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Sales and Trading Broker
Sales and Trading Broker
Excellent
5
30Sessions
Member since 2025
  • Paris
  • London
About the mentor

20-year veteran of equity derivatives trading with deep expertise in Delta One products, systematic risk management, and multi-currency financing operations.

Previously Co-Head of Delta One at UniCredit London (7 years), built and scaled MSCI Delta One operations at Barclays and traded index and equity linear products at Fortis and BNP Paribas.

Core competencies:
- Delta One: Custom basket trading, index rebalancing, TRS on MSCI/global indices
- Risk Management: Multi-factor risk (FX, rates, repo, dividend), portfolio hedging, stress testing
- Treasury & Liquidity: Collaboration with central treasury, collateralized/uncollateralized funding, cash optimization
- Derivatives Structuring: Equity forwards, prepaid forwards, EFPs, synthetic replication
- Quantitative Finance: Pricing models, VaR, scenario analysis, automated risk reporting

Technical stack: Bloomberg (17 years), VBA, SQL, Python basics. 

Good understanding of regulatory frameworks (MiFID, Basel III, IFRS 9 hedge accounting).

Always happy to discuss:
- Delta One markets, index arbitrage, custom basket mechanics
- FX hedging strategies and multi-currency treasury optimisation  
- Risk management frameworks and systematic approaches to portfolio construction

Languages: French (native), English (bilingual - 17 years London-based)

Feel free to reach out for technical discussions & market insights

Expertise
  • Sales and Trading
  • Quant
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