Mata - Développeur SUMMIT

Expérience professionnelle

(Institution Financière), Paris, France, depuis Février 2021
Rôle Développeur Kondor+ – Front-to-Back
Projets : Financial Compliance, BI Data Sourcing, IBOR Transition
• Création des interfaces de booking des instruments financiers
• Analyse, Conception et Rédaction de spécifications techniques
• Monitoring des traitements des deals depuis le Front jusqu’au Back pour la Conformité
• Développement et Intégration continus (CI/CD) en mode agile (SCRUM-ADO)
• Recette technique et fonctionnelle lors des tests d’intégration et de non-régression
• Support de niveau 2 aux utilisateurs Front-to-Back
Environnement technique : Java, C++, REST, WIN., SQL, XML, AzureDevOps, Kondor+,
Business Object
Environnement fonctionnel : Front/Back Office, Dérivés Actions, Taux, Change et Crédit

WIPRO, ALLEMAGNE, depuis mars 2019 à Janvier 2021
Rôle : Consultant Technico-fonctionnel C++/Java
Sophis/Calypso – Risque & PnL
Mission : Développeur Sophis C++
Volatility Converter, Dividend Yield Import, Collateral Management
Analyse et conception des solutions d’architecture du système de trading
Développement des interfaces du convertisseur de volatilité pour les taux négatifs (SABR)
Implémenter les évolutions des extractions pour le reporting réglementaire (MiFID II, FRTB)
Maintenance de l'outil de calcul de risque (Sophis VaR)
Revue de code, analyse statique et dynamique du code (SonarQube/Crucible)
Assurer un suivi précis des défauts et incidents de la sandbox (SSIS)
Implémentation des extensions sur la gestion du collateral
Environnement technique :
C++, C#.Net, VBA, XML, Agile, SVN, Jira, Jenkins, Citrix, Cppcheck, Lint++, CppUnit, NUnit, SonarQube, Crucible
Environnement fonctionnel :
Dérivés de Equity/IRD/Commo/FX, MiFID II, FRTB et VaR

Mission : Développeur Java - Calypso – Booking des Bonds Structurés
Booking des instrument de Garantie Financière dans le cadre du montage d’opérations de titrisation synthétique
Recueil des attentes utilisateurs pour le paramétrage de la saisie des produits
Intégration des librairies de pricing pour les Bonds Structurés
Développement des interfaces au module STP (JNI)
Revue de code (SonarQube/Crucible)
Réalisation des Tests Unitaires et Système
Rédaction de la recette technique
Environnement technique :
Java, C++, SQL, XML, V-Studio, Jira, Citrix, SQL Server, Win., Calypso, SonarQube, Crucible, JUnit,
Environnement fonctionnel :
Equity/IRD/FX, Basel III, Dodd-Frank/Emir, BMR

Banque mondiale, berlin, juillet 2013 à mars 2019
Rôle : Consultant FullStack – Front to Back
Analyse et Développement d’applications et Support aux utilisateurs Front et Back Office
Mission : Quant IT- C++/Summit
Analyse des instruments fournissant la solution au EoQ/EoY Turn Risk
Configuration et exécution des tests unitaires et systèmes sur l’impact de la volatilité
Développment d’Addins pour enrichir la librairie de pricing
Intégration Continue (CI/CD) des librairies de valorisation des dérivés Cross-Asset
Exposition d’APIs pour le réporting réglementaire sur FusionFabric
Suivi d’exploitation sur FRTB, la comptabilité de couverture et la CVA
Recette fonctionnelle sur le monitoring des dérivés de Taux liés à l’inflation
Environnement technique :
C++ , C#, PL/SQL, Perl, PowerShell, JavaScript, Jira, Jenkins, Win. Unix, NumeriX, Summit FT
Environnement fonctionnel :
MiFID II, FRTB, Trading et Risque

