Jean-Francois Boilard

Senior Algorithmic Trading Developer

Scotiabank•  May 2019 - Present

- Designing and developing new active market making trading systems for the ETF business (C++). - Trading and technology development focus on ETF basket pricing, dynamic hedging, and inventory risk management. - Building quantitative analytics for predicting ETF order flows based on the market structure.

Risk Quantitative Analyst

BlackRock•  July 2018 - February 2019

- Applied statistical techniques to real financial data and live portfolios to aid fund managers’ real-time decision making. - Provided quantitative analysis of ETF portfolios (equity, fixed income, and multi-asset) to inform portfolio construction and risk-taking decisions of the portfolio management teams. - Risk managed multi-asset portfolios using risk-factor attribution models, stress tests, market-driven scenarios, and factor shocks.

Research Assistant

SONY•  April 2013 - July 2018

- Conducted theoretical research on order-flows for a large intraday tick dataset on FOREX. - Published peer-reviewed research to predict empirical market fluctuations. - Collaborated with worldwide scientists to perform financial studies.

Automated Options Strategist

ARB Group•  January 2018 - July 2018

Partnership: Vincent Pierre Jean (Option Trader) and ARB Group (Contract of 6 months) - Developed back-testing tools and implement execution algorithm for RUT index options using 2004-2018 intraday dataset. - Analyzed empirical scaling relations between the volatility smile and market conditions using C++. - Optimized trading signals for risk-taking and hedging strategies.

Proprietary Algorithmic Trading Systems Developer

ARB Group•  January 2016 - January 2018

Partnership with: ARB Group - Conducted successful proven alpha research for intraday tick data from 2014 to 2017 on 13 derivative products (bonds, equities, FOREX, materials). - Designed, back-tested, and implemented profitable algo trading systems in using shell script and C++. - Multi-period optimization of parameters to significantly increase the Sharpe ratio.

Option Trader

ARB group•  January 2012 - August 2012

- Performed statistical researches on option products (S&P500, WTI) using large intraday tick dataset from 2011 to 2013. - Trade weekly E-mini S&P500 and WTI options using volatility arbitrage techniques. - Portfolio risk management of option strategies using Greek letters and numerical simulations using C++.

Tokyo Institute of Technology, Tōkyō

Computer Science & Engineering, PhD•  October 2015 - September 2018

Thesis: Probabilistic Market Microstructure Analysis of Injected and Annihilated Orders in FOREX

Tokyo Institute of Technology, Tōkyō

Computer Science & Engineering, MS•  October 2013 - September 2015

Essay: Quantitative Analysis of Cancellation Orders in FOREX Market

Université Laval

Business Administration, MS•  September 2011 - December 2012

Essay: VPIN Toxicity Method and Algorithmic Trading Positions and Performances