1 september 2020


Check out the first article from the SPARK and me_ series

SILEX and me

I joined SILEX in 2018, first as a trainee and then as a structured products analyst. It felt like the right opportunity to fulfill my passion to solve quantitative problems and build bridges between mathematics, finance, and computer science.



SPARK at work

My daily job is to simulate the dynamics of stocks, indices, and exchange rates with mathematical models. I aggregate these simulations into a tool that calculates prices as well as risk parameters. This tool, which we called “Calculator”, is the module dealing with structured products in SPARK. It is critical as a way to let investors understand risks they carry through structured products within a broader portfolio.


If SPARK were …

  • If SPARK were just one word, it would be “innovation”, because it brings new tools and methods to the asset management industry.
  • If SPARK were a sport, it would be climbing. You need to take risks to progress while keeping your balance.



  • If SPARK were a song, it would be “Harder, Better, Faster, Stronger” from Daft Punk, because day after day, we build it and it is becoming all of that, harder, better, faster and stronger.
  • If SPARK were an object, it would be a compass, to give the right orientation through financial markets.


The final word

SPARK provides a visualisation of market risks for structured products.  This is a complex issue, something that few people can do, and the true value added that I am bringing to our clients.