JEREMY EYRAUD

As of March 2024
+447 508 803 400
JVE.EYRAUD@PROTONMAIL.COM

Senior Quant Developer with in-depth experience within the field of systematic trading research but also
risk and pricing. I have worked in young and agile firms but also renowned and established companies to
architect and to implement their research and trading platforms.

QUANT RESEARCHER AND DEVELOPER EXPERIENCE

12/22 - 12/23 Senior Quantitative Researcher and Developer, Balyasny Asset Management (consultant)
Working for the central Fixed Income desk serving various PMs as a Software Engineer
Designed the architecture of the new systematic trading platform for the Fixed
Income products – full stack, event driven: ingestion of live data, reference data
management to pricing and order generation
Implementation of live pricing and trading strategies for credit markets
Built-up dashboards to monitor portfolios and positions using React
Tech: Distributed Systems, “Typed” Python, Linters, AWS, Kafka, ORM, React

11/20 - 12/22 Senior Quantitative Researcher and Developer, Gresham Quant (consultant + permanent)
Systematic Hedge Fund with $1Bn AUM, world top CTA with 60% return in 2021
Reengineered the intraday trading system handling the $1Bn CTA strategies
Monitored the algos and released weekly production code
Quant Trading / Commando Dev - Tactical interventions in a fast-paced environment
Assisted the Systematic Fixed Income strategies implementation for the new fund
Research and Implementation of new strategies for Commodity markets
Tech: Python, Unix, Dockers, Grafana

11/14 - Lead Quantitative Researcher and Developer, Majora Quant

Own financial engineering consulting firm– worked with my LTD or under umbrella
companies (inside IR35) for HF and Banks (e.g. BAM, Gresham, Citibank, …)
Design and implementation of intraday algos based on LOB data
Set up a business of systematic market making of crypto-currency options: devised
and built the system from connection to the exchange to live modelling, risk
management and calibration of volatility surface on tick data
Cross Asset Derivative model development (mostly IR, FX, Credit, Commodities)
Tech: Python, C#
JEREMY EYRAUD
As of March 2024
+447 508 803 400
JVE.EYRAUD@PROTONMAIL.COM

TRADING EXPERIENCE

11/12 - 10/14 Option and Exotic Rate Trader, Commerzbank

USD Interest Rate Option Book, 2 traders, EUR 10Mn profit achieved p.a.
Manufactured and traded IR Exotic products for Institutional, Corporate and Private
Banking clients in North-America, Asia and Middle-East and Europe – XCCYs, Range
Accruals, CMS, Bermudan swaptions
Calibrated IR models + quote deals with notional ranging from $10Mn to $1Bn
03/12 - 11/12 Rate, Credit, Cross-Asset Derivative Structurer, CACIB
Central desk of the front office for research, structuring, pricing, marketing and,
execution

EDUCATION

2009 - 2012 Ensimag, France - Grande École – Institut National Polytechnique

MSc in Financial Engineering, Applied Mathematics and Computer Sciences
Probability, Algorithmic, Stochastic Calculus and Software Engineering
2011 - 2012 MSc in Quantitative Finance, Grenoble University
Statistics, Numerical Optimisations, Derivatives, Market Microstructure, Economics,
Financial Theory, C#, C/C++
2008 - 2009 BSc equivalent in Maths and Physics, French Classes Préparatoires,
Clermont-Ferrand
2007 - 2008 BSc equivalent in Maths and Physics, French Classes Préparatoires,
Lyon

ADDITIONAL INFORMATION

Judo – black belt: participated in international competitions, won national competitions

Selected in the national sport and education program
Extensive travel in Europe, and South America: Fluent in French, Spanish and English
London Olympic Triathlon 2018, 2019