About
Philippe TrocellierFounder — TP Advisory Services
Philippe Trocellier is a structured-products and quantitative-investment specialist with more than 20 years of experience across derivatives valuation, structuring, quantitative investment solutions, index engineering and financial technology.
He combines market expertise, quantitative modelling and hands-on software development to help financial institutions address complex investment and analytical challenges.

Philippe Trocellier
Founder — TP Advisory Services
Focus
- More than 20 years of experience
- Structured products
- Derivatives valuation
- Quantitative investment solutions
- Index engineering
- Cross-asset structuring
- Analytical technology
- Independent advisory
Why TP Advisory Services
Direct access to the person doing the work.
TP Advisory Services was created to provide clients with direct access to senior expertise, independent analysis and practical implementation capabilities.
In large organisations, the distance between the person who understands a problem and the person who solves it keeps growing. Valuation questions are routed through a model library nobody owns, strategy reviews are outsourced to a template, and the answer arrives late enough that the decision has already been taken.
This practice is deliberately built the other way round. One senior practitioner, engaged directly, who can price the product, question the assumption, write the code and explain the result to the committee that has to sign it off.
How engagements run
Small, precise, and finished.
- 01
Start from the actual question
The first conversation is about what decision the analysis has to support. Scope follows from that, not from a standard offering.
- 02
Make the reasoning inspectable
Assumptions, data and methodology are documented as the work progresses, so results can be challenged rather than taken on trust.
- 03
Leave something that runs
Where it is useful, the analysis is delivered together with the code, the pipeline or the reporting that lets your team reproduce it without me.
Interested in working together?
Engagements range from a focused valuation review to an ongoing analytical partnership.
