Paris2009 - 2014Support & development for the front office FX desk in London.
Societe General corporate investment bank
- Contractor, Application analyst developer
2007 - 2009Support & developpement for the front office credit derivatives desk in London.
As a senior developper :
- Asses new technologies
- Setup best pratices to improve quality & team reactivity
- Coach other members of the team in their development
- Code review
-Member of the innovation commitee board
Exemple of accomplishement : CSO Pricer, Option expiry management tools (Helping the trader to see how is global maket exposure stands, depending on the market conditions) Daily risk & PnL reporting tool. Information system industrialisation.
Best pratices introduces : Test driven development , Continuous integration of project, "One click" release management process ...
Technical Environnement : VBA / Excell, C#, SQL server, Sybase, VBS, WCF, REUTERS, Bloomberg, Quotevision
Business Environnement: Yield curve, CDS, CDS index,Option on CDS Index (CSO)
Paris2006 - 2007In the Paris computer scientist team (20 persons) of Dexia, my mission is to respond to the specifics needs of a wide range of users (asset managers, traders, risk managers ...). The process involves helping the users to analyse their needs, help them writing correct specifications, propose technical solutions if feasible, then realize it. We also provide a second level support to the users on our softwares.
Example of accomplishement :
- Legal ratio of funds computation
- Mandate net asset value computation
TECHNICAL ENVIRONNEMENT: SYBASE, SQL, VB.NET, WINDOWS, VB6
BUSINESS ENVIRONNEMENT: BONDS, SWAP, EQUITY, FUND
Paris2004 - 2006Within the middle office service (45 persons, with 15 computer scientist) my role was to follow the production process, do the maintenance (evolutions and bug corrections) on a daily basis of the software used in the asset valuation process and the associated reporting tools for the fixed income middle office.
TECHNICAL ENVIRONNEMENT:
SYBASE, SQL, VB.NET, ASP.NET, JAVA SCRIPT, XML, XSLT, SOLARIS, WINDOWS, SH
BUSINESS ENVIRONNEMENT:
FIXED INCOME, BONDS, BONDS DERIVATIVES, INDEX, DEFAULT PROBABILITY CURVE