Mission : AMOA Référentiel - Pre&Post-Trade
Recueil de attentes utilisateurs des métiers du FO, de la Trésorerie et la Comptabilité
Production de spécifications fonctionnelles, planification et chiffrage
Conception et Implémentation de la solution de Datamining des données Pre&Post-Trade (SSIS)
Analyse, sélection et optimisation d'algorithmes en vue du scoring
Gestion de l’évolution de la passerelle Calypso/Summit pour la réconciliation
Support niveau 1 aux opérateurs (on-shore and off-shore)
Environnement technique :
Java, C++ , C#, SQL, Perl, PowerShell, Eclipse, Jira, Jenkins, Win. Unix, Calypso, Summit FT
Environnement fonctionnel :
IRD/FX, Crédit, Comptabilité, SWIFT, Réglementaire (Bâle III, EMIR, Dodd-Frank, SEPA), Compensation (DTCC, SwapClear).

Since Oct. 16 ECP Paris, France
Role: Data Scientist
Technologies: C++, C#, Java, R, ksh, perl 5, SysML, XML, HTML, Linux, Win., SQL Server, hadoop, Control-M, .Net, TomCat, REST, JSON, TensorFlow
Project: Scoring automation using machine learning
• Data mining of sets and lakes
• Algorithms selection and optimization
• Development of distributed components for the web
• Model-based testing on .NET
• Training and Support to on-shore and off-shore Functional Testers

July 16 - Sept. 16 Natixis, BPCE Group Paris, France
Role: Senior C++ Summit FT Developer and Support
Technologies: C++, C#, ksh, perl 5, XML, Linux, Windows, Summit FT v56/v6, SQL, Oracle, STL, boost, MQ Series, Jenkins, Git, Control-M 8, J-Trac, Murex, Calypso, Active MQ, .NET, TomCat, Citrix
Project: Summit FT Upgrade v5.6/v6
• Build of core product and Back-end extensions (Meta-Model)
• Unit Testing of binaries and utilities (P&L, MTM, Accounting)
• Development and Test of a valuation library for FX mirror trades
• Web services monitoring and maintenance on TomCat
• Continuous integration prior to release
• System Testing of EOD batches through Control-M Automation
• Regulatory context: Dodd-Franck, EMIR, Basel III, SEPA
• Training and support to users during testing and release
• Second line support on Summit STP and Gateways onto Murex and Calypso

July 14- June 16 ECP Kinshasa, DRC/Paris, France
Role: Senior C# Developer and Support
Technologies: Java/J2EE, C#, VB, SQL, UML, XML, Unix, Windows, SQL Server, ProGestin
Project: Custom Finance
• Design, Development and Test of software applications
• Back Office: OHADA Accounting, P&L Calculation on Bonds and Repos
• Reports and Views parameterisation and testing
• Functional testing and project follow-up
• Training and second line support to users during testing and release

June 13 – June. 14 Sphère Informatique Kinshasa, DRC
Role: Senior C# Developer
Technologies: Java/J2EE, C#, VB, SQL, UML, XML, Windows, Unix, MS-Excel, SQL Server, ProGestin
Project: OHADA Accounting

• Identification and co-ordination of the solutions aimed at upgrading the applications
• Front Office: Bonds and Repos captures, portfolios analysis, Product structuring
• Back Office: OHADA Accounting, P&L Calculation
• Reports and Views parameterisation and testing
• Functional testing and project follow-up
• Training and support to users during testing and release

June 08 - April 13 KOOSSERY TECHNOLOGY Paris, France
Feb. - Marsh 13, FinanzAgentur, Frankfurt am Main, Senior C++ Summit FT Developer
Technologies: C++, C#, Unix, STL, boost, Eclipse, SQL, XML, Summit FT 5.3/5.5
Project: Sovereign Debt (SSA)

• Development and Test of swaps screens extensions
• FX, Bonds and Repos monitoring and maintenance
• Software testing and enhancement on Summit STP and Gateway modules
Other tasks: Second line support from Front to Back Office

Marsh - July 12, Thomson Reuters, Paris, France, Senior C++ Developer (Front Office)
Technologies: C#, XML, JavaScript, VBscript, C++, Windows, Access, SVN, VStudio, JIRA (SCRUM)
Project: Fixed Income Front Office Calculators
System Analysis and Development of a front office application on IRD

