David Lesaffre

David Lesaffre currently serves as Vice President of Quantitative Research and Trading at AlphaGrep Securities since July 2018. Prior to this role, David was on garden leave for 2017, during which travels occurred in Asia and South America. David's earlier experience includes serving as Desk Head for Trading of US Short Term Rates at TransMarket Group, L.L.C., where notable achievements included a Sharpe Ratio of 4 over 2.5 years and market-making activities for various financial instruments. Additionally, David worked as a Trader of Euro Interest Rates and a Trader Assistant at Societe Generale Corporate and Investment Banking, focusing on quantitative research and tool development. Educational qualifications include a Master of Science in Financial Engineering from Columbia University and a Master of Science in Mathematics and Statistics from ENSAE Paris.