Geneva, Geneva, Switzerland
Lucille developed systematic trading strategy and own the intellectual property of the alogorythm
Head of Croos Assets Trading Strategy
Head of Cross Assets Trading Strategy, Dubai o Developed and run several systematic trading models based on cointegration analysis of asset pairs. o Distributed strategic market analysis with recommended pair trading strategies based both on discretionary as well systematic principles. o Developed cross-asset trading strategies for global macro clients. o Implemented, maintained, optimized and back-tested five different L/S Equity systematic trading models. o Delivered tailor-made technical analysis reports to select clients o Conducted econometric and fundamental analysis of target companies for global macro hedge funds clients
Head of Cash Equity Sales, Paris o Responsible for all cash equity sales and research, managing 11 salespeople and 3 research analysts. o Published several research bulletins and trade recommendations on a regular basis for select clients o Managed funds for clients in an advisory capacity with discretionary position-taking based on technical, statistical and fundamental analysis. o Achieved 8% average returns over 4 years. o Researched in depth mean-reversion based pair trading models. o Obtained funds from the French Government for three years in a row after our model was assessed as being of scientific interest. o Regularly submitted portfolio positions to GSA Prophet Alpha Capture System, always ranking within the top 15% of managers.