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Tony BOISSON

MARSEILLE

En résumé

Hello,

Here are a few words about me. I’m Tony Boisson, 29 years old, and I’m looking for a trader/quant position in Singapore.

I have been trading for more than two years and gained a great experience through all day long market making. Among the several desks I was allocated to, I was able to keep positions under control in the very illiquid Germany small caps while keeping market share at good levels, and I have also been able to compete with the best market players in the Eurostoxx50 options market, the most competitive and the most liquid in Europe.

On top of that, I designed the next generation of automatic trading strategies on the Kospi200, known as the most liquid options market worldwide. That pushed me to think outside of the box in order to bring options market making to a new level. Last but not least, I had the privilege of being part of the committee responsible for the selection of the next trading software used in the company and I was also part of the team made up to insure a smooth transition among the trading department. This is the proof of all the confidence and the trust I received from my managers, to design and create the future of AllOptions.

I'm now working as an IPV Quantitative Analyst in ANZ I&IB, where I can prove my technical skills in pricing and my polyvalence through my coverage of all the assets classes in the bank, from Vanilla products to the most complicated Exotics IRO products.

All of that wouldn’t have been possible without my high level education, proven and tested through one of the most requiring academic background in France. The Engineering degree and the master in Financial Engineering I obtained gave me the knowledge and the ability to work with the most complex models existing in the world of derivatives pricing.

I let you discover all that through my profile and hope to hear from you soon if you feel interested in it or have any further question.

Sincerely,

Tony Boisson

Mes compétences :
Analyse technique
Anglais
Banking
Banque
Chinois
Investment
Investment Banking
Italien
Mathématiques
Mathématiques financières
Options
Pricing
Produits dérivés
Technique
Trader
Trading
Visual Basic for Applications
Market Making
Derivatives
Equities as Derivatives
C++
tasking skills
strong programming skills
problem solving
managed resultant P
Taxation
Stochastic Calculus
SQL
Risk Management
Responsible for the Independent Price Verification
Profit and Loss Accounts
Monte Carlo Simulation
Microsoft Office
Matlab
Market Risk
Hedge Fund
Futures Operations
Front Office
Financial Engineering
Equity Options
Equities
Commodities

Entreprises

  • ANZ Banking Group - Valuations Manager

    2012 - maintenant * Responsible for the Independent Price Verification process for the non-linear and exotic products ;
    * SME of FXO and Equity options valuations in the ANZ Valuation Group ;
    * Multi-Asset class coverage: FXO & PMO, Interest Rates Derivatives, Commodities, Equities ;
    * Improve, complete and generalize the IPV processes of the company ;
    * Research, analyze and select independent price sources for complex and illiquid products ;
    * Constant communication with Front Office, Market Risk and Finance about pricing problematic and P&L treatment
  • AllOptions B.V. - High Frequency Trader

    2011 - 2012 All Options is a market maker providing liquidity to the European major derivatives market and is a top market maker in European equity derivatives
    * Was part of the committee selecting the new trading software acquired by the company and part of the testing team ;
    * Ensured a smooth transition between the old and the new trading software in the company ;
    * Created and developed a fully automated market making strategy on the Kospi200 index options ;
    * Developed and optimized indicators for the management of the strategy ;
    * Trained the whole trading team of 25 persons about the pricing model used in the company
  • AllOptions International B.V. - High Frequency Trader

    2011 - maintenant  Was part of the committee selecting the new trading software acquired by the company
     Tested the software and designed modifications where necessary
     Ensured a smooth transition between the old and the new trading software in the company
     Training of the whole trading team about the functioning of the new software
     Trading on the Kospi200 index futures and options markets
     Created and developed a fully automated market making strategy on the Kospi200 index options and futures
     Designed indicators and implement them in C++ into the trading system to measure the performance of the strategy
     Programmed tools in VBA to automate analysis from the feeds of the trading system indicators
     Analysed the outputs in order to manage and optimize the strategy and the trading system
     Trained the whole trading team of 25 persons about the pricing model used in the company
     Regular training of new trainee traders hired by the company
  • AllOptions B.V. - Junior Trader

