PROJECT MANAGEMENT
Team Leading 6 people
Methodology CMMI
Activities Kick off, project meeting, business requirement, functional and technical specifications, development, unit tests, UAT, training, deliver on production, Plan, P&L, SLA, risk analysis, quality process
Modelling methods UML, Merise
Project management softwares Clarity Workbench, MS project
Testing software Quality center
EDUCATION
2008 /2009 Master 2 Applied Mathematics - Financial Engineering and random models - Pierre et Marie Curie University (Paris 6) – First class honors
1996 /1999 Engineer graduated from Centrale Lille (French prestigious high school)
1993/1996 Mathematics and physics studies
Marcelin Berthelot high school in Saint Maur Des Fosses (FR)
IT EXPERIENCE
C++ Financial library “Quantlib”, Boost
JAVA Frameworks: Struts, Spring, Hibernate, Ibatis, Ant, Maven, Junit
Other languages VBA, Perl, Python, SQL, PL/SQL
Statistics software SAS, Matlab
Databases Oracle, Sybase, Mysql, Access
Tools Visual Studio, Eclipse
Modelling language UML
OS Windows, Unix, Linux
FINANCIAL SOFTWARES
Softwares Vanilla IRD : Summit, Visual Pricer
GED : Sophis
Exotic IRD: Infinity
Market data: Reuters
LANGUAGES
French Native speaker
English Fluent
From Oct. 2011 HSBC
Quantitative Engineer
Front-office IRD – London & Paris
C++ development, distributed computing
EndOfYear project
Technical environment: C++, Python, SQL, Datasynapse, Boost, XML,
From Feb. 2011 to Oct 2011
Natixis
Business Analyst / Credit risk quant analyst
Potential future exposure calculation for linear and derivative products(equity, IR, FX, Commo). Monte-Carlo Method
Implementation of new products
Software support
Technical environment: C++, Perl, Mysql, XML, Linux
Feb. 2010 to Feb 2011
Banque de France
Statistics project manager
Dept. Of financial and monetary statistics
Engineering in order to collect data from financial companies and to establish statistics for ECB: usury rates, monetary balance
Management of a 6 people team
CMMI methodology for project management
Development of tools with SAS
Technical environment: J2EE/SAS, Oracle
Sep. 2008 to Dec. 2009 CA-CIB
Business Analyst
Fixed Income Front Office desk
Design and development of tools for the pricing and duration calculation of deals
Design and deployment of business reports with QlikView
Pierre et Marie Curie – Paris 6 University (full time)
Master 2 Applied Mathematics - Financial Engineering and random models – First class honors
Jan. 2001 to Sep. 2008
PSA Peugeot Citroen
Supply chain project manager
Industrial logistics, supplying PSA factories – kanban system
Drafting scope statement, business requirement, testing and delivery on production
Coordination of technical and operational teams
Cost management (3 M€) , planning and reporting
Software manager C++/J2EE
Development of an order management system in J2EE / C++ Oracle
Drafting specifications, test and production
Management of a five people team, budget, planning and communication with stakeholders
Mar. 1999 to Dec. 2000 ABX Logistics
Supply chain project manager
Installation of a warehouse management system
Drafting scope statement, business requirement, test and delivery on production
Coordination of technical and operational teams
Procedures for obtaining of ISO 9001 quality management system
Technical environment: AS400/DB2/Excel/VBA
June 1998 to Sept. 1998 Societe Generale
Internship in IT department
Development of reporting tools in VBA/Access and SQL
