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

Business Analyst / Software engineer

BNP Paribas CIB
October 2011 to November 2012
Responsibilities
  • 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, ...)