Sacha DUPARC

Formulate and structure customized investment solutions and vehicles that span across asset classes and markets. Devise strategic and tactical alternative asset allocation models based on Bayesian inference techniques. Conduct objective research and analyzes on innovative modeling methodologies.

Performed in-depth fundamental and statistical analysis of domestic and international energy markets. Engineered several highly consistent fundamental quantitative models (based on Bayesian VAR and VECM techniques). Developed numerous Relative Value models incorporating fundamental and tech signal

Developed hedging tools that allow traders to instantly keep track of their overall financial and physical-plant positions’ value and risk exposure. Built pricers designed to assess potential volatility trading opportunities. Assisted in testing the explanatory power of numerous option pricing mod