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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
  • 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.