Stephanie - Développeur VBA
Ref : 200117T001-
13100 AIX EN PROVENCE
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Développeur, Formateur (40 ans)
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Freelance
PROFESSIONAL EXPERIENCE
Consultant Freelance Aix-en-Provence, France
Stack: Vba/Excel/C# Sept 2018-Present
Proposed automation mission to help business to me more efficient:
• Developped Excel Addin in C#
• Automated trading and financial reports using Vba
• Teached how to automate and support reports for longetivity of the process
• Designed MySql database for storing historical data instead of using Excel
for safety and long term storage
Lead Data Engineer New York, NY
PortfolioEffect May 2016-Jul 2018
Stack: Java/Scala/Python/Spark/MySQL/Kafka/Mesos
• Designed and implemented set of ingestion workflows, transformational and analytical Spark pipelines
• Designed and built Kafka-based communication channels between various services (tickerplant, analytics
engine, etc):
o built from ground-up and managed multi-node Kafka clusters in Mesos
o integrated message persistence & replay capabilities with application layer
• Created continuous integration and delivery workflows for development and production releases in Hudson:
o wrote unit and integration tests for all released features to ensure high test coverage ratio (JUnit)
o performed periodic automated load testing on individual services and groups of services to estimate
latency and throughput
• Moved firm’s services to docker containers running on internal Mesos cluster as part of the firm’s initiative
to improve deployment process
o Configured docker repositories and container versioning/tagging
o Tuned auto-scaling of services based on current system load in Mesos
• Led a distributed team of software engineers for implementing new products
• Designed database schema (MySQL back-end) to include market data and library related parameters/results
• Transitioned all services from running on classic Unix VMs to docker images running on Mesos for stability
of daily processes
Data Engineer/Consultant New York, NY
Orox Asset Management Jan. 2018-Jun. 2018
Stack: Java/Scala/Spark/MySQL/Kafka/Spring Framework
• Suggested different server deployment solution for maintainability of the processes
• Agile coach/mentor to team members, coach unit test writing skills and refactoring skills
• Monitored overall code base quality with Jenkins
• Collaborated with different functional groups in the software development process.
• Created report tools and application reports to management.
• Automated unit tests, integration tests, and user acceptance test
Sr. Quantitative Developer New York, NY
Karya Capital Management Oct. 2013-Apr. 2016
Stack: Java/MySQL/Spring Framework
• Worked as a key developer for quantitative library in Java
• Designed feed handlers using Bloomberg data API to capture live market data for real-time, intraday reports
• Developed quant library Excel Add-in interface used actively by traders
• Supervised web interface development that would provide fund portfolio analytics to traders, investors and
risk team
• Developed back-end services tier for financial hedge fund quantitative library
o (Spring Framework/Java EE) Built application service discovery around Java EE dependency
injection patterns with Spring Framework:
o Used Spring Data to implement data access service tier
o Used Spring Core for creating different service runtime profiles using annotation-based configs
o Used Spring Boot for packaging and running services as stand-alone apps
o (Concurrency/JVM GC) Developed custom computational algorithms for mathematical problems
that have high degree of concurrency:
o designed lock-free algorithm implementations for specialized optimization problems based on
atomics & concurrent collections
o tuned performance, latency and JVM garbage collection overhead of compute services
o (MySQL/SQL): Using MySQL as an underlying persistence store for input model parameters and
output results
o built SQL-based analytical reports and automated it
Sr. Financial Engineer New York, NY
Societe Generale Jan. 2012-Oct. 2013
Stack: .NET/MySQL /Vba/Excel
• Developed quant library Excel Add-in interface in C#
• Designed back-end services backed by a MySQL database for querying historical data
• Developed real time market risk report pipeline
• Automated financial report in Excel via Vba
Quantitative Analyst Stamford, CT
UBS Jan. 2009-Apr. 2011
Stack: .NET/R/MySQL/Vba/Excel
• Implemented different quant models in C# library
• Designed a R-based tool for estimating sovereign debt default rates using Bloomberg CDS data
• Prepared analysis of government and corporate bond portfolios with RiskMetrics using Monte Carlo and
historical VaR
• Developed quant library add-in interface in C#
• Build quant model with Vba
EDUCATION
Columbia University, MSc Mathematics GPA 3.9/4.0 New York, NY
Ensimag, MSc Engineering in Applied Mathematics and Computer Science, with honors Grenoble, France
TECHNICAL SKILLS:
Development Skills with hands-on experiences:
• Kafka, Spark Stream
• MongoDB, Spark
• MySQL, SQL Server, JDBC
• SoapUI, WSDL, XML, Web Service (SOAP & RESTful)
• J2EE (JMS, JDBC, XML, JSON, XSLT)
Languages & Tools:
• Scala, Java, Python, C# , Vba
• Jenkins, AWS
• Scalatest, JUnit
• GIT, SVN
• SBT, Gradle, Maven
Software Design/Process:
• Object Oriented Design, Test Driven Design, Micro Services, Modular Architecture
• Automated testing, Code Refactoring, Design Patterns.
Operating System:
• UNIX, Linux, Windows
• Excel, Words, PowerPoint