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Arnaud Chretien: Using quant power to target optimal risk allocation

Apr 21 2015 1 Comment
With already his grand-mother having a Ph.D. in mathematics, maybe Arnaud Chretien has numbers and algorithms running in his genes. He started his professional career in 1987 at Saintoin & Roulet SA as an Option Market Maker and Stock Trader. In 1989 he began to trade interest rate futures with Banque Internationale de Placement / Dresdner Bank Group. In 1992 he became a Broker in 1992 and Manager of the Option Desk at Fimat and then moved to Switzerland in 1998 to launch a CTA fund with CFM SA in Switzerland.

In 2001 he bec ...more

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