Main Tasks:
• Audit and identification of the impairments on smile adjustment of IRGs
• Implementation of the technical solutions on inflation-linked products
• Configure and perform regression testing procedures on IR Derivatives
• Code rework and maintenance
• Software integration and release

Marsh 11 to July 11, Société Générale, Paris, France, Senior C++ Developer
Technologies: C++, STL, boost, Java/ J2EE, UML, XML, Unix, Oracle, ClearCase, Ctrl-M, Informatica 7
System Analysis and Development of a middle office Risk-Basel II application

Main Tasks:
• Audit and identification of the constraints of the MWRR calculation
• Design and implementation of the technical solutions on the counterparty risk pillar
• Configuration of testing procedure on Repos, Bonds and Credit Derivatives
• Project planning, follow-up, mentoring and coordination
• Software integration and release

Sept. 10 – Jan. 11, HSBC, London, UK, Quant IT C++ Summit Developer
Technologies: C++, C#, STL, Windows, Sybase, Bloomberg, Summit 3.7/5.3 and SourceSafe
Project: Summit Pricing Hub for Hedge Accounting
• Identification and co-ordination of the solutions aimed at upgrading the applications
• Front Office: Forward Volatility curves calibration, portfolios analysis, Product structuring
• Back Office: Hedge Accounting, P&L Calculation
• Integration of pricing modules (Addin) for Repos, Bonds and FX used by the hedge accounting systems
• Hedge effectiveness reports testing
• Functional testing and project follow-up
• Training and support to users during testing and release

Jan. 10- May 10, Commerzbank, Frankfurt, Germany, Senior C++ Summit FT Developer
Technologies: C++, C#, STL, Unix, Eclipse, perl 5, Sybase 12, XML, Summit FT 5.3, SVN,
Project: M&A Data Migration
• Design, Development and Test of a cash flow utility for treasury on Repos and Bonds
• FX, IRD and Credit derivatives (MUST) monitoring and maintenance
• Software testing and enhancement on Summit STP and Gateway modules
• Coordination of the multi-sites reconciliation activity
• Management of batches (AutoSys) to handle Orbix servers
Other tasks: Second line support from Front to Back Office

May 09 - Aug 09 at Deutsche Bank, London, UK, Senior C++ Summit Developer
Technologies: C++, Java, ruby, perl, STL, boost, Unix, Sybase, XML, Summit 3.8/5.2, MarkitWire
Projects: Broker Deals Reconciliation, Virtual Data Warehouse
• Requirement gathering from the end users on inflation-linked Swaps and Bonds
• Functional specification on Repos, FX and Credit Derivatives
• Implement technical solution fostering low-latency approach
• Set up efficient testing procedures along with training to users
• Leverage Gateway functionalities for collateral management
• Insure the release management process goes smoothly
• Globally liaise with client staff to all aspects pertaining to the projects

Jan. 08 - June 08 ING Bank London, UK
Role: C++ Summit Developer (Front Office)
Technologies: C++, C#, STL, Unix, Sybase, XML, NumeriX, AutoSys, Summit 3.5.2 and 5.2.2(FT)
Project: Summit Upgrade
• Identification and co-ordination of the solutions aimed at upgrading the applications
• Front Office: Deals captures, portfolios analysis, VAR, P&L and MTM calculation
• Factorization of Summit source code to improve risk utilities
• Integration of pricing modules for FX, Repos, Bonds and credit derivatives
• Functional testing and project follow-up
• Training on structure credit deals (MUST) , support to users during testing and release

May 07 – Oct. 07 MiSys Munich, Germany
Role: C++ Summit Developer
Technologies: C++, Windows, perl 5, SQL, XML, Harvest, Orbix, Summit 3.6 and 5.2.1 (FT)
Project: Summit Upgrade
• Front Office: Monte Carlo, Greeks generation, corporate margin, MTM and P&L
• Back Office: accounting posting, deals collateral adequacy, expected payment
• Database conversion, STD generation, STP servers set-up , client code factorization
• Development of regression testing tools on risk reports for FX, IRD and credit derivatives
• Maintenance of a back office trades extraction Gateway
• Training and support to users during testing
• Second line support to users upon ongoing processes

