NEURON Advisory

About Alain Ruttiens and NEURON

Master’s degree in Chemical Engineering (Faculté Polytechnique de Mons, Belgium), with a further degree in Operational Research (FUCAM, Mons, Belgium). Alain Ruttiens joined in 1981 the former Banque Indosuez in Belgium, bought in 1998 by KBC Bank (Belgium). Since 1999, Director of Financial Engineering Department in CBC Banque, Brussels – affiliate of KBC Bank. Since Spring 2004, he started his own business as Partner of NEURON sàrl, providing services related to financial markets and products. NEURON’s main clients (Luxembourg, Paris, London) are banks, fund management companies and international law firms. He is also independent director of funds management companies in Luxembourg.

Banking background:
– pioneering derivatives activities in Brussels, with the launching of a Currency Options Desk in 1986, launching of an Interest Rates Options Desk (bond options, caps, floors, collar, swaptions) in 1992; from 1996 : management of the Structured Products Department (currencies, interest rates, equities and credit derivatives, including exotics), for institutionals and corporate clientele;
– R&D in financial markets modeling.

Honored as IAG Fellow by the University of Louvain, Belgium, in 1998. Active member of the Decision Sciences Institute (Atlanta, USA) since 1987. Jury member for the Technical Analysis Awards (London).

Professeur Affilié at Ecole Supérieure de Commerce de Paris, also teaching in several universities and institutions, a.o. the Sorbonne University of Paris I, the Institut d’Etudes Politiques (Paris), HEG Genève, Ecole Supérieure des Affaires, Beyrouth (Lebanon). Executive training courses (derivatives, quantitative finance, risk management), mainly in Luxembourg.

Current research:
His current research focuses on modeling of financial markets, quantitative trading models, correlation processes, and on market risk management.

Author of several papers (among others in the RISK magazine and Revue Banque), and of 5 books; last ones: Futures, swaps & options, ECCI (4th ed., spring 2012); Mathematics of the financial markets, WILEY, 2013; A practical guide to UCITS funds and their risk management, with Charles Muller, EDDIPRO, 2013.






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