Arnaud DUPUIS

En résumé

Entreprises

• Cheyne Capital Management Limited - Hedge Fund - Trader / Derivatives Analyst

  2015 - maintenant • US & Pan European equities and derivatives execution/news monitoring
  • Created Share Class/Holding signal monitoring tool (MySQL/Java/php web interface), based on sigma occurrences into a certain percentile upper/lower limit. Idea generation was then validated/invalidated using company analysis (peer, SOP) and explanation of the signal
  • Right issue arbitrage (conversion/future, pro-rate, borrow, optionality, profit sharing)
  • Options adjustment/non adjustment arbitrage (takeover cash / partial tender)
  • Return enhancement (arbitrage of collar offers, call overwriting/ leveraging via multi options’ legs strategies )
  • Risk Arbitrage positioning, break/downside management using options
  • Pre announced deals positioning using options
  

• Market Securities - US & Pan-European Equity & Derivatives Sales

  2014 - 2015 * US & Pan European delta 1, equity and derivatives execution
  
  * Monitoring and assessing risk-arbitrage spreads across Europe and US
  
  * Generating derivatives ideas, with the purposes to enhance the risk/return profile of a position
  (dividend/ borrow enhancement, collar arbitrage, Results announcements, return enhancement,
  lowering downside risk, US partial tender arbitrage etc..)
  
  * Developing a database (MySQL) tracking flow of information, trades on cash and derivatives,
  deal terms (in order to compare returns and risks between them) on any form of Event Driven
  situation

• Aurel-BGC, Delta 1 Desk, Paris - US & Pan-European Equity & Derivatives Sales

  2013 - 2013
  * US & Pan European delta 1, equity and derivatives execution
  
  * Generating delta 1 and volatility based trade ideas (right issues/script dividends/results
  announcements, hard to borrow etc)
  
  * Conceiving daily reports: delta 1 daily recap, Pan-European most active options etc

• XBZ Limited - US & Pan-European Equity & Derivatives Sales

  2002 - 2012 * Pan-European listed and OTC derivatives execution , US DMA execution
  * Developing institutional clients
  * Conceiving daily option's trading ideas based on implied relative to realized, results
  announcement, M&A activities...
  * Developing pricing and scanning European options' tools using Excel, Access, Visual Basic
  and their Bloomberg Add-ons

• Société Générale - Junior Sales on the UK- Scandinavian Equity Derivatives Desk

  PARIS 2001 - 2002 * Sales of structured products for UK and offshore clients (equity linked and hedge-fund linked
  products)
  * Preparing marketing documents for structured products

• Societe Generale - London - Junior Sales Equility Linked Structured Product

  PARIS 2001 - 2003

• Société Générale -  Equity Derivatives Department, on the Marketing Desk for French Equity Derivatives

  PARIS 2000 - 2001 * Special advisor: strategies and opportunities for investment in relation with listed products
  (Warrants, Certificates, Reverses)
  * Conceiving and writing weekly trading and monthly recommendations based on charts and
  analyst company reviews
  * Primary market of new products: analysis of the competition offering, selection of the
  characteristics of the products, ``terms sheets'' and marketing documentation redaction

Formations

• University Pantheon ASSAS

  Paris 1996 - 2001 Magistere Banque et Finance - Master II
  
  * Master degree of Banking and Finance: a postgraduate degree, highly specialised in
  Economics, Banking and Finance

Réseau

• Patricia BRAVIN

• Sebastien GASC