Hamrit - Développeur Data Analyst C# SQL PYTHON DEVOPS

Ref : 210905N001
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Compétences
Expériences professionnelles
  • Ongoing Front Office Software Engineer/Developer - FX Auto Hedging

    BNP Paribas CIB, Paris
    Jan 2021 - aujourd'hui

    Responsibilities overview
    Project : FX Auto Hedging - Execution algorithms
    ● Developing a comprehensive testing framework for various execution algoes
    ● Profiling, tuning and enhancing algo performance and execution latencies
    Environnement C#, Algorithms, Asynchronous programming and multithreading,
    Low-latency, Real-time, Testing

  • Online programme, IBM
    Jan 2020 - aujourd'hui

    3 months IBM AI Enterprise Workflow Specialisation
    Coursera specialisation
    ● Business priorities and data ingestion
    ● Data analysis, hypothesis testing, feature engineering and bias detection
    ● Machine learning applications
    ● Enterprise model deployment and production

    Environnement Model thinking, Python, IBM Watson Studio, SQL, JSON, Spark, Pandas, Numpy, SKlearn, Scipy, Keras, Tensorflow, Django, React, Kafka
  • Online class
    Jan 2020 - aujourd'hui

    2 months Introduction to machine and deep learning
    Two Coursera classes offered by Columbia and Stanford
    ● Theory of machine learning
    ● Implementations of machine and deep learning algorithms

    Environnement Stochastics, probabilities and statistics, linear algebra, calculus, Python
  • Front Office Software Engineer/Developer

    OSTRUM Asset Management, Paris
    Jan 2019 - Jan 2021

    Responsibilities overview
    Project : Tableau de bord
    ● Maintenance and continuous evolution of the Risk Management risk indicators dashboard
    ● Collaborating with fund managers and quantitative analysts to conceive and implement a
    tactical tool to monitor (and stress test) the newly integrated CLO funds
    ● Engineering production-ready solutions via C/C++ DLLs
    ● Assisting with different audits relevant to the dashboard
    Project : Guardian
    ● Conception and creation of a Python tool to monitor, analyse and create a report about the daily
    status of the Compliance database (Charles Rivers)
    ● Maintenance and evolution of the Guardian application (C#) responsible for alerting the fund
    managers about any pre or post-trade breaches

    Python, C#, C/C++, VBA, Asynchronous programming and multithreading, Docker, Access, SQL, Design patterns; Observer, Factory, Singleton, LINQ
  • Front Office Software Engineer/Developer

    AXA Investment Managers, Paris
    Jan 2017 - Jan 2019

    Responsibilities overview
    Project : PRIIPS
    ● Development of a tactical solution to generate the SRI (namely the Cornish-Fisher modified VaR)
    score and compile other PRIIPs-relevant information to generate the KID
    ● Contribution to the migration of the aforementioned solution toward a sustainable and fully
    automated dataflow
    Project : MiFID – TOP 5 Best Execution
    ● Development and continuous evolution of a reporting tool to fully automate and optimise the
    generation of the MiFiD - TOP5 Best Execution report
    ● Assisting with the audit of theses reports
    Project : SLVar
    ● Conceive and create a solution to calculate the stressed VaR
    ● Calculate the liquidity-adjusted VaR
    Project : SESAME
    ● Maintenance of SESAME
    ● Developing Front Office tools

    Environnement VBA, Python, C#, SQL optimisation and execution plan analysis SESAME is the Front Office system to monitor the real-time intraday order bookings as well as the daily Start of Day positions. It is mainly used by the Multi-Asset and Fixed-income managers.
  • Front Office Software Engineer/Developer

    Société Générale Corporate and Investment Banking
    Jan 2016 - Jan 2017

    Hanomising the tactical tools used across different Middle Office teams
    ● Mapping most of the macros used by the operations team (Paris, London and Bangalore)
    ● Investigating the convergence opportunities
    ● Redefining and updating the relevant documentation
    Achieved objectives:
    ● Reduction ratio of one third (down from 1000 to fewer than 700)
    ● Keeping and extensive record for the Development team

    Environnement VBA, SQL
  • ACADEMIC INTERNSHIPS Inria, Nancy
    aujourd'hui

    R&D: Extension of a quantum computation model
    ● Publication of the article « Reversibility in the Extended Measurement-based
    Quantum Computation »

    Environnement: Mathematical modeling, Matlab
  • aujourd'hui

    Signal processing
    ● Blind estimation of certain signal parameters

    Mathematical modeling, Matlab
  • Athens programmes
    aujourd'hui

    Non-recourse finance
    Introductions to Project Finance, Equator Principles and the European Investment Bank
    Study cases:
    - Financing and risk analysis of the Nigeria Liquefied Natural Gas project
    - Japan Bank of International Cooperation’s strategy in copper investment in Chile
    ● Financial, social and ethical stakes of biomedicine

Études et formations
  • MSc in Telecommunication engineering, Télécom ParisTech

    2015
  • Grandes Ecoles preparatory cycle, Mathematics and Physics major

    2011
Autres compétences
SKILL SET

FINANCE
● Financial instruments: Equity, fixed-income and derivatives pricing models
● Asset Management: MPT, CAPM, and notions on risk management models (IR, liquidity, market
risk, RiskMetrics, ALM)
● Regulations: Notions on MiFID II and Basel III

METHODOLOGIES
● Familiarity with Agile methodologies (namely Kanban, XP and Scrum)
● Problem investigation and solving
● Conception and development of tactical solutions
● Rapid Application Development
● Retro-engineering
● User story and technical documentation writing

TECHNOLOGIES
● LANGUAGES: Python, C# .Net, C++, Java, VBA, Javascript, Git
● SGBD: SQLServer (querying and execution plan analysis), Access, Oracle PL/SQL
● CONCEPTION: Object-oriented programming, Design Patterns, UML, Functional programming,
Machine learning, Neural networks
● FRAMEWORKS: Data analysis with Numpy, Numba, Pandas, PyXLL, TensorFlow, Keras, Scikit-learn,
knowledge of Full-Stack development, REST APIs, React and cloud-based technologies such as
Kafka and Kubernetes
● Other skills: Asynchronous programming and multithreading, containerisation (Docker), layered
architectures, microservice architectures, algoes and data structures optimisation
● HackerRank badges : C#, Python, C++, SQL, Problem Solving, Statistics and Mathematics.

LANGUAGES
● English, French and Arabic : Fluent

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