🔹 Maxime de Bellefroid

• It's a pleasure to introduce Maxime Bellefroid as our guest speaker for the upcoming webinar. Maxime is a seasoned quantitative ALM analyst, currently employed full-time at P&V.

• Maxime is also the founder of Derivatives Academy, an initiative he started in December 2020. For over three years, this platform has been instrumental in providing valuable insights and education in the field of derivatives. Based in Brussels, Belgium, Derivatives Academy has become a go-to resource for many professionals in the industry.

• Additionally, Maxime has been sharing his expertise as a professor at Ecole du Bois Sauvage since April 2020. His teaching tenure of nearly four years in the Brussels-Capital Region reflects his commitment to education and mentorship in the field of finance.

• Before his current roles, Maxime served as a Data Scientist specializing in Machine Learning at ENGIE. His work in Brussels during this period was focused on leveraging data science and machine learning techniques in the energy sector.

• Maxime also has experience as a Quantitative Analyst at RISK RETURN and Finvex.

• His earlier career includes a significant stint in London, United Kingdom, as an Equity Derivatives Structurer at Natixis Corporate & Investment Banking. 

• Maxime Bellefroid's extensive experience and deep understanding of quantitative analysis, derivatives, and finance make him an invaluable asset to our webinar. We look forward to the insights and knowledge he will share with us.

• During our webinar, Maxime will elaborate on the critical role of the Derivatives Academy. He will discuss how this platform empowers professionals to not only deepen their understanding of market and quantitative finance but also equips them with the necessary tools and insights to excel in job interviews and kick-start or advance their careers in this competitive industry. 

🔹 Tarek Elmarhri

• Tarek Elmarhri has been managing Krechendo Trading Paris since September 2013, marking over 10 years in this role. The firm specializes in training on futures trading, drawing from methods taught in London's trading arcades. As a leader in France, Krechendo Trading Paris provides professional training in order book trading within its own trading room.

• In 2013, Elmarhri founded a trading company for independent traders and expressed plans to expand to Casablanca, Morocco's economic hub. Additionally, from May 2018, he has been managing the Krechendo Fund Luxembourg, focusing on Futures Equity Index and Bonds Intraday strategies. This role involves developing quantitative tools for investment strategy selection, asset allocation, performance measurement, and risk management.

• Between March 2017 and September 2018, Elmarhri served as the Director for France at Darwinex, a fintech company. Darwinex rewards top traders through its monthly trading contest, DarwinIA, distributing 2 million euros among the 48 most profitable traders. This model enables individuals to manage significant assets without being part of a bank, trading arcade, or hedge fund.
• His earlier career includes positions at Millennium Partners, Dexia Asset Management, Van der Moolen, and Marex Spectron, where he traded Equity & Fixed Income futures on Eurex.

• In the upcoming webinar, Tarek Elmarhri, a trading veteran, will showcase his expertise in live trading using scalping strategies on futures markets, specifically focusing on the Nasdaq and S&P 500. This hands-on session will offer participants a real-time view of how scalping strategies are applied in high-velocity trading environments, providing valuable insights into quick decision-making and rapid trades that aim to capitalize on short-term market movements.
  

Bank SYZ SA was founded to offer clients an alternative to the traditions of Swiss Private Banks. Our mission: to become the most trusted Swiss family owned and managed boutique Private Bank.

The Syz Group is a family owned and run Swiss banking group focused on good long-term investment performance, careful risk management, and personal service for clients. Eric Syz, of a family of entrepreneurs for centuries, was one of the founders of the group in 1996 and still leads the firm, now alongside his two sons and a team of industry experts. Stable and secure – the Syz Group holds substantial equity, almost double Switzerland’s regulatory requirements.

The group serves clients across four main areas:
• Banque Syz offers private clients a genuine alternative to the traditions of Swiss private banking
• Syz Asset Management primarily invests the assets of Swiss institutional investors in bonds and money market instruments.
• Syz Independent Managers provides the full services of a custodian bank to external asset managers.
• Syz Capital offers investors the opportunity to invest alongside the Syz family in hard to access alternative investments including private markets.

Banque SYZ SA won the "Best Private Banking Boutique" award in 2014, 2015, 2016, 2017, 2018 and 2019. The prizes were awarded by PWM (Professional Wealth Management) and The Banker, two Financial Times Group publications.

Syz clients share the group’s long-term view and focus on building sustainable wealth for the future.

www.syzgroup.com

🔹 Anton Vorobets

• Founder & CEO of Fortitudo Technologies: https://fortitudo.tech
• Specializes in quantitative finance, portfolio construction, machine learning, and more.

• Anton will challenge the assumptions of MVO and Black-Litterman, focusing on entropy pooling. Entropy pooling is a risk management technique used in finance, particularly in the context of portfolio optimization and asset allocation. Entropy Pooling is a powerful method for incorporating subjective views and performing stress-tests on fully general return and risk factor distributions.

🔹 Alejandro Rodriguez Dominguez

• Alejandro specializes in delivering data-driven computational and statistical solutions across Brokerage, Risk, and Asset Management sectors. He excels in enhancing client value through the application of artificial intelligence.
• His expertise extends to aiding in the creation, modeling, and execution of premier Risk Management and Quantitative Analysis methodologies within the organization.

