Gontran de Quillacq
Managing Partner, Navesink International
444 River Road
Fair Haven, NJ 07704
Work: +1 (646) 844-1789
Cell: +1 (732) 533-9066
Quantitative investments and derivatives, of which:
- vanilla derivatives: calls, puts, swaps, ETFs, stock lending...
- structured products, complex financial instruments, exotics, leveraged and reverse ETFs, VIX, barriers, knock-in/out, digital, binary options...
- manipulation: Libor, FX, indices, VIX, commodities
- unsavory use of derivatives: tax/dividend trading, cum/ex
- trading issues: liquidity, risk, investment strategies
- alternative and quantitative investments: index arbitrage, statistical arbitrage, algorithmic trading, portfolio construction, management fees, prime brokers, leverage, funding...
Selection, employment, responsibilities and compensation of senior investment professionals, of which:
- portfolio managers, quants, analysts, CIOs, CROs...
- responsibilities of trading floor professionals
- compensation, bonuses, draws...
Supported practice areas: commodities & securities litigation, arbitration, investigations, enforcement, whistle-blower, damages.
Gontran de Quillacq is an industry expert with 30 years of hands-on responsibilities in portfolio management, derivatives, proprietary trading, market-making, structuring and investment research. He has worked with top-tier banks and hedge funds in both London and New York.
FINRA arbitrator, Series 7, 55, 63 (lapsed)
FCA/SFA registered representative
Registered as a trader on most European exchanges
HEC, MS management, 1995
UC Berkeley, Visiting scholar, differential algebra, 1993
Sup'Elec, PhD classes (DEA), 1993
Sinatford Research Institute, International Fellow, atomic physics, 1992
ENS Lyon, MS theoretical physics, 1992
Ecole d'Application du Train, officer school, 1991
Lycee Faidherbe, CPGE, 1989
A proprietary and derivatives trader, Mr. de Quillacq managed derivatives products, from vanillas to exotic structured products. As a portfolio manager, he researched and managed investment strategies, delivered both in hedge fund and in structured note formats. He actually initiated the distribution of investment strategies through derivatives, an activity now called 'portable alpha', 'smart beta' or 'factor investment'.
For another five years, Mr. de Quillacq ran due diligence on investments strategies and selected senior investment personnel for some of the world’s most famous and most demanding hedge funds and asset managers.
In 2017, he co-founded a quantitative fund deploying the latest machine learning techniques in global long/short equities.
He is now a quantitative researcher for an institutional volatility arbitrage fund.
Mr. de Quillacq's services are available to attorneys representing plaintiff and defendant and include written reports, deposition, arbitration, mediation, and trial testimony as needed.