Francois Burnet-Merlin
Managing Director, Head of Electronic Trading - Product, Quant & Quant Development (Equities, Emea) @Barclays Investment Bank
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WORK HISTORY
Managing Director, Head of Electronic Trading - Product, Quant & Quant Development (Equities, Emea) @Barclays Investment Bank
London, GB
Led equities electronic execution across product, quantitative research and development in EMEA.Selected impact: • Owned the strategy, design and delivery of Barclays’ EMEA algorithmic execution platform across channels (Electronic Trading, High Touch and Program Trading), supporting a high single-digit share of European equity market volume• Delivered one of the strongest electronic market-share gains among EMEA brokers and nearly tripled electronic client revenues (algo & SOR), establishing a high-eight-figure execution business• Repositioned the execution platform from bottom-tier to top-tier adoption among systematic clients, driven by sustained improvements in execution performance and product differentiation• Developed and deployed microstructure-driven execution models optimising short-term alpha, liquidity, volatility and market impact against venue-specific trading mechanisms• Built a differentiated internalisation and liquidity optimisation framework, enabling internal crossing at scale, enhancing execution capacity and overall platform economics, and positioning the platform for the structural shift toward low-touch liquidity provision• Designed signal-driven and liquidity-adaptive execution logic, improving execution performance and supporting alpha preservation• Partnered with leading global systematic hedge funds on execution optimisation and portfolio implementation at scale• Built and led a 20+ team across product, quantitative research and development
EDUCATION
Ecole des Mines d'Alès
Master of Science in Engineering, General Engineering / IT
Lycée Berthollet
Math Sup (Mathématiques Supérieures) - Preparatory Class, Mathematics
ABOUT FRANCOIS BURNET-MERLIN
Electronic trading and liquidity strategy leader focused on scaling execution platforms and optimising the economics of institutional flow.Experience spans systematic execution platforms, execution research and quantitative development, with a focus on model-driven algorithmic execution and market microstructure-driven optimisation. Built and scaled tier-one execution platforms processing a high single-digit share of European equity market volume, materially increasing client adoption and electronic execution revenues.Work has centred on improving execution performance and alpha preservation while optimising systematic flow interaction - including internalisation, liquidity provision and short-term alpha-aware execution - to enhance both execution outcomes and the effective economics of flow.Focused on the increasing convergence of execution and systematic liquidity provision, and on optimising flow for information, interaction and effective value capture - not just cost. In particular, a focus on effective alpha preservation, where traditional TCA metrics often fail to capture - and therefore understate - the true P&L impact of execution quality on portfolio and strategy performance, leaving a significant portion of alpha erosion unmeasured and under-attributed to execution.
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