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Tony Boisson

CV Tony Boisson

Professional experiences

Head of structured solutions - non linear fx

ANZ SINGAPORE , Singapore - Permanent contract

From November 2018 to Today

 Management of the Valuations Control and P&L Control team for the FX Structured Products team of 4 members
 Development of live monitoring tools of the position, risk and P&L in JavaScript, Html and VBA
 SME of the P&L attribution problematics for all the asset classes in Product Control
 Setup of the new Products Control Framework regarding P&L adjustments and approval processes
 Automation of Murex reports via Murex processing API

Vice president - valuations expert

ANZ SINGAPORE , Singapore - Permanent contract

From December 2012 to November 2017

SME of FX, Interest Rates and Equity derivatives and exotic options valuations in the ANZ Valuations Control Group
Responsible for the Independent Price Verification process development for the non-linear and exotic products
Second-in-command of the Non-Linear IPV team, direct manager of a team member
Expertise in data providing systems (Bloomberg, Reuters, MarkIt etc.) and integration into proprietary models and portfolio management systems (Murex etc.)
Regular meetings with Head of Trading desk, Head of Model Validation, Market Risk and Product Control about new products valuation methodology and model deficiency handling.
As the first member of the team, mentored and trained all the new joiners of the team

Equity options trader

All Options , Amsterdam - Permanent contract

From March 2010 to August 2012

IT Development Department
Created and designed a fully automated market making strategy on the Kospi200 index options
Developed and optimized indicators for the management of the strategies
Member of the committee selecting the new trading software acquired by the company and part of the testing team
Ensured a smooth transition between the old and the new trading software in the company
Trained the whole trading team of 25 persons about the pricing model used in the company

Trading Department
Market making of American and European options on the European markets
Handled pricing inquiries of options strategies from brokers for OTC trading flow (HNWI, hedge funds and institutions)
Proposed and initiated proprietary positions; managed resulting P&L and exposure within risk limits
Polyvalence tested through many different markets from German small caps to Eurostoxx50 futures options
Profit of 500k€ per year with a daily standard deviation of 500€

Additional training

Engineering Diploma

Ecole Centrale Marseille - Mathematics

2005 à 2008

- Main courses: Stochastic calculus, portfolio management, econometrics, C++, probability and statistics
- Project: Developing a European, American and Asian options pricing tool in VBA (Monte Carlo method, binomial model, finite differences method, Black & Scholes model)


International University of Monaco – Master's in Finance – FINANCIAL ENGINEERING – 2009


Financial Engineering
Exotic Products Pricing
Risk Management
Options trading
IT development
Project management
Investment banking
Exotic products
Process development
Market Data
Financial Reporting
Team manager
Product Control
Business Development