Johan Marin

Johan Marin is an Executive Director at Daiwa Capital Markets Europe Ltd since July 2009, responsible for organizing activities and research projects for equity and FX quantitative analysts. Previously, Johan served as a Director, leading a greenfield project to implement a pricing library from scratch, focusing on the architecture and modeling of derivatives and developing various numerical algorithms. Prior experience includes a Director position at UBS Investment Bank, where Johan developed models and pricing algorithms for equity exotic and volatility trading desks, and a role as a Quantitative Analyst at BNP Paribas, specializing in pricing equity and commodity exotic options and creating quantitative risk tools. Johan holds a DEA in Mathematical Finance from Université Paris VI - Jussieu and an Ingenieur Civil degree from Ecole nationale des Ponts et Chaussées.