Freelance ION TRADING : Repérez les talents que vous recherchez

Aperçu des missions d'Abd El Djalil,
freelance ION TRADING résidant dans Paris (75)

• Financial engineer – Quantitative Pricing Services

  LSEG (London Stock Exchange Group) Paris – France
  Jan 2023 - Jan 2024

  First part: Credit curve definition & building
  - Maintain & support a legacy (POC) orchestration service used to define credit curves constituents
  by filtering, discriminate, weighting, using market color, using fallbacks algorithms & finally perform
  curve fitting
  - Redevelop a new C# official & industrialized service called Credit Constituents Resolver (CCR) to
  interact with the other services (Curve builder, pricers …) to get constituents for credit curves building.
  ▪ Technical stack:
  - Python, Flask, CI/CD, Azure, java script, HTML, docker, micro-services
  - C#, .net, Open Api, CI/CD, Azure, micro-services
  - Curve fitting: BSpline, bootstrap, Nelson Siegel Svensson
  ▪ Second part: FxCash
  Maintain, support, enhance & develop new back-end features for Fx Forward pricer & Swap Points &
  Outright calculator.

  C#.net, Gitlab, type script, oponapi3, Postman.

• Trading expert - Cash Equity Execution Developer

  Kepler Cheuvreux Paris – France
  Jan 2022 - Jan

  Challenges:
  Based in the trading floor, working closely with Sales traders, dealers, algo traders, other internal IT teams &
  external vendors:
  ▪ Smart order routing: Setup execution strategies for best execution & liquidity seeking.
  - Quod Financial, Java core, ULLink Financial
  ▪ Connectivity: Setup direct fix connectivity to client/bbg/Markets or other platforms.
  - Java core,
  ▪ Quant algo execution: Monitor/support Algo execution flow on several markets
  - Inforeach, Financial, Java core
  ▪ Client flow customization: Customize execution flow for clients
  - Java core
  Financial & Software
  engineer
  ▪ Functional stack: Cash equity, SOR, FIX, OMS, Algo execution (Dynamic Vol, TWAP, VWAP,
  Crossfire, Target Close, Hunt, Volume, IS …), Routing policies (Spray, RoundRobin …), Venues
  routing (Periodic auction, LIT pool, dark pool …)

  Linux, Docket, Java Core, Python, scripting(Windows&Linux ▪ Technology providers: Inforeach, Quod Financial, ULLink

• Market risk quantitative developer

  Natixis CIB Paris – France
  Jan 2021 - Jan 2021

  Worked closely within risk managers & quants & other IT teams.
  ➢ Challenges:
  ▪ First Part: Benchmark full repricing stress-test results (Spot/Vol/Correl scenarios) with the Taylor based
  approach (Sensitivity * Shock) by creating OLAP cube, define the threshold of the ration (Full
  repricing/Taylor based method).
  Implement other custom scenarios within the same Taylor based method.
  Create OLAP cube to exploit results within a deep data granularity.
  ▪ Second part: Audit the existing source code & enhance existing tools.

  C#.net 4.5, GIT, Jenkins, Xldeploy, Hadoop, hive, sybase IQ, SQL server, SSAS.

• Stir & liquidity front office Software/Financial engineer

  Société générale CIB Paris – France
  Jan 2016 - Jan 2020

  Based in the trading floor, worked in a fast-paced business area closely to treasurers & Money market
  traders
  ➢ Challenges:
  ▪ First Part: Support the worldwide (Paris, London, New York, Hong Kong, Tokyo) treasurers & money
  market traders in their daily basis business: Major Client curves contribution & pricing, P&L l
  analysis, Application & Functional support (NSFR, LCR, OIS, FX-Swaps, XCCY swaps, IRS,
  Commercial papers & Credit deposit, BMTN, HQLA, Rate curves, Liquidity spreads, Static GAPs
  ...)
  ▪ Second part: Development & enhancement of existing tools: Client curves, OIS Scenarios, pricing, report
  & P&L analysis, GAP per currency … (Git, Team city, Oracle DBMS, Excel, VBA, internal
  frameworks, C#.net, Excel. DNA, Agile)
  ➢ Achievements:
  ▪ Provided a daily technical and functional assistance on front office applications, within the money market
  perimeter: Curve creation, contribution in the internal systems, quotation on internal & external
  systems (BBG, TWB, Eikon, BCS), OIS forecasts …
  ▪ Supported pricing tools for several WW money market desks: Hong Kong, London, Paris, New York,
  Tokyo.
  ▪ Developed a liquidity pricing & curve creation on emerging currencies for several WW desk (OIS, FXSwaps, XCCY Swaps, USCP, spreads curves…)
  ▪ Developed several Rest Web API to expose data on order to use in several tactical tools (Gap per
  currency, P&L explanation) (C#.net, Excel DNA, Oracle DBMS, PL-SQL)
  ▪ Developed & enhanced a P&L explanation tool. Deployed on WW location (Push button & Citrix)
  (Rate P&L, Basis P&L, OIS P&L ...) (C#.net, Excel DNA, VBA, SQLite)
  ▪ Enhanced tools to save Reuters fees (Several WW licenses cost saved) (RMDS, Wrappers ...)
  ▪ Worked within a System For treasury Analysis & reporting team to automate weekly & daily reporting
  for treasurer with several KPI like WAM, liquidity spreads ...
  ▪ Worked on tools for Short term ALM (Static GAP) (Excel, VBA, .net Micro services)
  ▪ Deployed tools used by Money market traders to contribute to Trade Web deposit (Excel, VBA,
  Tradeweb Plug-ins, eikon plug-ins, BBG plug-ins)
  ▪ Developed automated tools to snapshot & send prices to systems used by sales (C#.net, RMDS, realtime application).
  ▪ Developed credit deposit papers pricer & contribution tools (Excel, VBA)
  ▪ Created several curves used to finance several desks for several currencies.

