Hello! I'm Pierre
I'm a professional portfolio manager.
Founded in 2017, my proprietary trading firm, AlgoTown manages algorithmic asset trading.
We have traded assets on several international markets utilizing our proprietary software suite, capable of satisfying all liquidity needs, from basic execution services to highly complex solutions.
EXPERIENCE
Since 2017
Co-Founder
ALGOTOWN
-
Manage the funds of the company
-
Implement quantitative trading strategies
-
Develop in-house trading solution
-
Risk Management
2011-2017
Trader
LONG/SHORT EQUITY STRATEGIES
Researched, developed and implemented trading strategies on equity: Long/Short equity strategies based on innovative behavior statistics, live for 2 years with Sharpe ratio around 3 (over 5,000 orders executed on listed equity, ETF and CFD)
2009-2010
Senior Inspector
SOCIETE GENERALE - GENERAL INSPECTION
Hong Kong / USA / France
-
Managed a team of 3 inspectors to review the bank activity related to specific exotic product sold to insurance company. Evaluation of the profitability, level of risk and strategic opportunity for the bank.
Conclusions debriefed to the CEO of the bank.
-
Leaded a full review of the bank trading activities in Asia.
-
Managed a team of 4 inspectors to assess the debt recovery process and the level of provision of the french retail branch.
-
Performed a mission of strategic advisory on the coverage dedicated to CIB corporate and institutional client.
2007-2009
Inspector
SOCIETE GENERALE, GENERAL INSPECTION
Germany / Russia / France
-
Contributed to the appraisal of the bank trading activity on commodities.
-
Directed an audit on the forex activity of a Russian retail branch.
-
Participated to the validation of credit risk evaluation models required by the Basel 2 reform.
-
Contributed to the performance assessment of the Investment Banking activities in Germany : personally evaluated the quality of the coverage dedicated to project financing.
2005
Internship
UBP - Geneve
Quantitative analyst, fund of hedge funds
EDUCATION
2003-2006
Bachelor's Degree
ENSAE
French leading school in Statistics and Economics
Master of Science
2001-2003
LYCEE PASTEUR
Classes Préparatoires MP* in Mathematics and Physics
Preparation for French Grandes Ecoles Competitive entrance exam France
SKILLS
Statistical Arbitrage
Modelization
Blockchain
Risk Management
Data science
Node.js, C++, Python
EXPERTISE
ARBITRAGE
More than 10 years of experience on digital & equity derivatives markets