L

Laurent Luciani

Consultant

Netherlands25 yrs 8 mos experience
Highly Stable

Key Highlights

  • Expert in quantitative finance and derivatives trading.
  • Led research teams in credit volatility and derivatives.
  • Extensive experience in fixed income and quantitative analysis.
Stackforce AI infers this person is a Quantitative Finance expert with a focus on derivatives and credit products.

Contact

LinkedIn

Skills

Core Skills

Quantitative FinanceDerivativesCredit DerivativesQuantitative Research

Other Skills

Fixed IncomeInterest Rate Derivatives

Experience

Optiver

Researcher

Nov 2021 – Present · 4 yrs 4 mos · Amsterdam, North Holland, Netherlands

Société générale

5 roles

Quantitative Trader

Mar 2018 – Mar 2022 · 4 yrs

  • Trading Options and equity index futures
Quantitative FinanceDerivatives

Head of Library Quants Asia

Promoted

Jan 2012 – Mar 2018 · 6 yrs 2 mos

Head of R&D desk quant team

Jul 2009 – Feb 2012 · 2 yrs 7 mos

  • User-oriented team in the global R&D team.
  • Cross asset (but mostly fixed income at the moment).
  • Including Mortgage and ABS products.

Head of credit volatility research

Promoted

Sep 2007 – Jul 2009 · 1 yr 10 mos

  • Head of quantative research on credit volatility products.
  • Including:
  • Index options
  • Quanto Cds
  • LSS and other dynamic loss products

Credit Derivatives Quantitative Analyst

Aug 2000 – Sep 2007 · 7 yrs 1 mo

Credit DerivativesQuantitative Research

Stackforce found 100+ more professionals with Quantitative Finance & Derivatives

Explore similar profiles based on matching skills and experience

Nikhil Raghu

Nikhil Raghu

Vice President

at Morgan Stanley

Singapore, Singapore13 yrs 10 mos exp
Abhishek Jha

Abhishek Jha

Vice President

at Goldman Sachs

Bengaluru, India17 yrs 3 mos exp
Monte Carlo Simulation
SR

Srinath Ravichandran

Co-Founder & CEO

at AgniKul Cosmos

Chennai, India19 yrs exp
Asset AllocationFinancial ModelingHedgingMarket Risk ManagementOrbital Mechanics
Shivendra Singh

Shivendra Singh

Chief Payments Officer

at Innoviti Technologies

Mumbai, India18 yrs 9 mos exp
AnalyticsEngineeringProduct DevelopmentQuantitative Development
SS

Shashank Samant

Co-Founder & COO

at AXSA Investment Partners

Singapore, Singapore16 yrs 3 mos exp
Client RelationsInvestment Strategies
TS

Timo Schlaefer

Co-Founder

at Nova Prospect

London, United Kingdom15 yrs 10 mos exp
Aditya B.

Aditya B.

Co-Founder

at LetsDressUp (LDU)

Gurgaon, India13 yrs 11 mos exp
Business StrategyInvestment BankingManagement ConsultingTrading
Himanshu .

Himanshu .

Vice President

at JPMorganChase

Mumbai, India7 yrs exp
Energy ManagementMarket Strategy