Luc Faucheux, PhD, an authority on fixed income derivatives

Luc Faucheux received his Ph.D. in Physics from Princeton University, mostly focusing on the interplay between stochastic and deterministic forces. His thesis work included the first experimental optical thermal ratchet. Luc received his Master’s in Statistical Physics from 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 the Fixed-Income derivatives side, both on the sell-side and buy-side. Luc managed the USD rates options book at Citibank, as well as 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, and AI startup applying Deep Learning to the fields of energy production and aviation, finance, and cybersecurity to name a few.

Up until 2021, Luc was teaching Global Capital Markets at the Dolan School of Business in Fairfield, Connecticut before moving down to Miami, where he is also now 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 Lehman Brothers bankruptcy.

Registrations / memberships

Areas of expertise

  • 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

Litigation support

Mr. Faucheux’s services are available to attorneys representing plaintiff and defendant and include consulting, written reports, deposition, arbitration, and trial testimony as needed.

Luc Faucheux

Pin It on Pinterest