• Fixed income Front office developer - Pricing & Risk Analysis team

  Société Générale Securities Japan limited Tokyo – Japan
  Jan 2015 - Jan 2015

  Based in the trading floor, worked in a fast-paced business area. Reported to head of IT front office in
  Tokyo, worked on:
  ➢ Challenges:
  ▪ First Part: Work within the fixed income Pricing and risk analysis team in Asia as a FIC front office
  Rapid application developer
  ▪ Second part: Work within the head of IT front office on front to back topics as a business analyst/
  Technical adviser/ Developer
  ➢ Achievements:
  Daily Basis:
  ▪ Provided a daily technical and functional assistance on existing front office applications within the fixed
  income perimeter (Position, P&L/risk monitoring & calculation, market data, quotation) for trading and
  Sales.
  ▪ Supported pricing and risk monitoring front office applications for several trading and sales desks:
  EMTN, Cross currency swaps Desks, Swaps desks; repos and JGB’s desks, Euro bonds desks.
  ▪ Worked in a worldwide agile pricing and risk analysis team (3 in Tokyo, 5 in Hong Kong): Morning
  Dailies, SNV, Jira …
  ▪ Provide support on front to back application (Compliance, counterpart risk).
  ▪ Worked within the credit risk department to provide customized report (Risk/ P&L)
  Transversal projects:
  ▪ As a technical adviser, involved within an Algo trading project (Fixed Income): Ion Connectivity, Order
  passing wrapper. Business: JGB Fut. Technologies: C#.net, Ion trading platform.
  ▪ As a business analyst, IRS trading list RFQ functionality: Set up the trading IRS LIST functionality with
  TRADEWEB, set up a rapid tool (Excel) for the pricing using the internal system. Business: IRS,
  Tradeweb, internal pricing tools. Technologies: Excel/VBA.
  ▪ As a developer C# developer, take the lead on a real time position monitoring tool on GJB: Refactoring,
  Developing, bug fix. Business: JGBs. Technologies: c#.net, Dev expresses, SVN, Jira, Jenkins, Pushbutton.
  ▪ As a VBA/excel developer: Automate EMTN pricing tool for XCCY/EMTN trading desk. Business:
  XCCY swaps, ASW, CDS, and Reuters. Technologies: Excel/VBA, Internal tools/Plug-Ins, pricing
  libraries, SVN , JIRA.
  ▪ As a VBA/excel developer: Enhance several tools according to the trading/Sales needs (JGB pricing
  tools, interest rate fixing “LIBOR, TIBOR …” contribution tool, monitoring tools). Business: Fixed
  income, Linear IR. Technologies: SVN, JIRA, VBA, internal tools.
  ▪ Shell script developer: Plug-in to reach the continuous deployment on real time JGB position
  application. (C#.net, Jenkins, visual studio, push button)
  Technologies: C#, excel/VBA, windows. Business: Linear IRD, fixed income, Reuters.
  ▪ Plug-in to reach continuous deployment on JGB position application. (C#, push button)
  ▪ As a risk analyst: Set up excel/VBA to automate report generation using internal system for counterpart
  risk department for regulatory matters. Business: Fixed income, IRD, Repo.
  ▪ As a PHP developer, on a front to back application used by Basket arbitrage trading, compliance, back
  office: read the code, understand the usage, make enhancements. Business: stocks, arbitrage, post trade
  process. Technologies: Php, Perl, html, Linux.
  ▪ As a business analyst on application used by compliance: understand the local compliance needs, liaise
  between user and developers in Bangalore, set up user tests/releases.
  ▪ As business analyst to understand a part of the local post trade process, write specification document for
  developer on Bangalore on compliance reporting application a part of the enterprise business
  transformation between New-edge Japan and SG securities.
  ▪ As a PERL developer: script, and tool to monitor the trading activities in the Japanese markets.
  Technologies: Excel/VBA, Perl multi-threading. Business: Post trade, Japanese market

• Front office trading Tools

  Société générale CIB – FICC Paris
  2014 - aujourd'hui

  Information Technologies department, 13000 employees based in Paris, New York, Bangalore, London
  Involved within the service responsible for the fixed-income perimeter as a business analyst & a C#
  developer – ION trading Platform project
  ➢ Challenges:
  ▪ Work with traders and business analysts t...