Find an Expert Witness

Forensic, General & Medical
Expert Witnesses

Securities, Derivatives, Portfolio Management Consultant and Expert Witness

Navesink International

Navesink International

444 River Road
Fair Haven, New Jersey 07704

Phone(646) 844-1789

Website www.navesinkinternational.com

► Contact Navesink International

Expert WitnessLitigation SupportSpeaker
Gontran de Quillacq is an industry expert with 25+ years of experience in derivatives, trading, portfolio management, quantitative/alternative investments and hedge funds. He has traded most forms of equity derivatives (VIX, options, swaps, ETFs), researched and managed proprietary trading strategies and various forms of arbitrage. He has provided investors with solutions, portfolio construction, tailor-made structured products, market views, quantitative and qualitative investment analysis.

Navesink provides consulting, reports and testimony to plaintiff and defendant on complex products, manipulations, frauds, losses, risks, misuse of derivatives. Keywords include VIX, stock lending, dividend tax credit, LJM, responsibilities of portfolio managers...

Services

Navesink International provides expert witness / consulting services for high-stake litigation related to trading losses, frauds, manipulations, wrongful uses of derivatives, quantitative investments or front-office responsibilities.

Our services are available to prominent law firms representing plaintiff and defendant and include written reports, deposition, arbitration, and trial testimony as needed.

Our expert is a member of the Securities Expert Roundtable and an IMS EliteXpert. He is affiliated with Ankura, Barrington Financial Consulting Group, The Bates Group, Moskalev Consulting and SEDA Experts.

Areas of Expertise

Additional Expertise:

Stock Lending & Borrowing; Primebrokerage; Arbitrage.

Profile

Gontran de Quillacq has 25 years of experience in portfolio management, derivatives trading, proprietary trading, structured products and investment research. He has worked with top-tier banks and hedge funds in both London and New York.

Background Experience - After his European and US education, Mr. de Quillacq traded derivatives for two decades, from vanillas to exotics, both proprietary and client-facing, at top-tier banks in the square mile and on Wall Street. As a portfolio manager, he researched and managed investment strategies, delivered both in hedge fund and in structured note formats. He initiated the distribution of investment strategies through derivatives, an activity now called 'portable alpha' and 'smart beta'. For the following five years, Mr. de Quillacq ran due diligence on investments strategies and selected senior investment personnel for some of the world’s most famous and most demanding hedge funds and asset managers. In 2017, he co-founded a quantitative activity deploying the latest machine learning techniques in global long/short equities. Mr. de Quillacq is a quantitative researcher and portfolio manager for DeepBlue, an asset management firm deploying volatility trading strategies for institutional investors.

Litigation Support - Mr. de Quillacq's own investment experience and his cross-sectional review of other professionals give him unique experience on what can be done, what should be done, what should not be done, and the grey areas in-between. During a personal case, his legal team was so impressed by his wide and thorough knowledge in finance, his capacity to explain complicated ideas in simple terms, and his strong performance on the stand, that they strongly recommended he expand into litigation support services. Mr. de Quillacq is now a FINRA/NFA arbitrator, a member of the Securities Expert Roundtable and an IMS Elite Expert. He has consulting affiliations with Ankura, Barrington Financial Consulting Group, The Bates Group, Moskalev Consulting and SEDA Experts.

Mr. de Quillacq's services are available to attorneys representing plaintiff and defendant and include written reports, deposition, arbitration, and trial testimony as needed.

Consulting Practice

All States. Geographically located in NY/NJ.

Navesink International in the Social Networks

LinkedIn PageLinkedIn

Professional Experience

Navesink International
2016 - Present
Founder & Managing Partner
Legal consultant / expert witness / arbitrator, investment advisory to top-tier asset managers and hedge funds.

A Volatility Hedge Fund
2019 - Present. Quantitative researcher, portfolio manager

Quantitative Machine Learning
2017. Co-Founder, quantitative analyst, business development
QML deploys the latest machine learning techniques in alpha-modeling, implementing a market-neutral, industry-neutral and factor-neutral multi-strategy portfolio in global equities.

IJC Partners / IJC Associates
2014-2015. Head of quantitative & risk practice
Investment advisory and due diligence in the alternative investment space.

