Omid - Architecte C

Big Data & Cloud Architect (consultant)

Solution/Functional Architect and design lead for big data and cloud initiatives at Danone Research.
Identification of new opportunities for Cloud and Big data usages for healthcare and analytics activities, studies on new initiatives and roadmaps, internal consultancy,
Selection and review of industry solutions, coordination with software vendors (Cloudera, AWS, SAS, Microsoft, Tibco, Alteryx, Looker, Databricks).
Design of a multi region enterprise datalake solution in AWS.
Design of a data science platform using Databricks, AWS&Azure and Snowflake.
Code review and best practices for data scientists/engineers, developers and IT.
Participation to technology watch, presentations, trainings, seminars and user groups.
Certification: AWS Solution Architect-Associate, Google Cloud Professional Data Engineer

Consultant, Self-training

Speech synthesis project; Research and development of a voice adaptation module, improvement of natural language processing (NLP), studies for integration on iOS.
Preparation of a general architecture document and roadmap for the usage of Big data in urban transport systems.
Certification: Machine Learning (Stanford).

– Architect, Project Manager (consultant)

Sophis post-trade downstream simplification project: improvement on scalability, multi-versioning, unified and optimal data access mechanism on Sophis systems using OLAP or in-memory database. Definition of the XML data model for the description of financial products. Architecture review and Gap analysis. Organisation of workshops and steering committees with different stakeholders. Delivery of a general architecture document and a project plan.
CWT: Workshops with data scientists to identify the requirements, delivered an architecture document for a small cluster, sharing Hadoop and Cern Root. Training on map/reduce and best practices to the dev team.

Grid Architect

National Grid Initiative, benchmark for Glite grid clusters, POC on distributing Matlab instances on PrActive grid.

– Grid Architect (consultant)

Review of Valuation Service: Fixed-Income workflow server for distributing pricing calculations on a Datasynapse grid and using Oracle Coherence for data management. Improvements on data caching and distribution of calculations, design of a data fabric, detailed benchmarking on client, middleware and quants code. Specific use case study for the CVA/PFE batch.
Gap analysis, capacity planning, design of monitoring reports.
Delivered detailed comparison reviews between Datasynapse Gridserver / Platform Symphony.
Performed review and analysis of ActivePivot in memory OLAP system as a general solution for risk platforms within Fixed Income.

Grid Architect (permanent)

Worked on the setup and design of a National Grid Initiative: Federation of data-centres from different universities using CERN Glite midlleware for a mutualised grid infrastructure.
Gave lecture at an important HPC seminar: presentation on "grid computing problematic in financial risk calculations. Map/Reduce, Hadoop, HDFS detailed architecture” (slides: ********).

Software Developer & Architect, Risk System (permanent)

DynaBatch – Design/Development on the new Risk System unifying counterparty and market risk projects, using Compute and Data Grid solutions.
Advisory, optimisations and reorganisations on C++ code.
Studies on Map/Reduce with Apache Hadoop for implementing the Netting and Exposure calculation.

Permanent – Grid computing - senior developer/architect

- Refactoring of enterprise grid framework developed previsouly (see previous work) : implementation of event based single threaded proactor server using boost Asio.
- Integration of a Coherence data caching solution prototype + creation of a simple API. Cooperation with Oracle team on development of Coherence Incubator patterns in C++.
- Improvement of grid abstraction layer API (see previous job) :
o Asynchronous submission
o Data transfer optimization and data references
o Condition services chaining
o Status checking / cancellation for grid services using Admin API.
o Integration with DS Speedlink
- Help with on-boarding of new FX-OPTIONS products to the grid.
- Help on integration, tuning and design architecture of a Excel service on Datasynapse grid.
- Self-study - training on Haskell.

Permanent - Grid computing - consultant

- Landsbanki - Iceland (1 week) : Setup of planning and proof of concept for the selection of a grid solution.
- Standard Chartered – London (3 months) : FX-EXOTICS – Integration of Target Profit Forward and Monte-carlo simulation blotter on the grid
o Design and development of a greenfield enterprise grid solution containing the following components : Abstraction layer API which provide high and low level access to Datasynapse routines, enterprise server based on socket adaptor optimized for high performance transfer of data, client gateway with corresponding socket client. All the developments have been done in C++ on Windows and solaris.
- KBC – Brussels (1 month) : FX-OPTIONS – Integration of Target Profit Forward product on the grid
o Design and development of an enterprise grid solution based on 3 tier : Client interface for murex flex front end client, multi-thread soap server and grid server.
o Help to the quants team for the refactoring of the pricing code in client-server with serialization of transferred data and parallelisation and integration in the grid.
o Studies for integration of Dynamic parallel version of Mersen Twister algorithm in the boost random library.
o Integration with the monte-carlo pricer in the client and engine side of the grid. Development of an abstraction layer API for Datasynapse and Platform Symphony.

Project manager, developer – Creation of a unit selection text to speech synthesizer in persian.