Having been a practictionner of the field I now cover as a recruiter allows for a deep understanding of client requests, as well as an efficient communication and trust with candidates.

For the Quantitative & Risk Practice, both my business and academic credentials are leveraged:

20 years of business practice, in few words:

 
Quant
Strategy Quant equity, risk premia, asset allocation, portfolio construction & optimizations; asset pricing

Sources Academic literature, conferences, IAQF, QWAFAFEW, SQA, PRMIA, GARP

PM,
Derivatives
Trader
Approaches Buy-side portfolios, sell-side proprietary books, portable alphas

Fields IndexArb, StatArb, TaxArb, StructureArb, structured products, equity finance, program-trading, ETFs & swaps

Derivatives All equity derivatives from vanillas to correlation exotics, including CBs & non-standard, rate instruments and CDS

Consulting Subject matter expert, asset pricing, risks, both 1099 and W2

Experience
Bus. building Strategic reviews, data gathering, infrastructure building, alpha modelling/pricing, trading, risk-management, PL attribution, reporting, loop-back

Management Consensus building, firm holistics, strategic decisions, hiring, training

Leadership Commanding Officer during the first Gulf War

Qualif.
Total exams Series 7, 63, 55, SFA

Registrations Eurex, Xetra, EuroNext, SwissEx & Virt-X, StockholmBorsen, HEX

Academic credentials:

 
MBA HEC Paris MSc. Sciences of Management, Finance. Ancien élève
Vis. Scholar UC Berkeley Differential algebra
Intal Fellow Stanford (SRI) Atomic physics
Doctoral Sup'Elec DEA, Electronic engineering
Adj. prof. several Physics, under-grad and post-grad
MSc. ENS-Lyon Theoretical Physics. Ancien élève
CPGE Faidherbe Math Sup, Math Spé