Frederic Pauquay is currently a Senior Quantitative Researcher at DRW, specializing in financial mathematics, FICC, crypto exotics, PDE, and Monte-Carlo methods. Previously, they held the position of Director of Fixed Income Quant at Deutsche Bank from 2018 to 2020 and served as a VP in FX Options Quant Research and FX-IR Hybrids Quant Research at JP Morgan from 2007 to 2010. Frederic also worked as a Senior Front-Office Quantitative Analyst at Sberbank CIB and as a Model Validation Quant at Barclays Capital early in their career.
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