Adnan Guessous

Adnan Guessous is a highly skilled quantitative researcher with extensive experience in the financial industry, currently serving as a Front Office Quant Researcher at Amundi since July 2020. Proficient in C++, Adnan has implemented Algorithmic Adjoint Differentiation (AAD) on the Amundi pricing library, contributing to the automatic generation of Greeks and developing an efficient AAD library. Prior roles include Front Office Model Validation Quant at Natixis, where Adnan assessed model risks for equity derivatives, and Risk Model Design Quant at BNP Paribas, focused on derivatives pricing and counterparty risk. Additional experience encompasses roles at JPMorgan Chase & Co., Citi, HSBC, and Société Générale, covering areas such as live pricing, structuring FX options, and designing commodity indices. Adnan holds a Master of Engineering (MEng) from Ecole Centrale de Paris and a Master of Sciences (MSc) in Mathematics from the National University of Singapore.