Pascal Reuse
Pascal has a strong scientific background. He completed his studies in physics at Swiss Federal Institute of Technology. After a semester in nuclear physics at Paul Sherrer Institute, Pascal specialized in theoretical physics in the domain of quantum optics and quantum electrodynamics.
During his thesis he developed a new model to study electronic structure and energy bands in quantum cascade Lasers. He also embraced a short academic career as a lecturer in experimental physics and then accomplished a second master in Statistics at the University of Neuchatel. (His thesis was an approach through Time Series for modeling the Nymex Oil Futures contracts.
On completion of his master in statistics, he join Lukoil in Geneva as Risk Analyst for almost 2 years. He was in charge of analyzing the market and in his free-time, he decided to design (on his own) computing tools to manage and synthesize the size flow of information from the system database. He managed to build a system that would automatically produce a Live Trading report including PnL variation, pricing windows, Exposure decomposition into spreads and error detection.
He then moved to the front office and got involved in the Heavy Product trading desk. He focused on Feedstocks and Vacuum Gasoil products and developed hedging techniques to reduce efficiently the basis Risks by using Crude, Distillate and Light Products as hedges. He also gained vast experience in fundamental analysis and derivatives trading of the company's global book.
In the financial (« paper ») market, Pascal was handling all sorts of arbitrages and time spreads and in option trading, he was working on a Bayesian model while exploring 3D graphical procedures.
He also explored the physical trading by supplying bunker to the Med and Black Sea.
He left Lukoil after almost eight years to take on new challenges.
Pascal holds a Master's degree in physics from EPFL (Ecole Polytechnique Fédérale de Lausanne) and also a Master's degree in Statistics from UNINE (Université de Neuchâtel).
Pascal is fluent in French, English and German. He also has some notions in Portuguese and Russian.
Pascal is passionate about sciences and geopolitics. He likes sports (especially Ice-hockey and kite-surf) and is fond of Do-It-Yourself.