management

  • Identification, assessment and advisory
  • Policies, procedures, and governance
  • Experienced with findings of SEC, US Federal Reserve & FINRA examinations
  • US Liquidity stress tests (SR 10-6)
  • Basel III – Supplementary Leverage Ratio, Liquidity Coverage Ratio, Net Stable Funding Ratio
  • Market, credit, operational, liquidity, interest rate, liquidity risks

Valuation of Illiquid corporate bonds & loans, CMBS

  • Valuation of Commercial Mortgage Backed Security Conduits
  • Latin American and Eastern European bonds
  • Repo, securities lending, margins calls, Cum-Ex
  • Futures & options, Greeks
Tom Ducrot cropped

Thomas Ducrot, CFA, FRM

Hedge Fund asset allocation, investments, M&A

  • Advisory, merger & acquisitions for high-profile, complex and international hedge fund transactions
  • Investments into hedge funds
  • Strategy selection, liquidity issues
  • Sourcing, due diligence of portfolio managers
  • Fund of hedge funds, risk premia, CTAs
  • Global macro, systematic strategies, venture capital

Prime Brokerage, Futures clearing

  • Capital introduction, capital raising
  • Futures Clearing Merchants (FCMs)
Spencer_Green_Expert_Witness_Navesink_International

Spencer Greene

Exchanges/Liquidity Venues

  • System Architecture, Extreme Low-Latency, Network infrastructure, Fault Tolerance, Disaster Recover
  • Trading/Matching Engines, Market Data Distribution
  • Pricing Algorithms, Margin Calculations
  • Clearing and Settlement, Market Risk/Surveillance

Distributed Systems/Architecture

  • Global Exchanges/Liquidity Venues (ECN, SEF, OTC, Dark Pools, SI, MTF, Market Markers, HFT)
  • Trading Systems, Order Routing, Proprietary Trading, Feed Handlers

Crypto Trading

  • System Architecture
  • Decentralized and Distributed Ledgers
  • Blockchain Platforms
  • Enterprise Business Processes
Luc Faucheux, PhD

Luc Fucheux, PhD

Fixed Income, options, portfolio management

  • Fixed-income, yield curve construction, complex securities
  • Option modeling, option pricing, option exercise / settlement
  • Portfolio management, risk management
  • Fund allocation, systematic global macro
  • Trading, algorithmic trading, machine learning, automated AI trading
Alan Harry

Alan Harry 

Commodities, options, proprietary trading

  • Commodities markets and trading,
  • Commodities options, futures, derivatives (swaps, exotics…), structured products, complex securities
  • Liquidity management and market manipulations,
  • Arbitrage, execution, proprietary trading,
  • portfolio construction, benchmarking, indexing,
  • hedge funds, alternative strategies, asset management.
John-NIcholson-Navesink-International

John Nicholson

Stock loan, equity finance

  • Equity Finance, prime brokerage
  • Repo trading, stock lending & borrowing
  • Swaps, synthetic equity, derivatives
  • Capital costs, balance sheet usage, RWA, funding, inventory optimization
  • Equities and fixed income.
William Procasky

William Procasky, CFA, Ph.D.

Natural gas and trading

  • Commodity supply and trading, natural gas trading, energy finance, corporate banking
  • Energy derivatives, derivative trading, derivative hedging
  • Futures, options, swaps

Credit and derivatives

  • Credit default swaps, CDS indices
  • Interest rate, over-the-counter (OTC) derivatives
  • Derivative valuation
  • Credit risk, risk management
  • ISDAs and CSAs
Gontran de Quillacq

Gontran de Quillacq

Equities, indices, options, trading

  • Equities, stock options, index options, futures, securities, derivatives (ETFs, swaps, exotics…), VIX
  • Structured products, complex securities, portable alphas
  • Liquidity management, benchmark manipulations (Libor, FX, indices, VIX),
  • Statistical arbitrage, dividend arbitrage, structure arbitrage
  • Algorithmic trading, portfolio construction and risks
  • Hedge funds, management fees, broker dealers, hedge funds

Due diligence and selection

  • Reviews of investment strategies, selection and employment of front-office personnel.
  • Responsibilities of portfolio managers, traders, quants, analysts, chief investment officers (CIO), chief risk officers (CRO)
  • Compensation of front-office personnel

Privacy Preference Center

Pin It on Pinterest