About Me

A polyvalent, self-learning and enthusiastic full stack software engineer with 7 years of experience in desktop and web applications development for the financial industries.
I'm passionate about building software and love learning about new technologies, languages and design patterns.
Other interests include finance (trading, investing), agile methodologies and game development.

Experience

Senior Software Engineer

eFront
Since October 2016
  • eFront is the leading software provider for the alternative investments and risk management areas of the financial services industry
  • Design and development of enhancements and new functionalities for APAC FrontInvest clients (C#, Javascript, SQL) both in office and at clients premises
  • Key clients include GIC, Temasek, Mac Quarie, Khazanah, ADIA, ...

Senior support analyst - Rates eTrading

BNP Paribas CIB
June 2016 to September 2016
  • Sitting between the swaps and IR bonds trading desks, first point of contact for incidents and change requests related to the eTrading system (ION, in-house pricing and risk systems)
  • Design and development of tools to help monitor and diagnosticate issues more easily on the trading system including an SPA/REST web app (AngularJS/C# WebAPI), an ION component (C++) and various scripts (Python)

Tactical / Quantitative Developer - FI/ALM-T Front Office

BNP Paribas CIB
November 2014 to June 2016
  • Design, development and lvl 3 support of in-house tools for APAC FIT desks including:
  • • An intraday PnL Forecast tool for Treasury APAC desks (VBA, Python)
  • • A website/alerting service providing real-time transfer rates for internal clients + corresponding contribution tools for treasury desks - 800+ users across APAC region (AngularJS, C# WebAPI, SQL Server, Windows service)
  • Improved team development practices by promoting SOLID and agile principles, TDD and streamlining the development pipeline through better use of source control and automated build / deployment
  • Main responsible of the technological and architectural decisions for the team-owned developments
  • Exposure to PnL computation/explanation methodologies (market to market and accrued)

Valuation & risk control analyst - FI/ALM-T

BNP Paribas CIB
November 2012 to November 2014
  • As part of the global fixed income risk and valuation control group:
  • Responsible of the trading mandates and limits monitoring process for the FI APAC scope
  • Lead the implementation of risk control procedures for ALM-Treasury for APAC scope
  • Design and development of various IT tools (VBA, C#, WPF, Excel add-ins, ...) to automate team tasks
  • Exposure to regulatory (Volcker rule, ) and operational risk (rogue trading or "fat finger" prevention) problematics

Business Analyst / Software engineer

BNP Paribas CIB
October 2011 to November 2012
  • As part of the global fixed income risk and valuation control group:
  • Business process analysis, requirement gathering and training of the end users
  • Design and development of an application to automatize and monitor the yield curve IPV process across the different participant teams (Europe, Americas, Asia) Technologies: Excel/VBA, SQL Server, C# MVC4
  • Exposure to yield curve construction and IR products valuation methodologies (FRA, bonds, swaps, IR options, swaptions, ...)

Software Engineer

Société Générale CIB
February 2011 to August 2011
  • Recast a tool aiming to predict end of day volumes across different parts of the company’s SI
  • • Re-engineered and improved the proof of concept
  • • Designed and developed a new production version as a website (PHP, Oracle)

Software Engineer

42 Capital
May 2010 to September 2010
  • Development of a position monitoring and risk management application for the company's trader (C# WPF, WCF, SQL Server)
  • Backtesting of proprietary quantitative trading strategys with R

Education

"Classes préparatoires aux Grandes Ecoles"

Lycée Claude Fauriel
September 2006

Undergraduate studies in mathematics, physics and chemistry (MPSI & MP) in preparation for competitive entrance exams to the top French engineering schools

Engineering degree - Master's degree in computer science

EFREI - Ecole Française d'Electronique et d'Informatique
September 2008

Computer science with minor in financial maths

Interests

  • Quantitative finance
  • Financial markets
  • Investing
  • Architecture and design patterns
  • Agile methodologies
  • Machine learning
  • Big data
  • Realtime systems
  • Game development (Unity, Unreal)

Skills

  • French (native langage)
  • English (fluent)
  • Mandarin (basic)

IT

  • C# / .NET Framework
    ASP.NET MVC, WebAPI, SignalR, WPF, WCF
  • NodeJS
  • AngularJS
  • Web architectures (MVC, SPA, REST, websockets...)
    HTML5, JavaScript (JQuery, Angular, Node), Bootstrap, REST
  • OOP design patterns
    Good practices and design patterns
  • Domain Driven Design
  • Relational database (MS SQL Server / Oracle)
    Design, SQL
  • Python
  • VBA
    Excel, Access
  • C++
  • Agile Project Management (scrum, XP)
    Scrum, XP and agile principles
  • Microservices architecture
  • NoSQL (Firebase)
  • Structure, pricing and risk of standard interest rate flow and option products
  • Interest rate term structure modelling
  • IPV implementation for IR derivatives
  • PnL computation (mark to market and accrued methodologies)
  • Market risk computation and analysis
  • Black Scholes model and common variations
  • Standard short rate models
  • Stochastic calculus