Philippe - Développeur C#

Pages Jaunes – Software Architect
October 2008 to now
Summary :
Developer & Architect of the flow management system of the Web site ******** : ads site for ******** estate and vehicles sell

Role : Developer – Architect -Project manager
Realization :
Development of an SOA architecture, based on windows services developed with C# and .NET Framework 3.5 for integrating various flows like xml, excel, csv, txt. Normalization using XSLT and integration to Sql Server 2005 using NHibernate of thousands of ads each day.
Development of numerous DTSX (SSIS) and reports for business analysis using SSAS and SSRS.
Development of ASP pages for system management and users interfaces.
Techniques used : C# (.NET 3.5) - NHibernate - NUnit – ASP - XML – XSLT – SOA (C# Windows services) – SQL Server 2005 - ETL DTSX SSIS – SSAS - SSRS

NATIXIS –Equity Derivative Arbitrage Team
August 2007 - January 2008
Summary :
Equity Derivative Arbitrage team C++ coding of stress-test reporting application for the new business: « Commodities ».
Role : Developer – Business Analyst
Realization :
Client/Server distributed architecture, services oriented and based on Corba technologies (orbix2000) and XML (Xerces- Parser) with an Oracle database, Sophis system and an Excel user interface for report generation. This application allow users to launch reportings of sensitivities analysis (Rho, Gamma, Delta, P&L, Vega, Theta) calculated via batches or by ********-time.
The technique used was overloading the method of Marketdata API Sophis (Spot/Vol/Forex/Rate) in order to modify market parameters (shocks of Spot, Vol, Forex) and implement as well the stress-tests and sensitivities calculus
Techniques used : C++ (.NET 2003) - XML – Sophis API – Excel 2000, 2003 / VBA – C++ dll & Library

CALYON – Conception and realization of information system for credit risk management reporting
September 2004 - July 2007
Summary:
Evolution in the work environment of CB´s validation of the merger of Lyonnais-CA, having great autonomy and responsibilities, direct cooperation with the Risk-Management department.

Conception and implementation of the Credit-Risk Management reporting system using OLAP Cube, Excel Pivot Table, TransactSQL (stored procedure), focusing on credit risk indicators analysis: Rate, Credit and Correlation Sensitivities, Jump to Default, Stresses, P&L and VaR. Indicators calculated by connexes systems, namely Murex.

Design, conception and implementation of the SYBASE 12.53 SGBDR and Data warehouse. Organization of flux necessary to maintain the data bases: market data (spreads, ratings, spots…) – Calculated data: Sensitivities, Jump to default, Gamma, Stresses, Var…) – Referential data…Architecture and technologies choice. Conception of the client-application of Excel reports generation. Automation of data integration processes.

Credit Instruments management: CDS, CDS of ABS, CDO, CDO2, FtD, NtD, IDT… and Rate Instruments management: Bonds, ABS, ASWP, FUT, REPO…
Role : Developer – Business Analyst

Realization :
 Reporting system on Sensitivities Analysis – Credit Risk Management and Business Analyst team (6 months)
Reports on Rate and Credit sensitivities aggregation analysis. Business analyst and programming rule. Prototype release using Access 2000 – Excel - VBA, using the Murex software package and producing Excel reports for the Risk-management department.
Reporting on Sensitivities aggregation among numerous analysis axis: Portfolio, Issuer, Currency, Country, Sector…
Study of and participation in the issuing of specifications.
Conception, development, installation of the application and training of users.

 Reporting system on Sensitivities - Stresses,- Jump to Default and P&L analysis - Credit Risk IT Team
Set up a more robust version with a SYBASE 12.5.3 of 80 Go basis, a VB6 client connected through ODBC allowing the integration and the exploration using reports generation of calculated data (originating from internal systems and the Murex software package): Credit Sensitivities, Stresses, Jump To Default, P&L Calculus, Ratings…Issue of numerous synthetically and analytical Excel reports based on different risk indicators.

 VAR Analysis - Credit Risk IT Team
Considering the volumetric of the VAR history data (5M lines /day – 261 Scenarios) in order to be able to allow Excel reporting via TCD, the solution I came up with was to use a pivot table not being supported by SQL but by OLAP (On Line Analytical Processing) cubes. More precisely, the Data warehouse is built on the SGBDR SQL Server 2005 from which OLAP Cubes are generated under Analysis Services 2005 allowing the production of different Excel (Pivot Table) reporting.
I carried out a vast study of different OLAP market solutions in the form of test and comparison (SYBASE IQ / Mondrian Java project / SQLServer 2005 Analysis services).
Creation of the end user application in C# (VStore) using Excel Interop.
Design of the SGBDR and OLAP cubes of VAR reporting under SQL Server & Analysis Services 2005
Installation of the application and training of users.

