Position keeper
Security classification
Interfacing with custodians
Market data providers

About the Author Frederic Duquenne

Extensive experience in the finance industry and in designing financial software. Frédéric started exploring the benefits of optimizing financial operations at the University of Liège as researcher on the parametrization of utility functions and large-scale optimization of financial problems. Together with professor Georges Hübner, he co-created the fintech “Gambit Financial Solutions” (2007) where, as Head of IT, he managed the development of the solution. He is also co-author of several working papers on hedge fund asset allocation. In 2015, as conducting officer in charge of risk and operations, he participated in the creation of the ShelteR IM, a Luxembourg-based investment management company.