Yann K. A.

Co-Founder and Chief Data Scientist at RepOptim
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Contact Information
us****@****om
(386) 825-5501
Location
London, UK

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5.0

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Swami Ravichandran

Yann is one of the smartest derivative traders I've worked with. I can't recommend him highly enough

Abe Smith

In addition to being a highly experienced financial services professional with over 20 in the financial markets, Yann is is a highly trained and talented technologist. Combining his qualifications in machine learning, data visualisation and am MSc in Data Science with his FS experience makes Yann uniquely able to add value within the Fintech sector - which is where I have worked with him. I would not hesitate to recommend Yann.

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Credentials

  • Accredited Trainer
    The London Institute of Banking & Finance
    Oct, 2020
    - Nov, 2024
  • Advanced Data Science with IBM Specialization
    -
    Nov, 2018
    - Nov, 2024
  • CFA
    CFA Institute
    Sep, 2002
    - Nov, 2024
  • MATLAB for Data Processing and Visualization
    Matlab Programming
  • Machine Learning with MATLAB
    Matlab Programming

Experience

    • Financial Services
    • 1 - 100 Employee
    • Co-Founder and Chief Data Scientist
      • 2019 - Present

      RepOptim, Optimizing Securities Financing, with Big Data, NLP and Machine Learning RepOptim, Optimizing Securities Financing, with Big Data, NLP and Machine Learning

    • Data Science Consultant
      • 2018 - Present

      In this capacity, I evaluate large amounts of information for discovering new trends and opportunities to improve performance in the fields of machine learning, big data, and artificial intelligence. I optimise existing financial services through data analytics. I increase profit margins by proposing software solutions and strategic advice. Following is the highlights of the value I brought: ☛ Analysed data, formulated data-driven suggestions ☛ Introduced MVPs and POCs for… Show more In this capacity, I evaluate large amounts of information for discovering new trends and opportunities to improve performance in the fields of machine learning, big data, and artificial intelligence. I optimise existing financial services through data analytics. I increase profit margins by proposing software solutions and strategic advice. Following is the highlights of the value I brought: ☛ Analysed data, formulated data-driven suggestions ☛ Introduced MVPs and POCs for start-ups and teams Show less In this capacity, I evaluate large amounts of information for discovering new trends and opportunities to improve performance in the fields of machine learning, big data, and artificial intelligence. I optimise existing financial services through data analytics. I increase profit margins by proposing software solutions and strategic advice. Following is the highlights of the value I brought: ☛ Analysed data, formulated data-driven suggestions ☛ Introduced MVPs and POCs for… Show more In this capacity, I evaluate large amounts of information for discovering new trends and opportunities to improve performance in the fields of machine learning, big data, and artificial intelligence. I optimise existing financial services through data analytics. I increase profit margins by proposing software solutions and strategic advice. Following is the highlights of the value I brought: ☛ Analysed data, formulated data-driven suggestions ☛ Introduced MVPs and POCs for start-ups and teams Show less

    • United Kingdom
    • Financial Services
    • 700 & Above Employee
    • Director, Head of Cross Currency Swaps Trading
      • 2004 - 2017

      In this capacity, I accomplished a top third place in market share by playing an active role in the development of bank’s product offering in cross-currency swaps for mortgage-backed securitisation. I capitalised on cross-currency market-making by supporting all activities, such as trading in main currency pairs, new issue hedging, asset swaps pricing, multivariate, and non-linear risk management (cross-gamma). I developed strong relationships with cross-functional departments, directed the… Show more In this capacity, I accomplished a top third place in market share by playing an active role in the development of bank’s product offering in cross-currency swaps for mortgage-backed securitisation. I capitalised on cross-currency market-making by supporting all activities, such as trading in main currency pairs, new issue hedging, asset swaps pricing, multivariate, and non-linear risk management (cross-gamma). I developed strong relationships with cross-functional departments, directed the sales team for new issue bond mandates, and associated swaps in Europe, Asia and the US. I also functioned as a Deputy Head of Local Currency Trading. Following are the highlights of the value I brought to HSBC: ☛ Managed risks and achieved sustainability through opportunistic trading to boost business at the time of crises, such as the 2008 crash, the European sovereign bond crisis, and the Brexit vote. ☛ Accomplished the place of 2nd and 3rd in Risk Magazine inter-dealer rankings survey within year’ of 2012, 2013, and 2014 in EUR / GBP cross-currency basis swaps. ☛ Functioned as a business sponsor for the pre-hedging workstream in the global fixed income “Conflicts Programme” to align the bank’s objectives in compliance with regulatory policies and procedures. ☛ Attained bank objectives by managing cross-currency IT related developments, including dual curve bootstrapping, large scale systems migration, and development of pricing prototypes. Additional Experience as IR emerging markets trader, CAD swaps and options trader, GBP swaps trader, and desk quant within well-reputed organisations in Paris, Montreal, Toronto and London Show less In this capacity, I accomplished a top third place in market share by playing an active role in the development of bank’s product offering in cross-currency swaps for mortgage-backed securitisation. I capitalised on cross-currency market-making by supporting all activities, such as trading in main currency pairs, new issue hedging, asset swaps pricing, multivariate, and non-linear risk management (cross-gamma). I developed strong relationships with cross-functional departments, directed the… Show more In this capacity, I accomplished a top third place in market share by playing an active role in the development of bank’s product offering in cross-currency swaps for mortgage-backed securitisation. I capitalised on cross-currency market-making by supporting all activities, such as trading in main currency pairs, new issue hedging, asset swaps pricing, multivariate, and non-linear risk management (cross-gamma). I developed strong relationships with cross-functional departments, directed the sales team for new issue bond mandates, and associated swaps in Europe, Asia and the US. I also functioned as a Deputy Head of Local Currency Trading. Following are the highlights of the value I brought to HSBC: ☛ Managed risks and achieved sustainability through opportunistic trading to boost business at the time of crises, such as the 2008 crash, the European sovereign bond crisis, and the Brexit vote. ☛ Accomplished the place of 2nd and 3rd in Risk Magazine inter-dealer rankings survey within year’ of 2012, 2013, and 2014 in EUR / GBP cross-currency basis swaps. ☛ Functioned as a business sponsor for the pre-hedging workstream in the global fixed income “Conflicts Programme” to align the bank’s objectives in compliance with regulatory policies and procedures. ☛ Attained bank objectives by managing cross-currency IT related developments, including dual curve bootstrapping, large scale systems migration, and development of pricing prototypes. Additional Experience as IR emerging markets trader, CAD swaps and options trader, GBP swaps trader, and desk quant within well-reputed organisations in Paris, Montreal, Toronto and London Show less

Education

  • City, University of London
    MSc, Data Science
    2017 - 2018
  • École des Ponts ParisTech
    Diplome d'Ingenieur, Computational and Applied Mathematics

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