THOMAS ARTARIT

ac8d3m@r.postjobfree.com +336********

CAREER HISTORY

Dec 2013 – present:

Founder Hybrid Volatility Program

Invention, design, creation, programming of this strategy. The HVprogram is an arbitrage quantitative strategy that trades listed or OTC options.

HVP program is a quantitative arbitrage options strategy that mixes skew analysis and trend following technics to detect quasi arbitrage and to capture certain risk premium from long only or hedgers positions in certain markets.

Nov 2009 – January 2016:

Founder. Co Chairman - Co CEO. IStar Capital Amsterdam

Istar was a CTA/Managed Futures hedge fund.

Creation of the strategies, trades execution, risk management, investors relationship management and business development of the fund.

Seeded by IMQubator the seeding platform of the Dutch pension fund APG, with $35 mios. According to the BoA-Merrill Lynch Global Hedge Fund Industry Overview Q4 2011, Istar is the only CTA seeded by an institutional investor in the world in 2011.

Istar had positive performances and outperformed most of its competitors. More details about the performance of the fund and its setup can be provided upon request. Oct 2002 – Oct 2008:

Head of Fixed Income Hybrid trading/ FX options/ commodity business (Asia). AIG FP Tokyo

Created a large FX/fixed income correlation book. In charge of risk management, research and business development.

Annual P&Ls was between $33 mio and $80 mio.

Specialized in buying back counterparties portfolios.

This was the largest market risk in AIG FP (ex. credit). Pricing and managing exotic commodity trades (mainly WTI and Indices) in Asia. Involved in the equity book risk management.

Managing 6 traders directly and co-managing a team of 3 quants worldwide.

Worked very closely with IT, quantitative and risk management groups to design risk management systems and pricing tools.

Used to run a separate proprietary book. Mainly volatility arbitrage. This activity was directly supervised by the CEO of the firm.

From July 2008 head of commodity trading in Asia. Still overseeing the Hybrid and FX options. Jan 2002 – Sept 2002:

Head of Currency Options/Hybrid Trading GenRe FP, London

Retained to wind down the trading business of GenRe, following Warren Buffet’s decision to disband the trading arm. Previously, transferred to London to create inflation derivative business and to develop a new correlation book.

Mar 1999 – Dec 2001:

Head of Hybrid FX/Fixed Income GenRe FP Tokyo

Genre FP was a subsidiary of Berkshire Hathaway.

Head of desk, overseeing two traders and three sales people.

Traded and risk-managed hybrid FX/interest rate derivative book

Created and developed a large correlation book comprised of Bermuda callable or knockout trades and long-dated spread options.

Annual P&Ls was between $23 mio and $70 mio.

Previously, traded Yen-based swaptions, Caps, Floors and CMS structures Mar 1997 – Mar 1999:

Head of Currency Options Asia. CIBC FP Asia

Developed the franchise to a level that CIBC became one of the main players covering Japanese clients specializing in exotics options.

Traded and risk-managed vanilla and exotic books, together with the execution of large trades, strong client involvement and ran a successful prop trading book

Oversaw a team of two traders

Sept 1994 – Mar 1997:

Head of Exotic Currency Options Trading Bank Indosuez Paris

In-charge of exotic trading book during European hours (barrier, digital, compound, Asian and more exotic options).

OTHER INTERESTS

January 2018 – present:

Founder and manager of the Ice cream brand. Oh La La Ice Rolls

Greece. Stores managing, franchising, branding. https://web.facebook.com/Ohlalaicerolls- 564************/

Now focused on Saoudi Arabia franchising.

EDUCATION

1994 Ecole Polytechnique - La Sorbonne

Master Degree, Financial Mathematics (DEA)

Focus - Stochastic Calculus, Options Theory, Modelisation 1993 Orsay-Ecole Normale Superieure

Master Degree, Pure Mathematics (DEA)

Focus - Algebraic number theory.

PROGRAMMING

Python, Excel

LANGUAGES

French Mother Tongue

English Fluent

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