Rahul - Architecte JAVA

Ref : 111124R001

1060 BRUXELLES (Belgique)
Chef de projet, Développeur, Architecte, Business Analyst (56 ans)
Freelance

Compétences

JAVA

VBA

EXCEL

JAVA SWING

Expériences professionnelles

PROFESSIONAL EXPERIENCE

Senior Quantitative / Analytics Developer - Independent
Legal & General, UK (2021 – 2022)
• member of the risk analytics team involved in the build of an improved model for the securitisation of lifetime
mortgages, the evaluation of matching adjustment and the application of the Solvency II Effective Value Test.
(Riskwatch, C++)
Met Office (part-time: 2021 – 2022)
• added functionality to the modelling template library of the next generation climate forecasting system to improve the
configuration of model parameters via yaml files and json schemas. (C++)
TitanAI, UK (2021)
• designed and built for a logistics start-up a Monte Carlo simulation engine to model motorway traffic flow using in
conjunction GIS data and machine learning models. (C++)
Engie Global Markets, France (2020)
• development and support of commodities algorithmic trading system (C#).
• collaboration with energy traders in the design and development of gas and electricity algo trading strategies.
BNP Paribas, France (2018)
• development and maintenance of the Automated Market Making (AMM) platform supporting the equity, equity
derivatives and commodity derivatives trading desks (Java 8).
• built an automated portfolio component verification tool – early use identified an error in the makeup of a widely
marketed index portfolio.
Morgan Stanley, UK (2017)
• Fixed Income Structured Products Group. Development and maintenance of middleware supporting various UI
platforms (C++).
Senior Developer BARX Trade Services, Barclays International, UK (2018 – 2019)
• Responsible for the development and maintenance of the BARX trading, life-cycling and order management platform
supporting the forex cash and options trading business lines (C++).
• Designed and developed a real time rate acquisition server to furnish live trades with fixing rates.
Senior Manager Business Analytics, Tesco Bank, UK (2015 – 2017)
• Responsible for the development and support of pricing models for the loans, savings, mortgages and cards business lines.
These models comprised statistical behavioural and demand analysis and discounted cash flow calculations.
• Led the Business Analytics financial modelling team of four analysts.
• Re-designed the architecture to move from Excel based models to VBA / C++ based models with resulting improvements
in delivery time, performance, maintenance and governance.
Adjunct Professor, EDHEC Business School, France & UK (2008 part time; 2012 – 2014 part time)
• supervised thesis preparation & defence for students on the MSc Finance programme. Topics covered included: impact of
the financial crisis on the private equity industry in Europe; LBO key success factors in emerging markets; utilizing risk
management and signal filters to enhance performance of trading strategies; financing the launch of a new retail concept
venture.
• developed a 15-hour course on Microsoft Excel VBA programming and delivered this course concurrently to three classes
of MSc Finance students.

Études et formations

EDUCATION

• MBA in Finance, INSEAD
o Elective courses included investments, options theory, and applied corporate finance.
• MA & BA Engineering Science (First Class Honours), St. John’s College, University of Oxford
o Specialized in Electronics and Control Theory.
o Awarded Casberd Scholarship and several college prizes.
o Final year project involved the design of a digital controller for civil aviation aircraft. An algorithm was designed to
model the aircraft dynamics and was implemented using Fortran code.
• The High School of Glasgow (secondary education)

FURTHER EDUCATION
• Machine Learning / Analytics
• Learning From Data (Introductory Machine Learning) - Caltech (online certificate)
(theory of generalization – VC dimension, bias/variance, SVMs, radial basis functions)
• Machine Learning – Stanford University (online certificate)
(linear & logistic regression, neural networks, recommender systems – Matlab/Octave programming)
• Convex Optimisation – Stanford University (online certificate)
(convex sets & functions, convex optimisation problems, duality, applications)
• Introduction to Robotics – Queensland University of Technology (online certificate)
(coordinate frames, forward/inverse kinematics, velocity in 2d/3d, body dynamics and joint control)
• Finance
• Pricing Options with Mathematical Models - Caltech (online certificate)
• Programming
• Introduction to Functional Programming - Delft University of Technology (online)
(Haskell: types & classes, higher-order functions, functional parsers & monads)
LANGUAGES
• spoken: English, French, Italian (intermediate), Spanish (intermediate)
• programming: C++, Java, Excel VBA, Octave / Matlab, JavaScript

EDUCATION:
• MA Engineering Science (First Class Honours), St. John’s College, Oxford University, 1985-1988.
o Specialized in Electronics and Control Theory.
o Awarded Casberd Scholarship and several college prizes.
o Final year project involved the design of a digital controller for civil aviation aircraft. An algorithm was designed to model the aircraft dynamics and was implemented using Fortran code.

OTHER EXPERIENCE:
• Proprietary Trading (2009 – Date) - conceived algorithms for the trading of equity index futures, commodity futures and ETFs. Designed and developed data retrieval routines, back-testing tools and modules for trading & risk management (Java, Excel VBA)

• University Lecturing, France (September – December 2008) - developed a 15-hour course on Microsoft Excel VBA programming and delivered this course concurrently to three classes of MSc Finance students at the EDHEC Business School in Nice.

PROGRAMMING:
• Java (Swing, Eclipse), Excel VBA, C++

LANGUAGES:
• English, French, Italian (intermediate), Spanish (intermediate).