Techniques used : SQL Server 2005 – Analysis Services 2005 (OLAP, MDX, XMLA) – Reportings Services 2005 – DTS - OLE DB – C# –.NET 2.0 – Sybase 12.5.3 (TransactSQL – Power Designer 8 & 10) – ODBC – Access 2000 – VBA – VB6 – Excel (TCD, Pivot Table).

BGA
May 2003 - October 2003
Summary: Study and creation of a fixed assets management application in Access VBA under Windows assets management, associated mandates, implied commercialisers…
Role : Developer – Business Analyst
Realization :
Market study data import as Excel files, automatic generation of reports using data presented in Excel files´ format. Issue of the book, of functional specifications. Development and installation of the application and users training.
Techniques used : ACCESS, VBA, Excel

SGAM - Middle Office Tools for Hedge Fund
March 2002 - April 2003
Summary: Development of a middle management application concerning Hedge Funds (Financial instruments: Equities, Options, Futures, and Convertibles).
Role : Developer – Business Analyst
Realization :
More particularly, tracing of transactions and positions, automatic generation of passage order mails to Brokers, automatic integration of Excel files, extraction of data, Excel reporting for managers allowing a daily overview of portfolios as for positions, P&L and performances, as well as reconciliation with accountancy.
Creation of the VBA application, structured around an ORACLE market data basis, and Access database.
Co-editing of functional specifications, problem solving and training of users.
Techniques used : Windows NT et Unix - Oracle8i. VBA - PL/SQL – Excel

European Commission - Luxembourg
January 2001 - January 2002
Summary: Informatic team of the SDT (Service de Traduction / Translator service) of European commission. Administration, exploitation, maintenance and development of the GED system of the European Commission and of various translation assistance programs.
Role : Developer
Realization : Great work autonomy and responsibility, 2000 clients linked to the UNIX server with an information basis (Fulcrum) containing more than 6 M documents, and to the management data basis (Oracle 8i), which are interfaced with Visual Basic, C, C++ or cgi-bin applications. In direct contact with the Help-Desk team.
Techniques used : VISUAL BASIC, VISUAL C++, FULCRUM, SQL, PL/SQL FULCRUM, ORACLE8I, HTML, SGML, CGI, COLDFUSION, JAVASCRIPT, PERL, KSH, CSH, C, WINDOWS NT, UNIX

SGBT Société Générale Bank & Trust - Luxembourg
May 2000 - December 2000
Summary: Front Office IT Team - Administration, exploitation and maintenance of the information system of the trading room in direct relationship with the users of both front and back office.
Role : Developer
Realization : Developement of new Sybase procedures, automation and processing of results in C, Tcl and shell in Unix. Administration, fixing of parameters and development within the Kondor+ software package, in accordance with specifications issued by the trading room.
Techniques used : SUN, SYBASE, KONDOR, C, SQL, TSQL, CSH, KSH, TCL

European Commission - Luxembourg
February 2000 - April 2000
Summary: Development for the new e-mail service of the Commission.
Role : Developer
Realization : Development of utilitarians with C under NT for the data center, in order to optimize the users authentify and to establish safe channels for the new e-mail service of the European Commission.
Techniques used : Visual C++, C, NT

ICDC - Paris
January 1999 - November 1999
Summary: Test and functionnal validation team.
Role : Developer
Realization : Setting up of test scenarios and automation in Visual Basic, ainsi que gestion des anomalies dans le cadre de la mise en production du nouveau système d’information (IRIS) de la compagnie d’assurance CNP
Techniques used : objects distributted, corba, active x, workflow, ged, sqa, visual basic, visual workflow

ETIC - Paris
October 1998 - December 1999
Summary: Conception of a IHM administering a knowledge base in Visual C++, based on a HTML files and page data base managed under a SQL Server.
Role : Developer
Realization : Cgi Development of a search engine in C.
Techniques used : Visual c++ et MFC, visual studio 6, SqlServer, C, html, Javascript, Windows NT