Marc Geha

Marc Geha is a Quantitative Analyst at Eisler Capital, based in the United Kingdom, where he focuses on advanced quantitative research and analytics to support investment strategies. At Eisler Capital, he works on developing and implementing quantitative models, with an emphasis on statistical analysis, risk management, and algorithmic trading across global markets. His role involves collaborating closely with portfolio managers and traders to optimize data-driven alpha generation and risk processes.

Marc's recent experience includes an internship at Eisler Capital prior to his current position, as well as a summer internship at Citadel Securities, where he gained hands-on exposure to quantitative finance and electronic market making. While his current asset class or sector focus has not been made public, the nature of Eisler Capital's activity suggests his work centers on multi-asset strategies with a strong focus on systematic and data-driven investment practices.

Though no publicly available education information is listed for Marc Geha, his professional background demonstrates significant expertise in quantitative finance, trading algorithms, and statistical modeling. His early career trajectory highlights a commitment to leveraging quantitative methods to drive innovation within the hedge fund and alternative investment industry.