Ongoing Front Office Software Engineer/Developer - FX Auto Hedging
BNP Paribas CIB, Paris
juillet 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
octobre 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
septembre 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
mai 2019 - mai 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
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
janvier 2016 - janvier 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
Langues
Anglais - C2
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.