The Atlantic Group
2013. Head of research: alternative investments

HSBC
2007-2012. Structured equities - senior vice-president
• Market access: Swaps, ETFs, arbitrage, client solutions
• Correlation exotics.
• Portable Alphas: quantitative equity, portable alpha

Nomura
2006. Co-head of equity derivatives

Tykhe Capital
2004-2005. Quantitative researcher, portfolio manager
Structure arbitrage, global macro, options

Lehman Brothers, London
2000-2003. Research, structuring & trading
Portable alphas / smart betas, structured products, access products, proprietary trading

Société Générale, London
1995-2000. Equity derivatives and proprietary trader
Statistical arbitrage, index arbitrage, option market-making

Various Universities, Paris
1993-1995. Professor assistant

511ème Regiment Du Train,
1991. Platoon commander, first lieutenant


Licenses

SFA: Trader, 1997, General Representative, 2001
DTB, Eurex, Xetra, EuroNext, Saxess, StockholmBorsen, HEX, SWX, Registered Trader, 1997-2002
FINRA Series 7, Series 55, Series 63, 2006 (expired).
FINRA non-public arbitrator
NFA arbitrator


Legal Experience & Services

Rule 26 Disclosure available upon request.


Affiliations

Ankura
Barrington Financial Consulting Group
Bates Group
Moskalev Consulting
SEDA Experts


Qualifications

SFA/FCA: Trader, General Representative.
FINRA: series 7, 63 & 55 (expired), Arbitrator (non-public).
Eurex, Xetra, EuroNext, Saxess, Virt-X, StockholmBorsen, HEX: Trader.
NFA: Arbitrator.
NYCLA Part 137: Arbitrator.
Securities Expert Roundtable: Member
IAQF, QWAFAFEW, SQA, PRMIA, GARP, FENG, MENSA: Member.


Seminars & Training

- Defense of a loss on SVXY options, Fordham University research seminar, February 2020
- Defense of a loss on SVXY options, FENG Asset Management, December 2019
- Defense of a loss on SVXY options, QWAFAFEW, September 2019
- St John’s University / FINRA, Dispute Resolution Triathlon, October 2018
- VIX, derivatives and possible manipulations, presentation, FENG Banking, September 2018
- VIX, derivatives and possible manipulations, presentation, QWAFAFEW, September 2018
- VIX, derivatives and possible manipulations, webinars, June/July 2018
- VIX, derivatives and possible manipulations, presentation, FENG Asset Management, June 2018
- Quantitative Finance, panelist, George Washington University, 2018
- Machine Learning Applied to Portfolio Construction, research seminar, NYU, 2017
- How I became a quant, moderator, NYU/IAQF, 2017
- Hiring Quant Talent, HFM/CTA Intelligence, November 2016
- How I became a quant, panelist & moderator, NYU/IAQF, 2015


Publications

- Losing your shirt, institutional style, March 2020
- What just happened? Some volatilities were squeezed last week, March 2020
- Gammas Scalping 102 – The Undisclosed Risks, April / May 2019
- Gamma Scalping 101 – Gamma-Theta Trading, April 2019
- Of Slopes and Flops, January 2019
- Options on leveraged VIX ETFs – Legal Issues. June 2018 / April 2019
- Don’t Touch the Vix! Oops, March 2018


Professional References

Dennis Boyle, Whiteford Taylor Preston
Jason Stewart, Law Office of Neal Brickman
Philip Vujanov, Chapman Albin
Barry Lax, Lax & Neville
Sandra Lahens, Lax & Neville
Garry Klein, Carmody Torrance Sandak & Hennessey LLP


Education

HEC, MS Management, alumnus ("diplomé d'HEC"), 1995
UC Berkeley, Visiting scholar, differential algebra, 1993
Ecole Superieure d'Electricite, DEA (doctoral degree), 1993
Stanford Research Institute, International fellow, atomic physics, 1992
Ecole Normale Superieure de Lyon, MS Theoretical Physics, alumnus ("ancien élève"), 1992
Ecole d'Application du Train, Military Academy, Lieutenant, 1991
Lycee Faidherbe, Classes preparatoires, 1989


Articles Published by Navesink International

 Losing Your Shirt, Institutional Style

Recent market moves are extreme, but such events are far from rare. Actually, they are quite frequent. Nevertheless investors (from modest to institutional) sell insurances against market crashes, and repeatedly lose institutional amount of money. Malachite Capital, a $600m NY hedge fund, has been selling tail risk in various forms in extremely large quantities. They just announced that they are in default. Problem, their positions are so large, that they might take several broker-dealers with them.

Read Article

 What Just Happened? Some Volatilities Were Squeezed Last Week

The market events of the last week have been drastic, not only in movements, but also in volatility surface deformation. Bridgewater's purchase of 1,000,000 lot of options as a hedge is probably a cause of the current volatility

Read Article

 Of Slopes and Flops in Investments

The investment world and the financial medias are abuzz with the USD yield curve and its growing flattening/inversion, and for good reasons. Here is why.

Read Article



Find an Expert Witness