Sylvestre Blanc

Sylvestre Blanc is a Swiss quantitative-finance professional based in Lausanne/Lutry. He represented Switzerland at the 1996 International Mathematical Olympiad (Bronze medal), earned a PhD in mathematics from EPFL (2001-2004), then worked a decade as a Financial Engineer and Project Manager at Banque Cantonale Vaudoise (2004-2014) before joining Grammont Finance S.A. in Oct 2014 as IT Quant (and Risk Manager), a FINMA-regulated, EUREX market-making firm specialised in proprietary trading of Swiss equity and index derivatives. He co-authors option-strategy research with HES-SO academics.

Notes7

• Quant employment verification: CONFIRMED. Actual employment (not a student program): IT Quant at Grammont Finance S.A. from Oct 2014 to present, and Risk Manager + IT Quant at GRAMMONT (same 2014 start), plus a prior 10-year Financial Engineer tenure at Banque Cantonale Vaudoise (2004-2014). Identity is supported by the IMO 1996 Swiss-team record, the EPFL PhD record and the 2025 MDPI co-authorship under the Grammont Finance affiliation, all resolving to the same Sylvestre Blanc. Employer classification: Grammont Finance SA independently confirmed (company site + SIX Swiss Exchange newsroom) as a FINMA-regulated securities trader, EUREX market maker, and proprietary trader of Swiss equity/index derivatives - genuine quantitative-finance employment; BCV is a Swiss cantonal bank, so his Financial Engineer role also sits in quantitative banking. The overlapping 'Grammont' vs 'Grammont Finance S.A.' entries are the same employer recorded twice, and dates are index-sourced.
• Represented Switzerland at the 37th International Mathematical Olympiad (Mumbai, 1996) on the Swiss team; IMO official record lists rank 164, 61.6th percentile, 13 points, and a Bronze medal.Jul 1996
• Career timeline (LinkedIn index): Financial Engineer at Banque Cantonale Vaudoise (BCV) 2004-2014 (10 yrs); Project Manager at BCV 2010-2014 (overlapping); since Oct 2014 IT Quant at Grammont Finance S.A. and, concurrently, Risk Manager + IT Quant at GRAMMONT, both in Lutry, Vaud.
• Grammont Finance SA (Lutry) is a FINMA-regulated securities trader (Negociant en Valeurs Mobilieres), a EUREX member holding designated Market Maker status on EUREX, whose principal activity is proprietary trading of Swiss equity and index derivatives; the firm joined SIX Swiss Exchange as a trading participant in 2022. This classifies Blanc's employer as a market-making / proprietary-derivatives trading firm, i.e. quantitative-finance employment.
• Co-authored 'Option Strategies and Market Signals: Do They Add Value to Equity Portfolios?' (FinTech, MDPI, 13 June 2025) with Emmanuel Fragniere (HES-SO Valais-Wallis), Francesc Naya and Nils S. Tuchschmid; his affiliation is given as Grammont Finance, Derivatives and Portfolio Management, Lutry - a current, firm-linked quant-research output.Jun 13, 2025
• Holds a PhD from EPFL (2001-2004) with thesis 'Modeles tordus d'espaces de lacets libres et fonctionnels' (twisted models of free and functional loop spaces) in algebraic topology, advised by Kathryn Hess (EPFL), per the Mathematics Genealogy Project.
• SIX Swiss Exchange announced in 2022 that Grammont Finance SA joined as its fifth new trading participant that year, describing the firm as specialized in financial engineering and trading with a main activity of proprietary trading of Swiss equity and index derivatives.2022
• Also co-authored 'Safeguarding downside risk in portfolio insurance: navigating Swiss stock market regimes with options, trading signals, and financial products' (2024) with Fragniere, Naya and Tuchschmid, indexed on HES-SO ArODES.2024
• Education: Ecole polytechnique Diplome (1997-2000) and EPFL Master (1996-2000); these and the EPFL PhD are the three entries LinkedIn enrichment returns for him.
• Background spanning both banking risk/engineering (BCV, 2004-2014) and market-making derivatives trading (Grammont, 2014-present) shows a sustained quantitative-finance trajectory rather than a single role.