Julien Samaha
Quantitative finance professional focused on commodity derivatives and European power/gas markets. Tech Lead - Commodities at Citadel LLC (London) since 2014; previously Head of Commodity Quants at UBS Investment Bank, commodity quant at Morgan Stanley, and quantitative trader at Barclays Investment Bank. ENSAE graduate and 1995 IMO bronze medallist for France.
- Quant employment verification: CONFIRMED. Julien Samaha's profile shows sustained front-office quantitative finance employment: Quantitative Trader at Barclays Investment Bank, Executive Director (commodity quant) at Morgan Stanley, Head of Commodity Quants (Executive Director) at UBS Investment Bank, and Tech Lead - Commodities at Citadel LLC, plus quantitative analyst roles at Credit Lyonnais/Rouse. These are actual roles at firms that genuinely operate in quantitative finance (two investment banks' commodity quant desks and a major hedge fund/market maker); none are student programs. Identity is supported: the IMO 1995 record (France, bronze) matches the LinkedIn profile's stated Olympiad bronze and Lycee Louis-Le-Grand/ENSAE education, and Companies House independently lists Julien Henri Samaha as director of Quantor Associates Limited. Caveat: the specific role titles and dates are index-derived (LinkedIn enrichment), so they are labeled index-only rather than independent primary-source confirmation; the only independently primary-sourced role is the Quantor Associates directorship.
- Citadel LLC role is described as Senior Tech Lead responsible for the European Power desk applications and data development, strategy and support, London - a commodities-focused technical/quant role at a major hedge fund and market maker.Nov 2014
- Companies House (primary registry) lists 'Julien Henri SAMAHA' as a director with appointments including QUANTOR ASSOCIATES LIMITED (company 08539429), giving an independently sourced, primary-record confirmation of the Quantor Associates role and his full legal name.
- Career timeline (index-derived from LinkedIn enrichment): Equity Research Associate at Credit Lyonnais Securities, New York (2000-2001); Quantitative Analyst - Equity Statistical Arbitrage at Credit Lyonnais Securities, New York (2001); Quantitative Analyst - Commodities at Credit Lyonnais Rouse Commodities (Calyon) (2002-2004); Quantitative Trader at Barclays Investment Bank (2004-2006); Executive Director at Morgan Stanley (2006-2011); Executive Director - Head of Commodity Quants at UBS Investment Bank (2011-2013); Co-Founder & Managing Director at Quantor Associates (2013-2014); Tech Lead - Commodities at Citadel LLC (2014-present).
- Education: ENSAE, Master's degree (Grande Ecole) in Quantitative Finance, Statistics and Actuarial Sciences, 1997-2000; Pre-doctoral DEA in Mathematics Applied to Economic Sciences (High Honors) at Universite Paris Dauphine 1999-2000; preparatory classes (Mathematics and Physics) at Lycee Louis-Le-Grand 1995-1997 (index-derived, not independently primary-sourced).Jun 2000
- Represented France at the International Mathematical Olympiad 1995, scoring 21/42 for a bronze medal; the official IMO team results page lists him as FRA contestant with a B (bronze) classification.Jul 1995
- Quantor Associates, co-founded 2013, is described as an independent analytics and risk management solutions provider for commodity derivatives (a software/analytics vendor rather than a trading firm itself); its domain quantorassociates.com no longer resolves, consistent with a short-lived venture.Jan 2013
- ENSAE alumni directory entry 'Julien SAMAHA (SEA, 2000)' records him as an ENSAE graduate of the 2000 class, corroborating the ENSAE education independently of LinkedIn.
Senior Tech Lead in charge of the European Power desk applications & data development, strategy and support.
Independent analytics and risk management solutions provider for commodity derivatives. Implemented a robust, modular and intuitive pricing and risk management system dedicated to
In charge of the Front-Office quant team for the Global Commodity group (Flow, Index & Structured products), reporting to the head of trading.
In charge of the Front-Office Commodity quant developments and strategy for the following desks: - Structured & Exotics commodity products - Agriculture - Base & Precious Metals
- Developed the quantitative models for the Continental European Power & Gas desk - Managed and brought to profitability the France-UK Transmission portfolio
Commodity quant for the Risk Management department (VaR model development, front office model validation etc): Oil, Natural Gas, Metals, Softs, Weather Derivatives.
Competition record
France · IMO