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Servicom
- Directeur des Ressources Humaines
2014 - maintenant
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SunGard Global Trading • Valdi • Capital Markets
- Head of Tunis Exchange Project Manager (7 EPMs)
2012 - 2014
- Stock Exchange Connectivity Softwares: New projects, Migrations, Client Supports, Client Requests, Client Communication, Managing prospects, Involving Process, Dev/QA/CSE management, BCP management…
Major Exchanges: SWXESS, LME, ICE, EQUIDUCT, Nasdaq OMX (Fixed Income, Cash, Derivative, Commodities …), WSE UTP, XONTRO,…
- Managed Project Example: WSE (Warsaw Stock Exchange) UTP migration
• High frequency trading (HFT) and high volume trading (HVT):
20000 orders per second vs 850 orders per second in WARSET
• 23 clients in Poland (80% of the Exchange Members), all are pilots
• 10 SunGard’s components were impacted by the migration
• High Volume Trading handling is a must (over 2 million orders per day received on the Drop Copy channel)
• 230+ screens used by our clients, 10 FIX and 8 API clients connected with 2.5 Million us$ as recurrent revenue.
• Professional Services: 735 K us$ as one-off revenues
- Member in SunGard Carrer-Path committee.
- SunGard Capital Market Products Specialist: Selector Manager (Order filter), StreamFix, Algo Trading, OMS, DMA, Combo Trader, Smart Order Routing, GL automate, STP, Market Map …
- Continuous Integration, MiFID
- SunGard’s solutions for capital markets help banks, broker/dealers and futures commission merchants increase the efficiency and transparency of securities and derivatives processing. They also provide accounting, securities financing, data management and tax reporting across multiple platforms, asset classes and markets. Supporting the entire trade lifecycle from execution to settlement, SunGard provides centralized transactional databases that deliver consolidated views of positions and risk.
Technologies: CMMI, fix protocol, PRISM2, PMP, MS Project, PLM, Licence Trader, Bugtracker, BCP/ERT, C#, C++, perforce
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SUNGARD GLOBAL TRADING
- Project Manager Team Leader
Lognes
2010 - 2012
- Senior Project Manager in trading systems development, OMS, DMA, EDA, derivatives & cash markets, off-exchange OTC or normal orders. Strong technical, functional and commercial experience with trading systems, full software life-cycle. FIX specialist, experienced at managing multiple projects and roles...
- Writing functional / Technical specifications
- Define and monitor with suppliers new application patches/releases
- Coordinate Development & Quality teams to ensure alignment with Client/Exchange needs
- Project Management following CMMI methodology
- Support on diverse trading implementation projects including daily bug tracking follow up, post-delivery and maintenance, Organizing Workshop, troubleshooting sessions, Fit-gap & Root-Cause Analyses
- Design/Validate test scenarios, write user guide, and validates the developed system.
- Ensure monitoring, capacity planning, sizing and availability of the production environments of assigned applications.
- Proactively review/audit current work processes to seek better alternatives or incremental improvements.
Technologies: CMMI, fix protocol, PRISM2, PMP, MS Project, PLM, Licence Trader, Bugtracker, BCP/ERT, C#, C++, perforce
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HSBC
- Exotic Product Control and Risk Manager
Paris
2006 - 2009
- Rate Parameters project Manager: 3 employees I supervise
- Control mark to market exotic parameters (Totem, Garch estimator)
- Control EURIBOR, FUNDING, LIBOR… curve computing zero coupons from Markit or Reuters discount factors.
- Computing exotic parameters sensitivities (correlation, illiquid volatility...)
- One off structured derivative products (term sheet, Payoff, booking, liquidity)
- Explaining P&L with linear and cross impacts by sensitivities and by full repricing (daily report)
- Explaining Var, Var add-on, Stress Test, Back Test results (excel vb daily report from script computing from Sophis Var, degraded models)
- Control risk exposure: internal (Sophis, Summit) measures, regulatory measures (Markit, Reuters, Bloomberg) and monitoring compliance with set limits
- Exotic Risks measures (crossed correlation, rate volatility for equity structured products) thanks to SQL Sophis simulation and re-pricing
- Checking booking, off-market
- Analyse counter-party risks (2007 Lehman brothers exposure)
Technologies: Sophis, MS Excel-VB, MS Access
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SGCIB
- IT Quant
PARIS
2004 - 2006
- Conception of a P&L explain tool: specification, management, documentation
- Improvement of Sensitivities Analysis (Rate, Forex, Scenario, VaR …) tool: Bacardi [Java, SQL] and Eliot [C, SQL]
- Technical Support on Paris, New York and Tokyo desks (with traders)
Technologies: Java, EJB, eclipse, Rational ClearCase, C, perforce, Linux, Sybase, Xpath
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Natexis Banque Populaire
- IT Quant
2004 - 2004
Portfolio pricer tool: optimisation (memory, speed), flexibility, portability: Using flex / bison methodology to create language to manage input composed of portfolio pay-off compositions. The output is double results of 2 different scenarios of portfolio vector prices (version difference or market data set difference)
Technologies: C++, MicroSoft Visual C++, Visual SourceSafe, Flex, C#, Visual.Net, Unix
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Institut Francais de Petrole
- Recherche
2003 - 2003
