Academic Background
I studied at the Swiss Federal Institute of Technology (École Polytechnique Fédérale de Lausanne, EPFL). From 2005 to 2008, I completed my Bachelor in Computer Science, where I learned the theoretical aspects of programming languages, compilers, and algorithms. I then pursued a Master’s program in Financial Engineering, focusing on elective classes in behavioral finance (Neuroeconomics) and computerized aspects of finance (Computational Game Theory, Intelligent Agents).
Professional Journey
My career began early when I founded my own company, Agams Enterprise, at the age of 17. The company provided websites and administration software to various clients, including a notable project creating administration software for psychiatrists aligned with the new Swiss billing system Tarmed.
In 2010, for my master thesis, I joined 4 Elements Capital in Singapore, where I developed an algorithmic trading platform. This included creating a data collection process, a custom programming language, and live trading reporting. I also developed intraday trend-following strategies in the commodity markets, handling their implementation, backtesting, and calibration.
From 2011 to 2014, I worked at Unigestion in Geneva as an Investment Analyst. Here, I co-managed two systematic funds: Global Fixed Income (index replication) and Global Balanced (risk-parity). My role involved developing and implementing quantitative asset allocation optimization methods and designing and implementing an R&D quantitative programming library (API) and user interfaces for quantitative analysis.
In 2014, I moved to Hong Kong to join Noble Group as a Strats, Senior Associate. My responsibilities included developing, backtesting, implementing, and maintaining systematic trading strategies. I implemented a Monte-Carlo framework for firm-wide mark-to-market volatility simulation and analysis, conducted credit risk analysis (including potential future exposure, right-way risk, and CVA), and collaborated with Core Strats to develop and maintain core platform features such as schedulers, evaluation graphs, and trade models.
From 2016 to 2024, I worked at Lombard Odier, first in Hong Kong and then in Singapore, as a Senior Portfolio Manager. I managed quantitative multi-asset long-only strategies for $2 billion in assets under management (AUM) in client accounts and funds. My responsibilities included backtesting, investment process design, portfolio construction, portfolio implementation, as well as client reporting. I was the lead architect of a proprietary full-stack quantitative platform dedicated to systematic strategies based on Python. This platform featured daily optimization for asset allocation algorithms based on risk budgeting over various factors, integration of tactical overlay on top of systematic processes, a portfolio management app for order management and regulatory constraints monitoring, a custom key-value database for seamless storage and retrieval of Python objects, and a strategy simulation module with detailed statistics and multiple assumption options.
Personal Life
I was born in Geneva, Switzerland, and I am the proud father of three kids, all of whom were born in Asia, where I have been living since 2014 (in Hong Kong until 2022, and in Singapore since then).
Given my background, it’s no surprise that I have developed a passion for finance and computer science. On a more personal note, I am also an avid sports fan. I particularly follow Manchester United (Football, or soccer – I won’t debate this here, but it’s football…) and Genève Servette HC (Ice Hockey).
I sincerely hope you will enjoy browsing this blog. If you wish to contact me, you can do so at contact@smaga.ch.
If you wish to look at my professional achievements in more details, you can access my LinkedIn Profile.