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Raphael Douady

Risk Modeling, Trading Strategies, AI Applications, Wealth Management

Categories

  • Hedge Funds
  • Fixed Income
  • Other

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Projects

Fixed income brokerage firm

Client: Private Sector
Descrption: Converting a fixed income brokerage firm's processes from LIBOR to SOFR

Citi Bank

Client: Private Sector
Descrption: developed a comprehensive Cross Product Margining system for our Prime Brokerage practice

Hedge Funds

Client: Private Sector
Descrption: Developed a portfolio risk management system based on a polymodel framework

Fixed Income

Client: Private Sector
Descrption: Implemented a fully automated systematic trading strategy for fixed-income arbitrage.