Adil Reghai

About

Experience

• Quantitative Research and Development Lead at Abu Dhabi Investment Authority (ADIA)
  Sep 2022 - Present · 3 yrs 11 mos

• Responsable Recherche Quantitative Dérivés Actions et Matières premières at Natixis
  Jan 2008 - Sep 2022 · 14 yrs 9 mos

  Functional: Flow Business (Pricing Hedging and idea generation) Solutions (Structured, Hybrids), Pricing Tools with compilation on the fly (dividend, LSV Multi, Local Correlation, Gap Risk Modelling) Commodities (AAD, Multi asset approach) Statistical Arbitrage (Mean Reversion, RMT, HMM) Author of a book sharing the quant modeling experience : http://www.palgrave.com/page/detail/quantitative-finance-/?isb=9781137414496

• Responsable Recherche Quantitative actions et fonds at Credit Agricole
  Jan 2005 - Jan 2008 · 3 yrs 1 mo

  -Building a team and establishment of an organization of business service Excellence and Innovation with Client Focus -Development of a comprehensive pricing library and its integration into Sophis (Official pricing system) -Validation and approval of methodologies for pricing and hedging -Intellectual influence of the team and obtain research tax credit for innovation -Technical and functional development around the business flow and structures

• Head Of Fx Short Dated and Hybrids at Merrill Lynch
  2003 - 2005 · 2 yrs

  Accompany the development of Short DatedFX , Long Dated FX and Hybrids, Key model development : LSV, Stochastic Interest Rates, Key tools : Python based scripting language for Pricing and Backtesting

• Head of Quantitative Research Equity at Dresdner Kleinwort Wasserstein
  Jan 2000 - 2003 · 3 yrs 1 mo

  Building a Team of Quant and Quant Dev Building a library of pricing tools covering (Closed Form Formulae, PDEs and Monte Carlo) Developed proprietary technique for Big Step Local Volatility Developed Tailor made BGM type model Developed a Python based language for easily scripting new payoffs