Gontran de Quillacq

Gontran de Quillacq is a Bates Testifying Expert and a leading authority and thought leader in options, derivatives, structured products, complex financial instruments, and financial markets. He has 25 years of experience in trading, portfolio management and investment research. He has worked with top-tier banks and hedge funds in both London and NYC.

After his European and U.S. education, Mr. de Quillacq traded derivatives for two decades, from vanillas to exotics, both proprietary and client-facing, at top-tier banks of the London Square Mile and Wall Street. He initiated the distribution of investment strategies through derivatives, an activity now referred to as “portable alpha,” “smart beta,” or “risk premia.” As a portfolio manager, he researched and managed investment strategies, delivered both in hedge fund and in structured note formats. For the following five years, Mr. de Quillacq selected portfolio managers and strategies for top hedge funds and asset managers. In 2017, he co-founded a quantitative activity deploying the latest machine learning techniques in global long/short equities. Mr. de Quillacq is a quantitative researcher and portfolio manager for an asset management firm deploying volatility arbitrage strategies.

Mr. de Quillacq’s own investment and trading floor experience and his cross-sectional review of other professionals give him a unique perspective on what can be done, what should be done, what should not be done, and the gray areas in between. He can explain complex trading strategies and products in simple terms.

Mr. de Quillacq is an alumnus of the Ecole Normale Supérieure de Lyon in theoretical physics, obtained his doctoral degree in electrical engineering at Sup’Elec, and became an alumnus of HEC Paris in 1995. He was an international fellow in atomic physics at the Stanford Research Institute and a visiting scholar in differential algebra at the University of California at Berkeley. Mr. de Quillacq served as an army officer during the first Gulf war.

Gontran is a consultant and subject matter expert in these Practice Areas and Services:

Securities and Financial Services Litigation & Consulting
- Retail Securities
- Institutional Securities
Data, Analyses & Analytics
- P/(L) Analyses
- Complex Trading Analyses

Credentials

EXPERIENCE

Bates Group LLC, Testifying Expert, 2019 - Present
Navesink International, Expert witness/ legal consultant, Investment consultant, Fair Haven, NJ, 2015 – Present
Pyrite Risk Experts, Co-Founder and CEO, Fair Haven, NJ, 2021 – Present
Souvenir & Far, Co-Owner and Head of Finance, Legal, Operations, Fair Haven, NJ, 2018 – Present
D. Asset Management, Quantitative researcher and COO, New York, 2019 – 2020
Alpha Development, Finance Unlocked, Moody’s, TCC, TWEEZZLE, XP3RT, Financial market trainer, 2019 – Present
Souvenir & Far, Head of Finance, Legal, Operations, Fair Haven, NJ, 2018 – Present
Quantitative Machine Learning, Co-Founder, capital raiser and Strategist, New York, 2017
The Atlantic Group, IJC Partners, IJC Associates, Head of Research, New York, 2013 - 2015
HSBC, Head, Market Access, Americas, Co-Head, Correlation Exotics, Head, Client Solutions, New York, 2007 - 2012
Sourced Solutions Group, Freelance, Subject Matter Expert, New York, 2007
Nomura, Co-Head, Equity Derivatives, New York, 2006
Tykhe Capital, Trading, Research, Portfolio Management, New York, 2004 - 2005
Lehman Brothers, Research, Structuring, Trading, London, 2000 - 2003
Société Générale, Statistical Arbitrage, Index Arbitrage, Option & Warrant Trading, Trader Assistant, Quant intern, London,1995 - 2000
Various Universities, Adjunct professor / “Colleur”, Paris,1993 - 1995
511èmeREGIMENT DU TRAIN, Commanding Officer, Auxonne,1991

EDUCATION

HEC Diploma, Master of Science (MS), Management, Finance, HEC Paris, Paris, France
Visiting Scholar, Differential Algebra, Theoretical Automation, U.C. Berkeley, Berkeley, CA
Doctoral Degree (DEA), Electrical Engineering, École Supérieure d’Electricité, Gif-sur-Yvette, France
International Fellow, Atomic Physics, Stanford Research Institute Intal
Master of Science (MS), Theoretical Physics, “Ancien Élève”, École Normale Supérieure de Lyon, Lyon, France
Reserve Officers Military Academy (EOR), Third Lieutenant, École d’Application du Train, Tours, France
Under-graduate Studies (Classes Préparatoires), Lycée Faidherbe, Lille, France

PROFESSIONAL QUALIFICATIONS/LICENSING