    2010 - 2011 All Options is a market maker providing liquidity to the European major derivatives market and is a top market maker in European equity derivatives
    * Market making of American and European style options on the European markets ;
    * Handled pricing inquiries of options strategies from brokers for OTC trading flow (HNWI, hedge funds and institutions) ;
    * Proposed and initiated proprietary positions, managed resultant P/L and exposure within risk limits ;
    * Polyvalence tested through many different markets from Germany small caps to Eurostoxx50 futures options ;
    * P/L of 500k EUR per year with a daily standard deviation of 500 EUR per day
  • AllOptions - Junior Trader

    2010 - 2011 * Market making of American style options on the European markets
    * Polyvalence tested through all kinds of markets from Germany small caps to Eurostoxx futures options
    * Setting up of strategies to profit from opportunities through spreads, expirations or even inter-indices.

    All Options is a market maker providing liquidity to the world's major derivatives market and is a top market maker in European equity derivatives, you can discover more about it through its website:
    http://www.alloptions-international.com/home.html
  • Finindev - Intern Quant

    Montpellier 2008 - 2008 Finindev is a consulting company in finance for the public sector in France which deals with many institutional clients such as municipalities and counties. It assists
    them for their financing operations, from debt financing to tax optimization; I was part of the structured debt financing team.

    Internship in Debt Structuring
    * Priced in VBA various interest rates OTC exotic options proposed by the top tier French investment banks (digital, single
    and double barrier options on CMS maturity spreads, CMS geographic spreads, inflation geographic spreads etc.)
    * Developed automatic valuation and risk indicators helping the decision making of the clients
  • Finindev - Stagiaire Destructureur

    Montpellier 2008 - 2008 - Modélisation des structurations de taux proposés au secteur public local
    - Pricing d'options exotiques (vanilles, digitales ou à barrières, sur divers sous-jacents - spread inflation, spread CMS -...)
    - Réalisation de notes sur le fonctionnement des divers produits structurés existants (notes descriptives à destination des clients, notes internes plus techniques)
    - Modélisation de la couverture du risque de matières premières
    http://www.finindev.com/

Formations

  • International University Of Monaco (Monaco)

    Monaco 2008 - 2009 Master in Finance

    Master in Finance - Financial Engineering -  Main courses: Derivatives pricing and strategies, macroeconomics for financial forecasting, stocks and bonds valuation, risk management, Matlab, VBA
     Research Thesis: “Carry Trade: can we use the other markets to derive a better strategy?” (Grade: 96%)
     Valedictorian prize awarded to the top ranked IUM student
  • International University Of Monaco (Monaco)

    Monaco 2008 - 2009 Master in Finance

    * Main courses: Derivatives pricing and strategies, stocks and bonds valuation, risk management ;
    * Research Thesis: ``Carry Trade: can we use the other markets to derive a better strategy?'' (Grade: 96%)
  • Ecole Centrale Centrale Marseille

    Marseille 2007 - 2008 Mathématiques Appliquées à la Finance
  • Ecole Centrale Marseille

    Marseille 2005 - 2008 Generalist Engineer

    Master in Generalist Engineering - Specialization: Mathematics Applied to Finance
    * Main courses: Stochastic calculus, portfolio management, econometrics, C++, probability and statistics ;
    * Project: Developing a European, American and Asian options pricing tool in VBA (Monte Carlo method, binomial model,
    finite differences method, Black & Scholes model)
  • Ecole Centrale

    Marseille 2005 - 2007
  • Lycée Jean Perrin Classe Préparatoire Grandes Ecoles

    Marseille 2004 - 2005 Physique Sciences de l'Ingénieur

    Major de promotion
  • Lycée Jean Perrin

    Marseille 2003 - 2004 Physique Chimie Sciences de l'Ingénieur

    Major de promotion
  • Lycée Jean Perrin Bac C

    Marseille 2001 - 2003 Première et Terminale Scientifique (option SI, spécialité Mathématiques)
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