Eric Marandon
Quantitative Research & Development @Kappa Lab
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WORK HISTORY
Quantitative Research & Development @Kappa Lab
London, GB
My primary responsibility is to industrialize R&D and operations.To that effect, I have - Designed and implemented the core trading algorithms (market-making, relative value, directional)- Designed and implemented the trading stack (order management, pricing engine, quoting engine, backtesting and replay functionalities, real-time risk monitoring)- Designed and implemented the research infrastructure (marketdata library, auditing & simulation tools, timeseries toolkit)
EDUCATION
École Polytechnique
Ingénieur (MSc), Mathematics, Economics, Physics
ENSTA
Master's Degree, Applied Mathematics
Pierre and Marie Curie University
Master's Degree, Finance, Mathematics
Massachusetts Institute of Technology
Master's Degree, Operations Research, Finance
SKILLS
ABOUT ERIC MARANDON
I am a seasoned financial markets professional with extensive experience in quantitative research, algorithmic trading, trading systems design, and complex risk management.I started my career with tier-one institutions where I traded equity derivatives and structured products. Later, I founded an algorithmic trading start-up, where I designed and implemented a complete trading infrastructure and led the quantitative research team. Currently, I serve as head of quantitative trading & research for an electronic market maker specializing in digital assets. In this role, I have designed and implemented the research infrastructure, the trading stack (order management system, backtesting engine), and the core market-making, relative-value and directional trading algorithms.Passionate about science and engineering, I possess a natural talent for solving complex problems and building innovative solutions. My expertise in mathematical modeling and analytical skills, combined with extensive programming experience and a hands-on approach, enables me to contribute effectively to complex projects from inception to delivery.
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