Gontran de Quillacq
has over 20 years of Securities
experience specializing in Portfolio Management, Equity Derivatives Trading, Proprietary Trading and Investment Research
. He has worked with top-tier banks and hedge funds in both London and New York.
- An institutional-level proprietary and derivatives trader, Mr. de Quillacq traded derivatives, from vanillas to exotics. As a portfolio manager, he researched and managed multiple investment strategies, notably initiating the distribution of investment strategies with derivatives, an activity now called 'portable alpha' and 'smart beta'. 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. In 2017, he co-founded a quantitative fund deploying the latest machine learning techniques in global long/short equities.
- Mr. de Quillacq's 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. During a personal case against HSBC, his legal team was so impressed by his wide and thorough knowledge in finance, his capacity to explain complicated ideas in simple terms, and his strong performance on the stand, that they strongly recommended he expand his litigation support services.
Mr. de Quillacq's services are available to attorneys representing plaintiff and defendant and include written reports, deposition, arbitration, mediation, and trial testimony as needed. He is an IMS Elite Expert and a member of the Securities Expert Roundtable.
Areas of Expertise
Education / Training
- Investments and Trading: Securities and derivatives (stock options, swaps, exotics...), structured products, complex financial instruments, benchmarks manipulation (Libor, FX, indices), liquidity management, statistical arbitrage and algorithmic trading, portfolio construction and risks, management fees, broker dealers, hedge funds
- Recruitment and Employment: 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, ADR, FINRA arbitrations
- HEC Paris, MBA Finance, 1995
- US Berkeley, visiting scholar, differential algebra, 1993
- Ecole Superieure d'Electricite, doctoral degree (DEA), 1993
- Stanford Research Institute, international fellow, atomic physics, 1992
- Ecole Normale Superieure de Lyon, MS theoretical physics, 1992
- Ecole d'Application du Train, lieutenant, 1990
- Lycee Faidherbe, classes preparatoires, 1989
It's a no-brainer; the financial industry has changed a lot over the last decades. There are multiple causes. Among the structural factors, one can mention the rise of technology, the decimalization and electronification of exchanges, the introduction of ECNs for equity, the increases in volume and speed of those exchanges. There were also significant regulatory changes (MiFID, Basel, Dodd-Frank...). Derivatives trading has changed a lot too. But what happened to the VIX on February 5th, could be a wake-up call to the industry and generate another wave of deep changes.