Jean-Fabrice Faria De Moura-Serra Email & Phone Number

Geneva, GE, CH

Geneva/Asuncion/Hong-Kong

In 2021, I founded Sewall (www.sewall-partners.com) with a primary focus on the rapidly evolving cryptocurrency sphere. Our initial endeavors involved establishing a crypto mining operation in Paraguay and HK.Building on our mining foundation, I expanded our services to include the establishment of a High-Frequency Trading (HFT) prop desk. This.

Lausanne/Winterthur

Researched/developed and deployed market making and statistical arbitrage trading algorithms in the space of cryptocurrency markets. Managed successfully my own book (own PnL) across multiple markets, products and strategies (high-freq).

Geneva, Switzerland

Accomplished multiple assignment for companies such as QVA Development LTD (Cyprus), Euporos SA (Geneva) in the space of quantitative trading strategies research and implementation, e.g. prototyping and supervising the implementation of systematic market-making algorithms for cryptocurrencies and tokenized assets – Machine learning components (NEAT).

Geneva, Switzerland

• Relative value volatility strategies on equities, fixed income, fx and commodities.
• Focus on vol surface arb, convexity, product arb, dispersions, correlations and vix strategies
• Risk management, portfolio construction and execution
• Management of own book.
• Development and trading of strategies from intra-day to longer term strategies.
• Research activities including basket strategies, market microstructure, signal theory, artificial intelligence.

Zurich

Started a new trading initiative from scratch at the Raiffeisen Zentralbank (prop desk). Single handedly built infrastructure to trade derivative products globally including energy commodity derivatives.Implemented an analytical framework for commodity trading for the calculation of expected profits, risks involved, and exposure to the major risk factors..

Baar

Collaborated with physical trader (ARA, med ULSD 10ppm, Gasoil 0.1%).Held primary responsibility for trading a portfolio of energy commodity derivatives.Generated and analyzed trade ideas within a relative-value (expectations arbitrage) framework.Utilized quantitative valuation techniques and financial modeling, including multi-factor yield curve models.

Zürich Area, Switzerland

Hold full accountability for bottom-line factors, including trading strategies development eg. energy commodity arbitrage, long-range planning, desk running and fund raising. Experienced in the negotiation and implementation of structured leverage facilities.Conceptualised and developed trading strategies using statistical models, numerical simulations &.

Zug, Switzerland

Responsible for developing flagship high frequency quantitative trading strategies (multi-asset incl. energy derivatives). Drove the design and construction of innovative trading strategies, contributed throughout the full development lifecycle; from conceptualizing through to the implementation as well as identified and addressed architectural challenges..

Zürich Area, Switzerland

Defined methodology and implementation of market risk quantification components and pricing models in the Zurich Enterprise Risk Modelling framework. Built an Economic Scenario Simulator (i.e. stochastic multi-currencies term structure model) as a function of multiple stochastic processes (i.e. Ornstein Uhlenbeck, 2-factor Vasicek model). Collaborated with.

Education record

Certificate In Quantitative Finance, Financial Engineering

Certificate In Corporate Communications, Engineering

Joint venture EPFL-Telecom Paris

M.Sc., Telecom/Computer Science

B.Sc., Microtechnology engineering