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Maxime Antoine

Maxime Antoine

Lead quantitative software engineer

Employed Unavailable
A highly motivated, self-starter and enthusiastic software engineer with 13 years of experience in quantitative and trading application development for the financial industry.
I bring a passion for innovation and a track record of delivering high-performance solutions to complex financial challenges
  • Bullish is a regulated digital asset exchange that delivers reliable, low-cost liquidity and enables customers to earn income from automated market making.
  • Design and development of core features of Bullish exchange such as automated market making, margin trading and portfolio margining, perpetual futures and options.
  • Special focus on writing very high quality, low latency code that doesn't break.
  • Leveraging AI driven tools such as GitHub Copilot and GPT 4 to boost productivity and enhance code quality while managing risks.
  • Mentoring of junior members of the team.
  • Main technologies: Java, Python, SQL.
  • E-Trading Strategy sits within Nomura’s Global Markets division as part of the Digital Office, following a “strats” model rather than being a more traditional IT function.
    We are a user oriented team operating globally in Tokyo, Singapore, London and New York.
    We are responsible for all E-Trading platforms in the dealer-to-client and dealer-to-dealer spaces, including pricing, execution and price distribution, across cash and derivatives.
  • Tech lead for UIs within the FX strats group where I built a small team of developers while staying very hands-on.
  • Worked with a large team of consultants to deliver a successful rebuild of Nomura Live, Nomura's FX Single Dealer Platform.
    (Technologies: React, Openfin, Java, Caplin FX, LMAX disruptor, KDB, SQL).
  • Designed, developed and successfully released a new desktop UI for traders to configure and stream FX curves.
    This greatly improved both traders control over the curves and streaming latency.
    (Technologies: C# WPF, Tibco).
  • Developed a fast historical blotter that can search, sort and filter millions of trades. (Technologies: Java, LMAX disruptor, Caplin).
  • Design and development of components for the cash equity trading system following micro-services architecture principles, including:
  • A trading mandate system from scratch including the front-end in React, back-end in C#, Redis, SQL and a full coverage of unit and end-to-end tests.
  • A client portfolio pricer for the equity financing desk using F# and React.
  • Promotion and implementation of agile methodologies (TDD/BDD, continuous integration, continuous delivery, containerization, …) in the team.
  • CapitaLab is a quantitative financial technology
    group within BGC Partners, responsible for optimising portfolios of financial derivatives for large investment banks and buy-side clients.
  • Tech lead embedded in the quant team I was responsible for the architecture, performance and scalability of the portfolio optimisation engine.
  • Delivered exponential performance gains in the portfolio compression engine: from 2h30 to 3 mins through algorithmic complexity reduction and better use of data structures.
  • Halved the memory used by the risk calculation engine by fixing memory leaks and improving the multi-processing implementation.
  • Improved the test framework: 3x test cases for 25% of run time through better parallelisation.
  • Optimisation of SQL queries joining tables with billions of lines through indexing.
  • Coached the quants on clean code, system design and test automation principles.
  • Main technologies: Python, SQL Server, F#, multi-processing.
  • 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, ...
  • Design & development of in-house tools for APAC FIT desks including:
  • • An intraday PnL Forecast tool for Treasury APAC desks (Python).
  • • A service providing real-time transfer rates for internal clients + corresponding contribution tools for treasury desks - 800+ users across APAC region (AngularJS, C#, 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 CI/CD.
  • As part of the global fixed income risk and valuation control group:
  • Lead the implementation of risk control procedures for ALM-Treasury for APAC scope
  • Design and development of various IT tools (Python, Excel/VBA, C#/WPF) to automate team tasks
  • Exposure to regulatory (Volcker rule, ) and operational risk (rogue trading or "fat finger" prevention) problematics
  • 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 the yield curve IPV process across the different participant teams (Europe, Americas, Asia).
  • Exposure to yield curve construction and IR products valuation methodologies (FRA, bonds, swaps, IR options, swaptions, ...)
  • Technologies: Excel/VBA, SQL Server, C#, ASP.NET MVC.
  • 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 (VBA).
  • • Designed and developed a new production version as a web application (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.