Virgile - Business Analyst C

Expérience professionnelle

COMMERCIAL EXPERIENCES

05/2021-08/2021
G2RFormation

Training Product owner -Business Analyst

Standard PMI,Scrum Master,PMP,PMBOK,BABOK
Standard ISTQB,ITIL,JIRA
Excel,SQL

Depuis 10/2019
Virtual Box 360
Paris
Software Engineer

Development in Unreal software :intragated tools for video game,virtual reality and augmented reality
Development in Blueprint and C++

10/2017-09/2019
Investbook
Paris

Development in PHP5, Nodejs, Website servicesSoftware Engineer
Crowndfunding bond services

Since 03/2016
Atos-Lufthansa
Paris
Software Engineer
• Development in C for DAYSY software file management for flight crew
• Development in Linux and HP-UX for DAYSY
• Development in LISP environment
• Technologies :C/C++, LinuxRedHat, HP-UX,LISP
• Team Geography :Paris, Francfurt

08/2015- 02/2016 (6 months)
GTT (Gaz Transport et Technigaz)
Paris
Calculation Engineer
• Development in Fortran90
• Structure calculations, frequentiels calculations around the gaz tank
• Convolution product, elementaries responses calculations
• Technologies:VBA Fortran90 ,Matlab ,SVN
• Team Geography: Paris

08/2014- 07/2015 (1 year)
AXA Life Invest
Paris
Quantitative Financial Engineer
• Development and implemantation into TradingGrid pricer software in VBA and C#
• Development automation PnL,Greek across insurance product:variables annuities
• Monte Carlo Simulation on IR and Equity market model
• Technologies:VBA,SQL,C#,SVN, Bloomberg,citrix
• Team Geography:Paris, Singapor

10/2013- 04/2014 (6 months)
IFP Energies Nouvelles
Paris
Calculation Engineer
• Development and implemantation into xMod software in C++ and Matlab Simulink
• Development on Winsocket for TCP/IP connection for real-time communication with INCA embedded software
• Simulation on Simulink and different solver for tool track changes on M-Files to Matlab
• Technologies: C/C++, Matlab Simulink, SVN
• Team Geography: Paris,

09/2011- 12/2012 (1,3 year)
Essilor R&D International
Paris
Calculation Engineer

Replacement of IMSL mathematics library in the optical calculation team
• Development and implemantation in a mathematics library in Fortran90 towards algorithmics in C++
• Development of calculation software for design,analysis and measurement of progressive additional lenses
• Technologie: C/C++ Fortran90 SVN
• Team Geography: Paris Singapour

06/2010- 09/2011 (9 months)
Thomson Reuters Financial Software
Paris
Quantitative Financial Engineer
• Pricers in 3000Xtra in Front Office (Calculator)
• Development and implementation in a pricing library ADFIN on financial product in C++
• Development in Localization Tools in C#:development tools for Front Office
• Participation to the functional specifications review and creation of design specifications
• Access to Reuters datas from differents API available to supply financial models
• Package's delivery on 3000Xtra's evolution on 5,1 and 6,0(Eikon) version and Kondor
• Business analysis: Pre-selection of front to back system. Review of existing architecture and structure, automation of market data process (Front to back), day-to-day management and resolution of risk issues. Full life cycle of trading process.
• Product: Commodities, FX, Fixed Income Interest Rates swaps and Options,derivatives, equities, credit risk in Analytics Desktop
• Technologies:C++,Vbscript javascript Net:C#(3,5) XML HTML SQLServer Agile 3000XTRA
• Team geography: Paris London Bangkok Singapor,Sidney Moscow Geneva

04/2009- 05/2010 (1,1 year)
Effi-Science
Paris
Software Engineer
• Stock product management
• Analysing and capturing functional specifications
• Reviewing and technical concepts ,architecture and technology
• Roll out
• Technologies: VB6 Excel Sybase

07/2008-03/2009 (9 months)
Natixis BFI
Paris
Engineer Front Office
• Tactital support for Front Office rates,FX and credit derivatives trading system including algorithm and cash single stock
• Product: FX and Money Market, rates product, Credit Risk
• Production control release management and tools development in a pricing library.
• Business analysis: Full life cycle analysis and documentation, including terms of reference, business requirements, functional specifications and implementation plans. Migration of trading books from one entity to another. Migration of market data (including curves and spreads) from one system to another (Mercure to Summit) . Writing of operational procedures and specifications.
• Technologies: C/C++ C#(3,0) Java Sybase DataSynapse Summit, Mercure Calypso
• Team geography:Paris LondonTokyo Hong Kong

10/2007-06/2008 (9 months)
Alphédra Investment System R&D and UFG IM
Paris
Quantitative Engineer
• Scope: Compliance and Market Risk
• OpenSight:Development web services allow to parser a flow XML in input,flow in output will be used by the flash of the site with SOAP protocole
• Development around the library of pricing OpenSight in .Net
• Research on numerical simulation on structured product in C++,Monte Carlo simulation,VaR,market risk
• Research and methodology: I was in charge of construction of zero coupon curves using different methods of interpolation (spline cubic, smoothness etc) independently from the front to back system
• Business analysis: Market data system implementation, Reconciliation between internal prices and counterparty prices. Writing of operational procedures and specification, presentation to senior management at group level
• MIF RDT:Daily transaction reporting made by portfolio manager: processing transaction sending toward AMF and processing transaction feedback from AMF
• Basel 2:Outcome of assets management in 2007 with the regulation of Basel 2:presentation on statical research in some diagram in VB under Excel with adatabase in SQLServer for the controller's department
• Development some web interface in javascript
• Product: equities derivatives,rates,fixed Income
• Technologies:ASP/VB.Net Javascript vbscript,C++ Apollo Front Office Sybase TrasactSQL Excel Bloomberg citrix

04/2007- 09/2007 (5 months)
Advanced Fund Analysis
Paris
Methodology and Model validation
Junior Quantitative Engineer
• Development intranet:development some web services of AFA for company's costumer to help on management of their files
• Servicing some interfaces from sites in english/french in javascript
• Portfolio management and risk analysis: I performed back testing, limit adherence, VaR calculation and stress scenarios. Challenging the front office about limit breaches and market data issues.
• Product: FX and Money Market,OPCVM, Fixed income.
• Systems : Bloomberg,APTpro Analyzer
• Business analysis: Writing of operational procedures and specifications. Modelisation of some derivatives product.
• Research and methodology: I was in charge of construction of zero coupon curves using different methods of interpolation (spline cubic, smoothness, ..,etc) independently from the front to back system
• Technologies: PHP VB MySQL javascript Bloomberg citrix