May 06 – April 07 DePfa Bank Frankfurt, Germany
Role: C++ Summit Developer
Technologies: C++, STL, XML, Sybase, ClearCase, SDL, Unix, Summit 3.7.5
Project: Global Custodian, Cover Pool Regulatory
• Mapping of swift MT54x with SDL and available Summit Drivers in Back Office
• Fixed Income screens functionalities derivation and BLOB extensions
• GUI Development for ABS regulatory in front office
• Risk reports generation on Repos, Bonds and credit deals for middle office
• Trades extraction through front to back Gateway applications
• Training and support to users during testing
• Second line support to users upon ongoing processes

April 05 – Dec. 05 Natexis, Banque Populaire Paris, France
Role: Quant IT C++ Summit Developer
Technologies: C/C++, STL, VBA6, ClearCase, Unix, Summit 3.5.6
Projects Real Time Hedge server, Pricing Integration, Gateways deployment
• Integration of SABR pricing model for exotic IRD
• Calculation of DP Curves for synthetic CDOs
• Development of thin-client CORBA object for market data and FX
• Set-up the real time hedge server on a multithreaded platform
• Handling of batches to produce MTM and P&L calculation on Repos and Bonds
• Second line support to users upon ongoing processes (Front Office)

June 04 – Jan. 05 Calyon, Crédit Agricole Paris, France
Role: Java Summit Developer
Technologies: Java/J2EE , C++, STL, NetBeans 4, Win NT, ClearCase, Unix, Summit 3.3
Project: IR derivatives migration
• Repos and Bonds application monitoring and maintenance
• Software testing and enhancement on Summit STP operations
• Upgrading of the workflow based upon a newly defined Meta Model
• Development of distributed components in a multithreaded architecture
• Encapsulation of persistence mechanisms
• Connection of eToolkit client modules to BPVS
• Other tasks: Second line support from Front to Back Office

March 03 – July. 03 Summit System, Inc. New York City, U.S.A
Role: Summit QA Tester
Technologies: C++, Perl 5, Win NT, Unix, .ksh, Summit 3.5.0 and 3.5.1, Sybase, Oracle
Project: Regression Testing
• Software Maintenance , Functional analysis
• Bugs troubleshooting, Automated procedures setting
• Development of a processes monitoring tool for Sun servers
• Web Documentation setting

Other professional experiences:
Company: Instinet, a Reuters company Dates: July 2000-September 2000
Role: Back Office Controller
Location: Paris, France
Project: Accounts Reconciliation
Financial context: Back Office, e-brokerage, fixed income, equity
Description: checking Institutional Investors accounts
Main tasks:
• Trades’ maturities checking
• Operation analysis and tracking with SLAB
• Justify accounts’ position
Tools: Windows NT, MS-Excel, Slib

PROFESSIONAL TRAINING
Aug. 08 – Sept. 08 Paris, France
Product: Calypso
Role: System Analyst
Technologies: Java, Oracle 10, SQL, XML, Eclipse 3.4, Calypso 9.2, 9.3, 10.0 and 10.02
Modules: Events Filter (Natixis), Valuation Process (Fortis), Grid (BNP Paribas)
Description: Pre-Project boot camp
Instruments coverage: FX, MM, IRD, Credit, Equity and Commodities

Fev. 09 – Marsh. 09 Paris, France
Product: Sophis Value
Role: System Analyst
Technologies: Oracle 10, SQL, XML, Eclipse 3.4, Sophis Value 3.3
Modules: Pricing, Cash Management, VAR, Fund Portfolio, Reconciliation
Description: Training session on functional as well as technical aspects of Sophis Value
Instruments coverage: FX, MM, IRD, Credit, Equity and Commodities