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ING Bank
- Blockchain initiative lead
Finance | Amsterdam
2016 - maintenant
I lead the ideation, design and development of digital assets initiatives on both private and public blockchain/DLT.
Typical projects include tokenization of assets on private permissioned DLT: Corda (for instance FinTech50 recognised HQLAᵡ as one of Europe’s hottest fintech companies in 2019) that we have developed with 5 other banks Goldman Sachs, UBS, Credit Suisse, CIBC, Commertzbank. The collateral platform is in production, www.hqla-x.com .
Another strategic initiative that I lead is called Pyctor. Pyctor, a project developed by ING Bank within the FCA regulatory Sandbox, in collaboration with ABN AMRO, BNP Paribas Securities Services, Invesco, Societe Generale – Forge, State Street, UBS and others, is a decentralised permission network that aims to provide digital asset safekeeping and transaction services, with a focus on regulated security tokens issued either on private or public blockchain. www.Pyctor.com
My team is composed of 12+ employees located in Amsterdam and London.
I ensure a seamless execution between our ING cross-functional teams involving product, technology, legal, compliance, ORM, IRM…
Thanks to my strong entrepreneurial mindset, I establish shared vision by influencing and building consensus among both internal and external stakeholders. I have in-depth knowledge of the Blockchain/DLT and crypto-assets ecosystems, including relevant industry standards and regulatory requirements. I have worked on ING Digital Assets strategy and I apply whenever applicable Lean Startup principle, Agile (Scrum) and design thinking (ING PACE methodology).
Last but not least, I led Proof of Concept (Poc) work stream of the Digital Asset Work Group (DAWG) of R3 during 7 months together 40+ financial institutions and I am now co-chairing the custody stream of GDF (Global Digital Finance).
Certified Hyperledger Fabric v1.4 developer
Certified Corda developer
Certified Scrum Master (CSM)
Certified Scrum Product Owner (CSPO)
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ING Bank
- G10 FX swap Trader
2011 - 2015
Based at Amsterdam Head Office, I am quoting and position taking in the Forward FX market across G10 currencies. My primary responsibility is serving the client base with all their Forward FX hedging and trading requirement on JPY, AUD, NZD and CAD. I enhance the PnL with an active program of hedging and risk taking across all the Short Term Interest Rate Product (up to 2y). I am looking for “value creation” on the FX business through a global vision of the business (distribution + trading) and an international view of the business.
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Natixis
- Short Term Interest Rate and G10 FX Trader
Paris
2009 - 2011
Relocated to Paris, I handle both market making on FX and arbitrage trading on FX versus rates. Product range covers G10 currencies FX Swap/Fwd (up to 10 years), Non Deliverable Forwards (up to 5 years), short term rates (Eonia, OIS) , Basis Swaps (up to 10 years) and vanilla options (Call/Put). I focus on JPY and Far East currencies in parallel of the majors (EUR, GBP, AUD, CHF).
I deal with customer flows, manage arbitrage strategies (Basis swap versus long term FX swap, intra and inter currencies carry trades…) and take care of the electronic trading platform.
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Natixis
- Asian Currencies Foreign Exchange and Fixed Income Trader
Paris
2008 - 2009
After successfully applying for a transfer to the Bank’s trading team of Simon Lee, I assumed responsibility for managing a combined proprietary / customer flow trading position which initially began with an 80/20 split and a targeted 60/40 split. I was covering 11 Asian ccy (HKD, CNY, TWD, KRW…) with a focus on INR, SGD and THB trading book. Products involved both FX and Rate from NDF, FX Fwd to NDIRS, NDS, NDOIS, or Basis Swap. The position also included the management of asset swap arbitrages(on KRW and INR).
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Ixis Asia - Hong Kong
- Foreign Exchange and Fixed Income Derivatives Structurer
2006 - 2008
Relocated to HK, I took the mandate for pricing, structuring and promoting various USD denominated FX Linked and Interest Rate products. Structured products included Multicallable, CRA, CSO, Quanto, Snowball, TARN, PRDC, FX Option strip among others. I also worked closely with the regional onshore sales teams in developing customer business flows and handling the trading and delta hedging of US Dollar transactions during the Asian time zone.
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Ixis CIB - Tokyo Branch
- Quantitative Analyst, Fixed Income Derivatives
2004 - 2005
Transferred to Tokyo, I was co-responsible of quantitative model analysis from its implementation in the financial library (in C++ ) to its use through Excel VBA. The pricing library targeted JPY exotic products: Multicallable, CRF, CRA, CSO ; FX options and hybrids :PRCS. Additionally, I was involved in the analysis and hedging of the Bank’s trading portfolios.
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CDC - North America
- Assistant Trader, Fixed Income Derivatives
2002 - 2004
Based in New York and appointed to the full time staff, I developed/maintained market sheets and pricing tools (for Options, Swaps, OIS, Euro$ contracts). I had in charge the implementation of local needs in the C++ financial library. Other duties included handling PnL reconciliations, the preparation of a daily market commentary, technical analysis researching and trading strategies propositions.
