Pierre-Louis Brolly

I am a young financial executive with a successful background in trading. Now, I am venturing into the realm of explainable AI, aiming to combine my financial expertise with transparent and understandable AI solutions so that data can be used in a safe, purposeful way.

• Calvin Risk ZÅNurich, Switzerland

AI Researcher Apr 2023 – July 2023

◦ AI Risk Management: Reviewed metrics to assess risks of AI systems, with a specific focus on performance, explainability, fairness, accountability, security, and compliance.

◦ Synthetic Data: Worked on Synthetic Data generation methods, reviewed literature, assessed the pros and cons of each approach, and developed prototype modules.

• Credit Suisse International London, United-Kingdom

Quantitative Trader 2017 – 2022

◦ Equity Derivatives: Ran the Fund-Linked Derivatives trading desk as part of the Quantitative Investment Strategies (QIS) team, covered the business globally, and enhanced the collaboration with the Wealth Management department.

◦ Risk Management: Priced and traded exotic derivatives on funds and fund indices such as options, crash options, leveraged certificates, CPPI structures, and pension hedging solutions.

◦ Financial Engineering: Developed new derivatives solutions, and closely collaborated with risk functions, legal functions, and quantitative analysts to create the framework for risk management.

◦ Quantitative Strategies: Worked on a wide range of multi-asset, quantitative Strategies, from index rules’ conception to day-to-day implementation.

◦ Due Diligence: Led due diligence on a wide range of mutual funds, hedge funds, and private equity to assess suitability to the business.

• The Open University Milton Keynes, United-Kingdom

MSc in Mathematics, Specialization in Applied Mathematics, Distance Learning 2019 – 2023

• HEC Paris Jouy-en-Josas, France

Master in Management, Specialization in Finance 2010 – 2015

• ENSAE Paristech Paris, France

Master in Economics and Statistics, Specialization in Mathematical Finance 2010 – 2015

• University Paris VII Paris, France

Master in Mathematics and Probability, Specialization in Random Modelling 2014 – 2015