• Alejandro will discuss his latest paper about Portfolio optimization based on neural networks: https://lnkd.in/eGSs-NFf

🔹 Tarek Elmarhri

• Tarek Elmarhri has been managing Krechendo Trading Paris since September 2013, marking over 10 years in this role. The firm specializes in training on futures trading, drawing from methods taught in London's trading arcades. As a leader in France, Krechendo Trading Paris provides professional training in order book trading within its own trading room.

• In 2013, Elmarhri founded a trading company for independent traders and expressed plans to expand to Casablanca, Morocco's economic hub. Additionally, from May 2018, he has been managing the Krechendo Fund Luxembourg, focusing on Futures Equity Index and Bonds Intraday strategies. This role involves developing quantitative tools for investment strategy selection, asset allocation, performance measurement, and risk management.

• Between March 2017 and September 2018, Elmarhri served as the Director for France at Darwinex, a fintech company. Darwinex rewards top traders through its monthly trading contest, DarwinIA, distributing 2 million euros among the 48 most profitable traders. This model enables individuals to manage significant assets without being part of a bank, trading arcade, or hedge fund.
• His earlier career includes positions at Millennium Partners, Dexia Asset Management, Van der Moolen, and Marex Spectron, where he traded Equity & Fixed Income futures on Eurex.

• In the forthcoming webinar titled "Mastering Market Momentum: Live Scalping Strategies" with Tarek Elmarhri, participants will be engaged in an in-depth live session dedicated to exploring scalping strategy, specifically applied to the futures of either Nasdaq or S&P 500.
  

Detailed program of “Quantitative finance made accessible…” courses I will conduct. This is an introductory webinar not “maths-oriented” but “intuition and practice-oriented”. More to come…

Course 1: Introduction to Quantitative Finance

1. Role of quantitative methods in finance

2. Importance of mathematical modeling

- Mini Case Study: Explore different “quant jobs” by analyzing financial career job offers on www.efinancialcareers.com and understanding the skills and responsibilities required in various quantitative roles.

Course 2: Stochastic Processes in Finance

1. Introduction to stochastic processes' role in modeling financial markets

2. Utilizing Brownian motion for modeling asset price movements

3. Linking Brownian motion to geometric Brownian motion and Black-Scholes model

- Mini Case Study: A derivatives trader uses geometric Brownian motion to price European call options and hedge against stock price fluctuations.

Course 3: Poisson Processes and Jump Diffusion

1. Incorporating Poisson processes to model rare events and jumps in prices

2. Applying jump diffusion models to capture extreme market movements

- Mini Case Study: An insurance company models the occurrence of large-scale catastrophic events using a Poisson process to estimate potential claims.

Course 4: Financial Modeling and Derivatives

1. Options and Option Pricing

   - Black-Scholes model for option pricing

- Mini Case Study: A quant analyst values an exotic option with complex payoffs using a combination of the Black-Scholes model and Monte Carlo simulations.

Course 5: Interest Rate Modeling

1. Short-rate models (Vasicek, Cox-Ingersoll-Ross)

2. Term structure models (Yield curve, Heath-Jarrow-Morton framework)

- Mini Case Study: A fixed income strategist applies the Cox-Ingersoll-Ross model to forecast changes in interest rates and optimize bond portfolio returns.

Course 6: Quantitative Trading Strategies

1. Quantitative Trading Strategies

   - Statistical arbitrage, pairs trading, and mean-reversion strategies

   - Trend-following and momentum strategies

Mini Case Study: A hedge fund implements a pairs trading strategy to profit from price divergences between closely related stocks.

Course 7: Risk Management and Portfolio Optimization

1. Risk Metrics and Measures

   - Value at Risk (VaR) and Expected Shortfall (ES)

   - Using risk measures for portfolio assessment

- Mini Case Study: A risk manager calculates Value at Risk to determine the potential loss of a portfolio due to adverse market conditions.

2. Portfolio Optimization

   - Mean-variance optimization

   - Modern portfolio theory and capital asset pricing model

- Mini Case Study: A wealth manager constructs a diversified investment portfolio that maximizes expected returns while minimizing overall risk.

#QuantitativeFinance 

#StochasticProcesses #BrownianMotion #FinancialModeling #Derivatives

#PoissonProcesses #JumpDiffusion #ExtremeMarketMovements #riskmodeling  #BlackScholesModel

N.B: It will be a course explaining the intuition of practical financial models behind mathematics and not a course in "mathematics applied to finance". I will explain the concepts and the need for specific mathematical tools (without demonstrating or going into the details of formulas and other lemmas) to achieve practical goals, and in particular: pricing and valuation of financial instruments (cash and derivatives), risk management, portfolio optimization, financial engineering and hedging.

Codes to access Courses’ video recordings:

• COURSE 1 
  

Code: %7+Hy6n8

• COURSE 2
  

Code: rAJTCk5?

• COURSE 3
  

Code: Zt2Fg3Q#

• COURSE 4
  

Code: f!hQ+7*U