DeltaBlock is trading firm specialized in sourcing liquidity. We bring over 10 years of experience in capital markets, corporate finance and cutting-edge research in mathematics applied to liquidity modeling in order to adapt traditional liquidity services to the needs of relatively less traded assets.
Deltablock act as a liquidity provider focused on enhancing the market quality of relatively illiquid assets, making them easier to exchange in the trading venue. This is possible through the use of algorithmic trading and optimal execution techniques internally developed.
Basel III and MIFid II regulations will necessarily impact the outstanding liquidity in capital markets. Our deep understanding on quick-responsive algorithms and extensive experience in capital markets shows that we can rise to the challenge.
She has 10 year experience in capital markets. Former trader & Portfolio Manager specialized in illiquid markets among which Frontier and Emerging Markets in Latin-American has been her main focus. She has worked in lead firms such as J. P. Morgan, she is a Financial Engineer and holds a MSc in Finance.
During his PhD in Sorbonne University (Paris 1) he has worked on liquidity modeling. He has stood out as a quant modeller in top institutions in France, such as La Banque Postale. He has been involved in the Fintech sector for years and was a research fellow at Cambridge University.
He has worked as an Operations & Growth Hacker in Europe, Asia and Africa for over 25 years in the fields of FinTech/DeepTech. Justin has built businesses for Founder Owner/Operators and Private Equity houses such as Goldman and Blackstone. He focuses on Growth, Operations and Funding as a member of the Board of multiple ventures.