Franck Alimi is an experienced finance professional specializing in quantitative analysis and trading, currently serving as a Senior Quantitative Analyst at ICE since May 2021, focusing on interest rate (IR) exotics pricing. Prior roles include Quantitative Analyst at Bank J. Safra Sarasin Ltd, Interest Rate Derivatives Trader at Credit Suisse, and Counterparty Risk Trading at Barclays, where expertise in market making and collateral optimization was developed. Early experience includes a Front-Office Quantitative Analyst internship at Dexia Credit Local and an analyst position within the Equities Derivatives Technology team at Barclays Investment Bank. Franck holds a Master of Science in Random Modelling and Quantitative Finance from Université Denis Diderot (Paris VII) / ENSAE and a Diplôme d'Ingénieur in Financial Mathematics & Computing from the National School of Computer Science and Applied Mathematics of Grenoble, complemented by a background in mathematics and physics.
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