Laura Draux

Laura Draux is a finance professional with expertise in quantitative strategy and cross-asset analysis, currently serving as a Cross Asset Strateg at Bank of America since January 2023. Previous roles include a Quantitative Strategist Off-Cycle position at Bank of America and an Exotic Equity Derivatives Trading Internship at Societe Generale Corporate and Investment Banking. Laura also has experience as an Assistant Risk Manager at Allianz, focusing on the optimization and automation of the replicating portfolio method. Educational qualifications include a Master of Finance with a FinTech track from the Shanghai Advanced Institute of Finance and a Master's Degree in Applied Mathematics and Data Science from Centrale Nantes. Additional academic credentials include preparatory studies in Mathematics and Physics and a Scientific Baccalaureate.