Alexandre Anouar Kallel

Alexandre Anouar Kallel

Portfolio Management Analyst

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location of Alexandre Anouar KallelNew York, New York, United States

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  • Timeline

  • About me

    VP - Systematic Strategies Trader at Morgan Stanley

  • Education

    • Lycée du Parc

      2011 - 2014
      MPSI/MP
    • Université Paris Diderot

      2018 - 2019
      M2MO - Random Modeling (ex DEA Laure Elie) Applied Mathematics
    • Ecole Centrale Paris

      2014 - 2018
      Engineer’s Degree - Centrale Paris
    • ESCP Europe

      2015 - 2016
      Master in Management Business Administration and Management, General

  • Experience

    • Le Conservateur

      Jul 2016 - Dec 2016
      Portfolio Management Analyst
    • Crédit Agricole CIB

      Jan 2017 - Jul 2017
      Cross Asset Structuring Analyst
    • HSBC Global Banking and Markets

      Jun 2018 - Oct 2018
      FRM Trading Analyst
    • Exane

      Apr 2019 - Sept 2022
      Equity Options Trader

      "Exane became a subsidiary of BNP Paribas in July 2021"- Demonstrated resilience by managing positions in over 100 names across multiple market sectors with a considerable attention to the Swiss Market. - Traded options with a special focus on relative value strategies, earnings announcements, and dividend detachments to maximize the PnL.- Construction and management of vanilla dispersion portfolios (SX5E, SMI, DAX and SX7E) up to 1M cross vega using the automated trading platform.- Provided liquidity for client and IDB requests.- Implemented trading algorithms and alphas for electronic traded options.- Worked closely with the quant team to develop and improve new trading algorithms and strategies.- Managed residual positions of skew and convexity with spot dependency of dispersion book.- Implemented dispersion analysis tools to better price clients requests of volswap packages. Show less

    • Morgan Stanley

      Nov 2022 - now

      - Optimized and executed hedges of multi-asset multi-strategy trading book (Equities, Rates, FX, Commodities and Credit) both in volatility and delta-one space (curve carry, long short, intraday momentum, relative value etc.)- Worked closely with structuring and strategists on research and implementation of new strategies.- Collaborated with sales and structuring to expand overall franchise business.

      • Vice President - Exotics Trader

        Jul 2024 - now
      • Vice President - Systematic Strategies Trader

        Nov 2022 - Jun 2024
  • Licenses & Certifications

    • IDEM Market Maker

      Borsa Italiana
    • Series 57

      FINRA
    • AMF

      Autorité des marchés financiers (AMF) – France
    • Securities Industry Essentials (SIE)

      FINRA
    • Series 7

      FINRA
    • IPMA level D

      IPMA: International Project Management Association
      Apr 2018
    • Eurex Trader

      Deutsche Börse
    • Series 63

      FINRA
    • Xetra Trader

      Deutsche Börse
  • Honors & Awards

    • Awarded to Alexandre Anouar Kallel
      Tunisian Government’s Major-Excellence Scholarship 2011-2017 Tunisian Governement Jul 2011 Ranked in the top students in Tunisian Baccalauréat Exam - Major in Mathematics