Profileimage by Laurent PILLIARD Investment Banking and Commodity Trading consultant from ViuzenSallaz



Last update: 27.04.2021

Investment Banking and Commodity Trading consultant

Company: trend risk
Graduation: MSc. Math Finance / MSc. Computer Science
Hourly-/Daily rates: show
Languages: German (Full Professional) | English (Full Professional) | French (Native or Bilingual)


Education: partial differential equations (PDE) and numerical methods (finite difference & Monte Carlo simulation) for exotic derivative pricing. Dynamic hedging. Statistics & Probabilities. Operational Research. Genetic algorithms.

Risk : value-at-risk (VaR), stress testing, extreme value theory (EVT), dynamic risk analysis. Equity, fixed income, strcutured products, credit derivatives, energy & commodity trading.

IT skills:

Python, UNIX, C-Shell, Excel - VBA, Eclipse SDK, SubVersion, Algorithmics - Certified Algorithmics Engineer for RiskWatch, Risk++, HistoRisk, Sungard Front Arena Certified AEL Developer, ASQL, Qontigo's Axioma, FORTRAN 90, C++ and MATLAB

Project history



o For the largest Swiss bank, specification of the models for valuation and risk measurement of the client’s assets & liabilities (1 year).
o For a Swiss canton bank, selection of a banking system and identification of operational risks (4 months).
o For a German bank, integration of the front-office system IBM SunGard Front Arena: technical design and development of core components, preparation of test systems, coordination of releases and go-live preparation (4 years)
o For a German bank, integration of the front-office system IBM SunGard Front Arena (8 months).
o For a leading French bank, validation of the equity derivative value-at-risk engine (2 months).
o On behalf of two merging Italian banks, measurement of the value-at-risk of the combined portfolios (1 month).
o For an investment bank, development of components of the value-at-risk engine based on Algorithmics™ RiskWatch, RiskScript and Risk ++ (6 months). Responsible for the integration of the foreign entities into the central risk engine, as well as leading the middle-office of the Belgian subsidiary (CSNE military service, 1 ½ year).
o Derivative pricing (recurring).


o For the leading Swiss reinsurance company, conceptual design of the investment risk management system (1 month).
o For a leading Swiss insurance company, identification of risks in the treasury and capital management divisions (4 months).


o For a leading SEC – registered Company, ongoing reviews of the commodity trading books with respect to P&L, risk and compliance. Risk expert and client executive (6 months).
o For several Swiss companies, review of the proprietary trading books and of the derivatives dealing risk management activities plus advisory thereupon (1 year).
o For several large Swiss companies, treasury review and advisory (6 months).
o For an Oil Major, review of energy derivatives trading P&L and risk control (3 months).
o For a Swiss company, leader in its commodity segment, development of an integrated commodity price risk management framework (1 year).


o For a Swiss fund of hedge funds, development of an asset allocation and compliance check tool (1 month).
o For a UK-based convertible-arbitrage hedge fund, design of the risk management system (2 months).
o For a leading Swiss/International fund of hedge funds, review of the risk management department and of the quantitative analysis department (4 months).

Local Availability

Open to travel worldwide
Switzerland (Geneva, Lausanne, Bern, Luzern, Zug, Zurich)
Germany (Frankfurt, Munich, Hamburg, Dusseldorf)
UK (City of London / Greater London, Edinburgh)


Education: MSc. Oxford math finance, ESSEC business school MSc. in finance, Dipl. Ing.

Ex Senior Manager bei Ernst & Young in Zurich - Risk Management
Ex Manager bei Andersen AG in Zurich - Quantitative risk consulting team
Profileimage by Laurent PILLIARD Investment Banking and Commodity Trading consultant from ViuzenSallaz Investment Banking and Commodity Trading consultant