Jean-Philippe Bouchaud

Chairman, Capital Fund Management (CFM)
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Background & Expertise

  • Chairman of Capital Fund Management (CFM), which he co-founded through the merger of Science & Finance with CFM in 2000.
  • Supervises the research team with Marc Potters, combining academic insight with quantitative research excellence.
  • PhD in theoretical physics from ENS Paris; formerly researcher at CNRS and Cavendish Laboratory in Cambridge.
  • Professor at École Normale Supérieure (ENS), maintaining strong links with the academic community.

Webinar Focus

During the session, Jean-Philippe traced the history of CFM and reflected on how the firm was intentionally built at the margins of traditional financial mathematics. He described the evolution of the quantitative finance world over the past 25 years, highlighting shifts in mindset and methodology.

Jean-Philippe emphasized the importance of innovation, the balance between research and confidentiality, and how meaningful contributions to the field can be made without always adhering to mainstream models.

Brian Lo

Risk & Quantitative Finance Leader
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Professional Background

  • Over 20 years of experience in banking and quantitative finance.
  • Held senior leadership roles at DBS Bank, BNP Paribas, and Citibank.
  • Former Managing Director at DBS, where he led innovation in market & liquidity risk and AI/ML integration in ALM.
  • Holds a Ph.D. in Mathematics from Penn State and an MSc in Pure Mathematics from Brown University.

Webinar Overview

  • 30-minute theoretical review of stochastic calculus concepts, from Brownian motion to the Black-Scholes model, presented intuitively.
  • 30-minute Q&A.
  • All support materials and recordings will be sent to attendees after the session.

⏳ Duration: 1 hour

Core Competencies

📊 Market & Liquidity Risk
Advanced frameworks for ALM, Basel, and liquidity coverage
🤖 AI & Machine Learning
Integrating AI/ML into finance and risk infrastructures
📈 Quantitative Finance
Stochastic processes, derivatives pricing, and risk models
🎓 Academic Background
Ph.D. (Penn State), MSc (Brown University) in Mathematics
SYZ

Bank SYZ SA

Boutique Private Bank | Since 1996
Geneva, Switzerland

Featured Webinar

The New Normal: Geopolitics, Inflation, Monetary Policy, and Asset Class Preferences

Why This Decade Will Be Different

Guest speaker: Charles-Henry MONCHAU

1 Hour Duration
December 9, 2023

Key Discussion Points:

  • Analysis of geopolitical shifts impacting global markets
  • Inflation dynamics and central bank responses
  • Monetary policy regime changes
  • Evolving asset class preferences in the new investment landscape

Bank Overview

Founded as an alternative to traditional Swiss private banks, Bank SYZ SA is a family-owned boutique private bank committed to:

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Trust & Transparency
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Long-Term Performance
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Careful Risk Management
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Personalized Service

Family-led since 1996 by Eric Syz, now with his two sons and industry experts. Financially robust with equity nearly double Switzerland's regulatory requirements.

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Awarded "Best Private Banking Boutique"
2014-2019 by PWM & The Banker (FT Group)

Core Business Areas

Banque Syz

Private banking alternative with a modern approach to wealth management.

Syz Asset Management

Institutional investments in bonds & money markets.

Syz Independent Managers

Custodian services for external asset managers.

Syz Capital

Exclusive access to alternative investments & private markets.

Long-Term Vision

SYZ clients share a commitment to sustainable wealth creation through innovative financial solutions and personalized service.

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Discover More About Bank SYZ
www.syzgroup.com →

Maxime de Bellefroid

Quantitative ALM Analyst & Educator
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Professional Experience