EXPERTISE
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Derivatives
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Structured Products
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Quantitative Investment
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Trading activities
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Portfolio Management
Derivative Expert Witness
Gontran de Quillacq brings his unparalleled knowledge and over 20 years of Securities experience specializing in Portfolio Management, Equity Derivatives Trading, Proprietary Trading and Investment Research. His work with top-tier banks and hedge funds in both London and New York give him a unique perspective on the financial industry. Gontran actually initiated the distribution of investment strategies with derivatives, an activity now called 'portable alpha' and 'smart beta'.
Mr. de Quillacq traded derivatives, from vanillas to exotics. As a portfolio manager, he researched and managed investment strategies, delivered both in hedge fund and in structured note formats.
For five years, Mr. de Quillacq then ran due diligence on investments strategies and selected senior investment personnel for some of the world’s most famous and most demanding hedge funds and asset managers - portfolio managers, analysts, quants, CIOs, CROS.
In 2017, he co-founded a quantitative activity deploying the latest machine learning techniques in global long/short equities.
Mr. de Quillacq is a FINRA/NFA arbitrator and his investment experience and cross-sectional review of other professionals give him unique experience on what can be done, what should be done, what should not be done, and the grey areas in-between
AREA OF EXPERTISE
Investments and trading: Securities and derivatives (stock options, swaps, exotics, etc) structured products, complex financial instruments, benchmark manipulations (Libor, FX, indices, VIX), liquidity management, statistical arbitrage and algorithmic trading, portfolio construction and risks, management fees, broker dealers, hedge funds
Due diligence and selection: Strategy review, selection and employment of front-office personnel: portfolio managers, traders, quants, analysts, broker-dealers, compensation, due diligence, U5.
Supported practice areas: Financial fraud & litigation, commodities & securities manipulation, white-collar crime, broker-dealers, hedge funds, investigations, enforcement, whistleblowing, alternative dispute resolution, FINRA.
EDUCATION
HEC School of Management, Paris
M.Sc. Management and Finance
University of California, Berkeley
Visiting Scholar
Ecole Normale Superieure de Lyon
MS Theoretical Physics
EMPLOYMENT HISTORY
SEDA Experts, LLC
Managing Director
2019-Current
Navesink International, LLC
Investment and Legal Consultant Expert
2015-Current
Quantitative Machine Learning (QML)
Co-Founder
2016-2017
The Atlantic Group
Managing Director - Head of Research
2012-2015
HSBC
SVP Structured Equities
2007-2012
Nomura Securities international.
Co-Head of Equity Derivatives Trading
2006
Tykhe Capital
Quantitative Researcher, Portfolio Management
2004-2005
Lehman Brothers
Director - Equity Derivatives
2000-2003
Société Générale
Proprietary Trader/Derivative Trader
1995-1999
OTHER
SFA: Trader, 1997, General Representative, 2001
DTB, Eurex, Xetra, EuroNext, Saxess, StocholmBorsen, HEX, SWX, Registered Trader, 1997-2002
FINRA Series 7, Series 55, Series 63, 2006 (lapsed)
FINRA non-public arbitrator, 2018
NFA Arbitrator, 2018
