Franck Beon

Proprietary Trading Index Arbitrage Delta One & Forward Trading Statistical Arbitrage from high to low frequency

Proprietary Trading focus on statistical arbitrage from low to high frequency over a wide range of products such like equity, derivatives, OTC products, interest rates and forex with a global coverage (Asia, Europe, and United States). Automated trading.

Capital Market Japan Proprietary Trading Delta One and Quantitative Trading. Mainly involved in all the Asian Markets : Japan, Hong Kong, Singapore, Korea, Taiwan, India & Australia. Management of the different currencies including non-deliverable. Presence in the OTC markets in all the Delta One products (Forwards, Div Swap, TRS, PRS, EFP, Rolls) on the main Asian indices, ETF and MSCI underlying. Statistical Arbitrage and Quantitative trading from low to medium frequency

Equity Derivatives Department Proprietary Trading Delta One (Basket Trading, Index Arbitrage, Forward Trading, Statistical Arbitrage). Development of the activity “from scratch”. Involved in the exchange membership process (Eurex, Xetra, Virt-X, LSE). Development of the systems, trading strategies involving a deep knowledge of the trading platform. Specialization in the French, Swiss, Spanish and German market. Backtesting of strategies.

Financial Engineering Department Participation to the creation and development of the new Corporate Finance department (M&A) throughout the sectors of transportation, energy, public infrastructures and environment. Corporate advisory of a potential investor via a participation in an European electricity transportation network ; Study on electricity markets (networks, generation) in Western Europe, Study on the CO2 market ; financial modelling

Aerospace and Mechanical Engineering Department Study of delta wings to improve the performances of supersonic aircraft mainly through the set up of an active flow control system, analysis of the results by visualisation

Major data acquisition and processing, specialization financial engineering (Stochastic calculus, statistics, options futures and other derivatives…)

Aeronautics