Hidden Road: the global credit network for institutional investors, enabling seamless access to credit through quantitatively-driven technology. Our products include prime brokerage, clearing and financing across traditional and digital assets.

Head of Prime Risk Strat Infra team: development / testing tools to risk strategists / risk managers, real-time intraday platform, framework for report automation

Buildout of the risk/pricing/trading infrastructure for the discretionary business (mostly volatility)

Quant support for the volatility fund: modelling, implementation of risk metrics, market screens, pricing tools and backtesting infrastructure on equity markets.

Freelance consulting for financial services companies, specialised in- risk management (e.g. counterparty / liquidity risk)- derivatives pricing, including exotics derivatives, with in-depth experience of commodity derivatives pricing- wider IT solutions for risk management systemsActing on short or long-term projects as quantitative analyst / business analyst / IT architect / project manager.Independent software development for small businesses

• Providing quantitative tools and analytics for the Counterparty Risk team, and for the Counterparty Risk Committee, on reserve / capital methodologies regarding counterparty risks: CVA / ATE / RBIM / Adequate Assurance / Limited recourse / Counterparty gap risk / Counterparty VaR / CSA negotiations.• Quant support to the Global Liquidity Products desk: structuring of funding trades, optimization of collateral use, designing and implementing risk metrics for Triparty repo and unsecured funding books.

• Structuring / trade idea generation for commodities derivative trades and financing-related trades with corporates / sovereigns o Focus on counterparty risk and funding cost evaluation for uncollateralized trades, exotic CSAs, commodity-linked credit revolvers, both in a structuring role and as developer of the CVA / funding cost calculation platform. o Development of corporate Montecarlo model to represent future cash-flows of a corporate and determine impact of various hedging strategies on company valuation using Montecarlo simulations.• Day-to-day quant support and development of risk / structuring tools for sales/traders/developers: o Development of tools to provide transparency for credit/funding-related trades o Application of trading methodologies to franchise structuring tools (e.g. sensitivities to deal parameters, scenario analysis) o Development of GUIs for quick quoting / optimization of structured deals o Ad-hoc support to traders for P&L debugging / exotic pricing

Quant support to the Fund Derivatives and Equity Hybrid Exotics desks• Design and implementation of a generic CPPI description language to enable traders to price / book CPPI with arbitrary rebalancing logic (time-dependent logic, early redemption features, min/max exposures).• Development of spreadsheet add-ins used by structuring and trading teams for pricing and scenarios analysis.

Risk management of exotic index derivatives book• Hedging of cliquet book on main European indices• Risk management of tax arbitrage bookDevelopment of an Excel framework for pricing of exotics.

Top-level strategy consulting assignments in various industries, involving strong analytical work / intensive client exposure (management interviews, CEO-level presentations)

Fellowship obtained to fund PhD in Symplectic Geometry at the ULB.