This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

QuantMinds International
17 - 20 November 2025
InterContinental O2London

Olivier Daviaud
Quantitative Strategist, Executive Director at JP Morgan
Speaker

Profile

Olivier Daviaud is a research analyst for JP Morgan, where he focuses on systematic option trading. His role is to create new systematic strategies, and to provide perspective to clients on quantitative investing topics. Before moving to the sell side he spent most of his career working for Brevan Howard, a macro hedge fund, in risk management and trading capacities. He studied at Ecole Normale Supérieure Paris-Saclay, holds a PhD in Mathematics from Stanford University, and is a CFA Charterholder. His peer-reviewed publications include articles in Risk.net’s Cutting Edge and in the Annals of Probability.

Agenda Sessions

  • P&L attribution for options: a new framework

    12:20