Gamma Trading

Gamma Trading

Gamma hedging is an essential operation for option traders who have to decide when to make their portfolio delta-flat.

But this decision depends on market conditions and the trader's own positions and exposures, which can make gamma hedging a costly and time-consuming operation.


Our solution, TEMPO, is a plug-and-play API that automatically detects and signals statistically optimal gamma-hedging moments to its users.

It also assists options market-makers and volatility traders in determining better bid-ask spreads.



TEMPO is based on advanced tools from stochastic dynamic programming, statistical learning and time series analysis. Its disruptive technology originated from prestigious academic institutions.


TEMPO is the decision support software that reduces trading costs by 30% and improves a derivatives trader’s productivity by 10%.  


TEMPO is deployed as a RESTful API that follows the OpenAPI specification.

Our product TEMPO has been certified by the cluster "Finance Innovation" :



Anne-Claire Jeancolas
Co-founder and CEO
Mourad Lassoued, CFA
Product Manager
Mnacho Echenim
Emmanuel Gobet
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Emmanuel graduated from Ecole Polytechnique, and after a few experiences in banks, he got academic positions at Université Pierre et Marie Curie, Grenoble INP and Ecole Polytechnique. He is co-head of the well-established Master program “Probability and Finance”. His academic expertise is related to financial mathematics, stochastic programming, machine learning.

Mnacho received his PhD from Grenoble INP and is currently an Assistant Professor at Grenoble INP-Ensimag.

He is co-head of the Financial Engineering department of Ensimag, where he is involved in classes on computational finance and information systems for financial industries. His research interests include automated reasoning and the formalization of financial mathematics.

After obtaining Master’s degrees in computer engineering from Ensimag and in Quantitative Finance from IAE Grenoble, Anne-Claire worked for BNP Paribas, where she was in charge of an IT team on a trading desk. At the end of 2016, she joined the Ecole Polytechnique to design, develop and test TEMPO technologies. She also participated in the HEC Challenge+ training which supported the TEMPO project.

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After graduating in financial engineering from Ensimag and in Quantitative Finance from IAE Grenoble, Mourad joined the fixed income and currencies Risk Engine of Société Générale
(SGCIB) developing a pricing expertise on interest rate and FX derivatives. In addition, he had release and project management responsibilities. Mourad is a CFA® charterholder

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Nicole El Karoui
Pascal Poupelle
Jean-Claude Rassou
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Nicole is a mathematician, pioneer and international leader in financial mathematics. In 1990, she founded the well-known master program "Probability and Finance", which has trained a large number of quantitative analysts in Europe. She also consults as an expert for financial institutions.

After beginning his career in aeronautics, Pascal became international Senior Executive for various Banks and Financial Institutions. He was CEO of Crédit Lyonnais America, Deputy General Manager of CA-CIB, CEO of Dexia Crédit Local and CEO of RBS France, Belgique and Luxembourg. He is currently CEO of Isos Finance.

Jean-Claude began his career at Thalès and Philips. After an MBA at Essec, he joined Motorola France where he was appointed Executive Director in 2005, and CEO in 2010. Jean-Claude is currently a consultant in Strategy and Business development for corporate groups and start-ups. He is also an entrepreneur in high-tech topics.

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  • LinkedIn - Gris Cercle
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We are looking for mathematicians and engineers to take part in our adventure. 
You will find below the list of our open positions.

Spontaneous applications from motivated and talented candidates are always welcome.




Grande Arche de La Défense

Paroi Nord, 19th floor

1 Parvis de la Défense
92800 Puteaux - France


E-Mail: contact [at]

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