Francois Collet

About

Architect and owner of the FX-swap algorithmic trading within the STIRT desk. Responsible of all strategic decision regarding risk, infrastructure, technology and functionalities.

Experience

• Barclays Corporate & Investment Bank (Full-time · 15 yrs 7 mos)
  • Head of FXswaps Quant Trading - algorithmic market making and systematic risk taking
    Mar 2022 - Present · 4 yrs 5 mos

    Owner of the FX-swap algorithmic trading within the STIRT desk. Responsible of all strategic decision regarding risk, infrastructure, technology and functionalities. - Pricing model - Franchise optimisation - Market intelligence and data integration - Electronic risk managment

  • FX SWAP Trader - JPY
    Dec 2019 - Present · 6 yrs 8 mos

    • Owner JPY STIR book: USDJPY, EURJPY FX swaps and XCCY swaps short end. Primary focus on riks taking and building up balanced franchise and building trust with key clients. • Trading statistical strategies on fx swaps, built and backtested a statistical model to systematise carry strategies to generate revenue. Developed a RV API with web interface to generate, persist and view market data. Focus on entry point/carry duality and generation dislocation signals. • Leading business data science projects to assist decision-making: historical data, client flow analysis and prediction. •In charge of implementing Barclays e-book for fx swaps.

  • FX SWAP Trader - scandies
    Sep 2017 - Dec 2019 · 2 yrs 4 mos

    Owner STIR Scandi book: FX swaps and XCCY swaps short end in SEK, NOK and DKK.

• Part Time - Trading Intern at BNP Paribas
  Sep 2009 - Apr 2010 · 8 mos

  Proprietary trading desk - Arbitrage Cross Asset: Credit vs Equity

• Trading Intern - Equity Exotique Trading at Crédit Agricole CIB
  Jun 2008 - Jun 2009 · 1 yr 1 mo

  Studies of vega hedging strategies Reports on sensitivities (rates, volatility) of some exotic securities Developing VBA/C# tools for traders