Sacha Duparc Email & Phone Number

Geneva, Switzerland

Geneva, Switzerland

Lausanne Area, Switzerland

• Head BCV structured products traders and structurers’ team Motivational management style with proven history of building, guiding, and retaining high-performance teams to develop and implement strategies for accelerated growth. • Extensive experience in the fast-paced highly competitive financial structured products industry from key roles in trading, structuring, advising and marketing Manage a wide range of linear and non-linear investment solutions across multiple asset classes (c. CHF1.5B across 400+ products). Grew BCV’s structured products' turnover over twofold, and profitability over fivefold.• Talented strategist and tactician offering thought leadership, strategic advice, insights for market differentiation, competitive advantage, and go-to market strategies using best-in-class tools and processes. Identified and capitalized on emerging business opportunities to propel BCV structured products to the top tier of its industry. Strive to optimize operations, reduce costs and improve service quality while strengthening the bottom line.• Enterprising, innovative and customer-focused leader with a natural ability for building new business and forging loyalty with clients and external business partners. BCV Structured Products is the Recipient of Derivative Partners’ Top Service award for 2014, 2015, 2016, 2017 and 2018.

Lausanne Area, Switzerland

Q.M.S Advisors focuses on bringing cutting-edge investment advisory and risk management ideas to the world's strategic investment decision makers. Our partners focus on working with clients to add value through fiduciary oversight by providing portfolio construction and structured investment advice, investment and capital market research, improved implementation of investment strategy and thought leadership.Q.M.S Advisors offers independent, disinterested, client-specific recommendations and portfolio solutions in the following areas:• Global expertise in strategic and tactical asset allocation, liability-driven investing and active risk budgeting.• Clients’ advisory based on modern principles of finance and executed with cutting-edge proprietary models.• Frameworks and solutions for critical investment policy issues.• Economic and financial forecasts of global markets.• Ongoing dialogue with clients to generate best research ideas.website: www.qmsadv.com - e-mail: info@qmsadv.com

Greater New York City Area

• Manage quantitatively driven lifecycle funds, discretionary investment mandates and alternative investment vehicles following clients’ specifications, the Investment Committee’s views and the Bank’s strategic orientations• Develop quantitatively driven Global Macro (Global Tactical Asset Allocation) models. The models are based on Bayesian inference techniques, and allow for the dynamic assessment of the relative expected risk-adjusted returns of liquid international markets, as well as for the efficient apportioning of the final portfolio weights.1. Successful implementation of the strategy as a T.A.A. program in managing multidisciplinary funds.2. Extension of the methodology to Hedge Fund sub-strategies.• Leverage Credit Suisse's A.I. sales effort by delivering holistic, client-centric advisory and product structuring:1. Lead the Advisory and Product Structuring group's integrated, customer-centric sales and marketing effort2. Advise clients on optimal strategic and tactical asset allocation, on derivatives and structured products, and on risk management and hedging.3. Analyze and optimize complex portfolios of non-linear assets to create innovative investment solutions.4. Spearhead the development of new investment vehicles spanning across asset classes and markets by applying advanced quantitative methodologies to the investment structuring process.5. The Advisory and Product Structuring team effort resulted in over USD4B in N.N.A. since January 2007.• Conduct objective research and analyzes on innovative modeling methodologies, structuring and risk management techniques, and compose related white papers of topical interest to institutional clients.

Greater New York City Area

• Performed in-depth fundamental and statistical analysis of domestic and international energy commodity markets.• Engineered multiple quantitative models to estimate global Crude Oil and Petroleum Products supply-demand imbalances, to forecast Natural Gas inventories and demand-substitution sensitivities, to predict weekly petroleum products implied demands, imports and refinery runs function of numerous explanatory factors.• Developed numerous Relative Value models incorporating fundamental and technical signal overlays to assess the comparative richness/cheapness of time, geographical and inter-commodity spreads. • Designed and developed Power Stack models (generation demand and capacity) to assess the fundamentals driving power prices and interrelated fossil fuel markets on a regional basis.• Built automated reports to price and monitor intra- and inter-commodity (Power, Natural Gas, Crude Oil, Refined Petroleum Products and Metal) derivative markets worldwide, to assess their individual and combined statistical properties across all time horizons, and to provide a comprehensive analysis of the fundamentals driving each market.

Greater New York City Area

• Developed quantitative tools to evaluate the hedging desk overall financial and physical-plants’ positions and risk exposures. The system prices the trader’s physical plants and financial hedges, combines the positions for each term and assesses the desk’s overall price risk by calculating the book’s greeks.• Built pricers designed to assess potential volatility trading opportunities. The models are designed to capitalize on outright trends in implied volatilities, to capture value on short-term theta/gamma trades as well as on relative value volatility trades along and within (put/call skew valuations) the commodity term structure.• Assisted in testing the explanatory power of numerous option valuation models to assess market participants’ methodologies in pricing exotic power options. Created models to extract exotic options’ implied volatility skews and to assess deep out of the money option prices by fitting and extrapolating options’ implied volatilities across strikes.• Wrote several programs to price exotic options using Monte-Carlo simulation methodologies. Prices are derived using stochastic (EWMA, GARCH) volatility models.

Ma, Int'L Economics And Finance

Awarded BRANDEIS scholarship. Advanced Econometrics, Continuous Time Finance, Computer Simulation and Risks Assessment, Adv. Financial.

Ms, Applied Economics And Finance

Econometrics, Stochastic Processes, Adv. Microeconomics, Adv. Macroeconomics, Game theory, Adv. Statistics, Investments, Derivatives.