Jessica Vanquin

Jessica Vanquin is a seasoned finance professional with extensive experience in quantitative analysis and portfolio management. Currently serving as a Portfolio Manager at Walleye Capital since February 2024, Jessica previously worked at Citadel as a Quantitative Macro from October 2017 to September 2023. Jessica's earlier roles include Vice President Quantitative Researcher EM at Bank of America Merrill Lynch, where expertise in volatility modeling and FX options was developed while collaborating closely with emerging market trading desks. Prior to that, Jessica contributed as an Associate Quantitative Analyst in Commodities at Citi, focusing on exotic modeling and algorithm development. Jessica's career began with an internship at Societe Generale in Interest Rate Exotic Derivatives, followed by a summer internship at Banque de Tahiti. Educational credentials include a Master 2 in Probabilités et Finance from Pierre and Marie Curie University and an engineering degree in Mathematical Finance from Télécom Paris.