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

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AREA OF EXPERTISE

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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

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University of California, Berkeley

Visiting Scholar

Ecole Normale Superieure de Lyon

MS Theoretical Physics

EMPLOYMENT HISTORY

SEDA Experts, LLC

Managing Director

2019-Current

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Navesink International, LLC

Investment and Legal Consultant Expert

2015-Current

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Quantitative Machine Learning (QML)

Co-Founder

2016-2017​

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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

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Tykhe Capital

Quantitative Researcher, Portfolio Management
2004-2005

Lehman Brothers

Director - Equity Derivatives

2000-2003

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Société Générale

Proprietary Trader/Derivative Trader

1995-1999

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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