MIGUEL GILLOT +1-646-***-**** New York, NY acwe6n@r.postjobfree.com https://www.linkedin.com/in/gillotmiguel DERIVATIVES TRADER

Highly accomplished candidate offering demonstrated expertise driving consistent returns and revenue as a trader, with focused expertise in Equity Derivatives.

Accomplished subject matter expert in global monetary policy analysis and drivers of asset prices; served a key role promoting new product ideas at Natixis in collaboration with global Sales, Structuring, and Quants teams.

Regarded for the unique ability to implement a highly organized, analytical, and process-oriented approach to achieve results and ensure compliance with all corporate and client standards of quality. Areas of Expertise

Equity Derivatives • Market Structure/Microstructure • Cost Optimization • Strategy Implementation Microsoft Office • Excel • Bloomberg • Reuters • Automation • VBA Relevant Professional Experience

NATIXIS NORTH AMERICA, New York, NY (2008-2016)

US FLOW TRADING – EQUITY DERIVATIVES

Fulfilled a critical role as an Option Trader on the US Flow Trading Team of this boutique investment banking firm that offers financial advisory services, with accountability for the management of the option book for flow products that included US indices

(SPX, RTY, NDX, INDU), their relative ETFs (SPY, IWM, QQQ, DIA), US single stocks, and the VIX Index. Managed solutions on behalf of domestic and international institutional investors, hedge funds, pension funds, private banks, and insurance companies, providing competitive pricing in response to client requests for OTC or notes structures. Key Accomplishments

Served a key business development role through the promotion of new product ideas in collaboration with global Sales, Structuring, and Quants teams.

Leveraged expertise in Natixis management tools to oversee an option book and all trading risks; championed multiple hedging discussions that served as the foundation for improvements in hedging methodologies governing volatility and correlation products.

Generated and packaged SPX and VIX proprietary solutions to take advantage of volatility options and equity underlyings to produce carry generation with embedded hedge features in most market environments.

Served as a reliable source of market color and volatility comments; authored multiple option strategy trading descriptions that successfully solicited client requests for quotes and trades. BNP PARIBAS, Paris, France (2007-2008)

HYBRID DERIVATIVES RESEARCH

Led the production of analysis on Credit and Equity joint volatility movements at this French multinational bank and financial services company with global headquarters in Paris. Directed the implementation and calibration of equity hybrid pricing models

(Reduced Form Approach).

SOCIÉTÉ GÉNÉRALE, Paris, France (2007-2007)

FIXED INCOME – CREDIT DERIVATIVES

Recruited to work with trading teams to lead the pricing of synthetic CDO tranches at this French multinational bank and financial services company. Additionally, produced Marked-to-market simulations of CDS indices and and CDO tranches with correlation scenarios and prepared marketing presentations to showcase the benefits of the company’s structured products. Education and Professional Certifications

MS, Major Applied Mathematics/Finance - École Centrale Paris MS, Mathematics of Insurance, Economy, and Finance - Dauphine University / National School of Economic Statistics and Administration (ENSAE)

FINRA Series 7, Series 63, Series 55, Series 57

Fluent in French, English, and Spanish

Technical Skills: Bloomberg, Reuters, Microsoft Office (Word, Excel, Access, Powerpoint), Python, C++, VBA