About us

Mehdi Azzouzi

After completing his PhD in Neural Computing, Mehdi Azzouzi joined Quantlab LLC, Houston, as a quantitative researcher in statistical arbitrage, where he applied probabilistic machine learning techniques. His experience in AlgoTrading really started when he joined LehmanBrothers. There, he implemented several execution algorithms for the prop and the agency business, while running a European cash equity statistical arbitrage propbook. Recently, MehdiAzzouzi was heading the Algo Trading desk of Blue Crest and then Systematica, where he, with his team, successfully implemented in-house trading algorithms in Futures, FX and Cash Equity. In 2019, Mehdi Azzouzi launched Z3 Capital, a FINMA collective Asset Manager based in Geneva, Switzerland, specialised in short term and fully systematic strategies in Futures and FX.

Fabrice Cohen 

After completing his Masters of Engineering from a top French Grande Ecole d'Ingénieur, Fabrice Cohen specialised in Mathematical Finance and Modeling through the teaching of Nicole El Karoui's Master of Science. His experience started in Hong Kong in 2009, where he joined the proprietary trading desk of Société Générale,  developing High Frequency fully automated and quantitative strategies to trade Asian Equities Futures. He then followed up as an Executive Director in the Institutional Equity Division of Morgan Stanley. Fabrice Cohen came back to France in 2016, where he started his experience in the Buy Side, as a Senior Quantitative Trader for Squarepoint Capital. In 2019, Fabrice joined Z3Capital as his Chief Risk Officer. Here, he leverages his extensive experience of global markets and quant trading to ensure profitability and sound risk management for the firm.

Yannick Caillé

After graduating from a top French "Grande École d'Ingénieur" and completing his MSc in Neural Computing in UK, Yannick joined Shell Services International in London in 1998 as a Software Developer for the Kalido data warehousing project. Moving back to France in late 2000, he had since then occupied various positions in the IT services business, ranging from senior software developer to LDAP and infrastructure expert for customers like Société Générale, BNP Paribas, Total, SFR. In 2017, he started a new adventure, acting as CTO of a Parisian startup and help develop the company. After 20+ years of experience in the IT industry, he created his own company (YCSystems) in late 2021, to help companies improve their operational efficiency. As of January 2022, he started to work as Director of Operations for Z3 Capital, using his extensive knowledge of both software development and infrastructure to ensure Z3 Capital's trading solutions run smooth.

Arnaud Dahan 

Arnaud Dahan, a Swiss-French, established a strong foundation with a master's degree from a renowned French engineering school. As an entrepreneur, he learned the importance of diving into the details and tackling challenges head-on to foster innovation and drive revenue generation. Embarking on systematic trading with a successful small prop fund, Arnaud gained valuable experience in the field. He then joined CLSA as a senior execution quant, further enhancing his automated trading expertise and deepening his financial knowledge. Now, Arnaud leverages his diverse experiences, passion, and determination to achieve success and profitability for the firm.