Stéphane RIO

CEO

team-s-rio

After graduating from Ecole Polytechnique & ENSAE, Stephane completed a specialisation through a Master in Stochastic financial modeling. Having started as a quant, he then moved on to global head of swap trading, and became an executive board member of several financial institutions Stephane has therefore a unique double understanding of the business and technical side (Quant and IT) built over his twenty years’ experience.

His entrepreneurial spirit drove him to launch or contribute to startup companies in the space of innovative technology for the financial industry. His first experience was Swapstream, an electronic trading platform for interest rate swaps, which was recognised by the industry as the leading solution within less than 2 years, and was subsequently sold to the Chicago Mercantile Exchange where he patented the “CME swaps” a perfect mirror for OTC swaps with the additional benefits of daily resetting and margin calls.

After participating to the rescue of a large bank as board member responsible for portfolio management and treasury, he founded ICA with the vision to provide solutions to the challenges posed by the regulation and the increased requirements for risk computational resources.

Jean-Michel Fayolle

Head of Research

Jean-Michel Fayolle graduated from Télécom Paris in Signal Theory and Computer Science. He also holds a Master’s degree in Statistics from Texas A&M University as well as a “Maîtrise” in Applied Mathematics.

He started his carreer as a Fixed Income and FX quantitative analyst at Société Générale, before holding positions in quantitative research at various financial institutions. In particular, he was Head of New Products at AIG-FP from 1997 to 2004 for all asset classes but credit derivatives. He returned to AIG-FP in 2007 and faced there the sub-prime crisis. Post the bail-out of AIG late 2008, he was promoted Chief Risk Officer of Banque AIG, until his departure mid 2010.

His functions as Head of Quant and R&D allowed him to develop a broad knowledge and deep experience around most of the derivatives world: practical and theoretical understanding of financial models and their limitations, numerical methods and implementations, valuations and hedging algorithms, etc…across a wide range of asset classes.

He was also Chief Risk Officer and board member at the systematic trend following hedge fund Aspect Capital until late 2014.

Vincent Boilay

Head of Development

Vincent Boilay holds a Master in computer science from EPSI Paris and has more than twenty years’ experience in the financial industry IT. He has had key responsibilities in designing and implementing derivatives trading and portfolio management solutions for several financial institutions all over Europe and UK (Commerzbank, Depfa, CIC).

More recently, he has been involved in the migration of bank’s IT landscape to new technology components. As such Vincent holds a unique combination of knowledge in the new technologies field (Big data, Spark, Web) and in more traditional banking software.

Guillaume Aubert

Head of Product Management

Guillaume Aubert holds a Master degree in Quantum Physics as well as in Computer Science from Supelec Paris. He has more than twenty years experience in the product design, management, implementation, and support of quantitative and risk management software for the financial industry.

After leading the Business Solution group for Misys Summit North America until 2007, he then became an executive director of the Business and Quant consulting group for Misys Summit EMEA until 2011.  Since then and before joining ICA, Guillaume has been a co-founder  and managing partner of Orchestrade Financial Solution, a leading cross-asset trading and risk solution for the hedge funds and investment banks.

avatar_developpers

Developers and Quants

The team at TheICA is mostly comprised of PhD and Masters in IT, specialists in digital technologies, as well as PhD and masters in Quantitative Finance.