Philippe RÉMY


En résumé

Currently working at Société Générale Corporate and Investment Banking in the Market Access Development Team.

The Market Access team is developing and maintaining exchange connectivity and high performance front office systems. All development are leveraging on a common framework developed in Asia, Europe and Americas.

The library focuses on all asset classes including equity, equity derivatives, fx, credit and commodities products.

Find more information about SG CIB here :

Mes compétences :
Data Mining


  • Société Générale - Direct Market Access Software Engineer

    PARIS 2012 - maintenant Working on the Societe Generale low-latency Market Access Library for Equity, CTY, Fixed Income, FX

    • Improvement of orders pre-trade filtering systems through more efficient algorithms for high frequency trading
    • Enhancement of the orders passing chain administration systems and support with business teams
    • Implementation of a market data recording tool for strategies back-testing for automatons able to fit heavy loads
    • Contribution to the release management in the deployment of the thousand market connectors on the whole perimeter
  • BNP Paribas - Exotic Trading Software Engineer (Intern)

    Paris 2012 - 2012 Project – Equity exotics & derivatives booking system (€200Mds under management by the application)
    Clients – Quantitative Analysts, Traders and Middle Officers

    • Algorithmic redesign of critical sections such as products retrieval, save, and update workflows ;
    • Improving the database latency by modifying the products compression model and by using composite partitioning ;
    • Implementation of stress tests and setup of a production-like content server dedicated to load and performance testing ;
    • Decrease of the whole workflow latency for pricing a portfolio composed of exotic and hybrid instruments.
  • Pohang University of Science and Technology, South Korea - Quantitative Finance Researcher (Intern)

    2011 - maintenant • Conception of a quantitative strategy coupled with an experimental trading automaton to forecast financial markets
    • Three implementations respectively based on neural networks, support vector machine algorithm and text mining
    • Conception of a market client interface for real time market data feeds retrieval on several US brokers
    • Calibration of the different models with the use of back-testing strategies for Equity, CTY and FX markets
  • IHK Copenhagen - Student (Intern)

    2010 - 2010
  • Junior Entrepreneur, Project Manager - Junior Entrepreneur

    2010 - 2011 • Managing IT Projects
    • Member of the Board of Directors
    • Actively participing in the recruitment process



    Talence 2009 - 2012 Computer Science
  • Polytechnique Institute Of Bordeaux

    Bordeaux 2007 - 2009 Bachelor Degree, Mathematics, Physics

    • Mathematics - Linear algebra, matrix calculus, functions analysis, differential equations, inner product space, topology
    • Physics - electronic systems, quantum physics, nuclear and radiation physics, electromagnetism, solid mechanics, fluid mechanics
  • Lycée Des Graves

    Gradignan 2004 - 2007 Baccalauréat in Mathematics, Physics

    • Major in Mathematics and Physics
    • Equivalent of the A level
    • Passed with the highest distinctions