Luc Faucheux, Ph.D., FRM.

Co-Founder

Miami, Florida, United States25 yrs 1 mo experience
AI EnabledAI ML Practitioner

Key Highlights

  • Over 25 years of trading and risk management experience
  • Expert witness in financial disputes and litigation
  • Lecturer at University of Miami Herbert Business School
Stackforce AI infers this person is a Fintech expert with extensive experience in trading and risk management.

Contact

Skills

Core Skills

Risk ManagementTradingTeachingMarket Development

Other Skills

Fixed-incomeOption modelingPortfolio managementAlgorithmic tradingMachine learningAutomated AI tradingAlternative InvestmentsAsset ManagementBloombergCapital MarketsDerivativesEquitiesOptionsForeign Exchange (FX) OptionsHedge Funds

About

With over 25 years of experience in modeling, trading, leading and managing trading teams and risk management, I am a seasoned expert witness and lecturer in the fields of fixed-income, options, and complex securities. I hold a Ph.D. in Statistical Physics from Princeton University, where I published dozens of articles in prestigious journals and designed and built the first optical thermal ratchet, a concept first proposed by Richard Feynman. Currently, I provide expert witness services to attorneys representing plaintiffs and defendants in cases involving financial disputes, valuation, and litigation. I also teach courses on global markets finance, fixed-income, and options at the University of Miami Herbert Business School, where I share my theoretical knowledge and practical insights with students and professionals. Previously, I held senior positions at leading financial institutions, such as UBS, Lehman Brothers, and Citigroup, where I managed large and diverse portfolios, built and implemented front-to-back pricing and risk management systems, and taught classes for associate classes. My mission is to apply my analytical skills, trading expertise, and teaching abilities to help clients, students, and colleagues achieve their goals and solve complex problems.

Experience

Navesink international

Expert witness

Jan 2022Present · 4 yrs 2 mos · Miami, Florida, United States · Remote

  • Expert witness services are available to attorneys representing plaintiff and defendant and include consulting, written reports, deposition, arbitration, and trial testimony as needed. Areas of expertise are:
  • Fixed-income, yield curve construction, complex securities.
  • Option modeling, option pricing, option exercise / settlement.
  • Portfolio management, risk management.
  • Fund allocation, systematic global macro.
  • Trading, algorithmic trading, machine learning, automated AI trading.
Fixed-incomeOption modelingPortfolio managementRisk managementTradingAlgorithmic trading+3

University of miami herbert business school

Lecturer

Jan 2022Present · 4 yrs 2 mos · Miami, Florida, United States

  • FIN 680 (MSF), FIN 418 (BSAF)
Teaching

Sparkcognition

Director, Strategy & Market Development

Jun 2021Jan 2023 · 1 yr 7 mos · Austin, Texas, United States

  • Head of Research for the market making and AI-automated trading branch of SparkCognition
Market Development

Fairfield university

Adjunct Professor

Jan 2020May 2021 · 1 yr 4 mos · Fairfield, CT USA

  • Teaches Global Capital Markets (FI200) at the Dolan School of Business
Teaching

Natixis cib americas

Head of Macro Trading - Americas

Aug 2018Mar 2021 · 2 yrs 7 mos · new york

  • Managing Director - Head of Macro Trading Americas
Trading

Drw

Taught Fixed-Income and Options class to first year employees

Aug 2018Aug 2018 · 0 mo · Greater Chicago Area

  • Taught 8 days Fixed-Income and Options class to first-year employees.
Teaching

Marto capital

Advisor

May 2016May 2017 · 1 yr · New York City Metropolitan Area

  • Advised Marto in all manners of Risk Management and Portfolio Construction, designed and implemented Risk management metrics and reports.
  • Director of Portfolio Construction and Risk Management.
Risk Management

Ubs investment bank

Managing Director

Oct 2009May 2016 · 6 yrs 7 mos · Stamford CT

  • 2013-2016 : Co-Head of Non Core Legacy Trading
  • 2011-2012 : Head of US Rates
  • 2009-2010 : Head of US Options and US Structured Rates Solutions
Trading

Lehman brothers holding inc.

Managing Director

Oct 2008Nov 2009 · 1 yr 1 mo · New York

  • Head of Trading for Rates, Munis, FX and Equities
Trading

Lehman brothers

Senior Vice President

Apr 2007Sep 2008 · 1 yr 5 mos · New York

  • Head of USD Rates Exotics and Hybrids
Trading

Citigroup

Director

May 2002Apr 2007 · 4 yrs 11 mos · New York

  • Head of USD Exotics and Structuring
Trading

Groupe caisse des dépôts

Vice President

Jan 2001Jan 2002 · 1 yr

  • CDC - IXIS

Mizuho

Vice President

Jan 1995Jan 2000 · 5 yrs

  • 1995-1999 : DKBFP (Dai-Ichii-Kangyo Bank Financial Products)
  • 1999-2000 : Fuji Capital Markets
  • 2000-2001 : Mizuho Capital Markets

Education

Princeton University

Ph.D. — Statistical Physics

Jan 1991Jan 1995

École normale supérieure de Lyon

M.S. — Physics

Jan 1988Jan 1991

Lycée Louis-le-Grand

Math Sup — Mathematics

Jan 1986Jan 1988

Lycée Saint-Michel de Picpus

Baccalaureat — Sciences

Jan 1976Jan 1986

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