Yves Renno Joins Equilibrium As Lead Analyst
Equilibrium is delighted to announce that Yves Renno, CFA, has joined the project as lead analyst and will grant his extensive experience in in-depth market analysis to the development of the Equilibrium framework.
Yves has been successfully building a career in asset management and risk analysis for 15 years, making him a high-caliber professional in the finance industry. He is a statistician economist from ENSAE ParisTech, with a master’s degree in statistics and financial modelling from Paris VII and Pantheon-Sorbonne in Paris, and a master’s degree in financial mathematics from the University of Chicago. Yves is also a CFA charterholder and a member of the French Association of Actuaries. He has strong experience in quantitative portfolio management on a volatility-driven forex-, equity-, and commodities-based global macro fund, as well as in cross-asset class trading in derivatives products.
He started his career at Dresdner Kleinwort/Commerzbank as a trader, heading the equities exotic single stocks business before stepping up to a position as head of derivatives sales trading. He supervised a team of traders in London, Frankfurt, Hong Kong since then, covering equity and hybrid derivatives products and structuring tailored products for private banking, institutional and corporate clients.
Yves founded Y&M Advisors in 2011, offering advisory services for portfolio management and trading. There he demonstrated his expertise in big data analytics, micro- and macro-economic analysis, investment fund risk analysis, and management.
Here at Equilibrium, Yves will be responsible for analysis of the EOSDT stablecoin’s operating principles and risk factors. Yves will play a crucial role in enhancing Equilibrium’s business model, the framework’s mechanisms, and how its risk parameters are adjusted. He’s helping Equilibrium build comprehensive statistical risk models, then explain these models to the general public in a series of research articles.
The first one is available here.