Viet Dung DOAN

En résumé

Entreprises

• Square Predict - MOE

  2014 - 2014 A Big Data SaaS platform for insurance industry.
  
  Real time estimation of damages, financial impacts caused by extreme natural events.
  Fire, water damages … predicting to based on public data and historical event claims.
  
  Main duties:
  In a 3-person team, my goal is to create a development framework including all Hortonworks components, Unit test API, Scala and Python programming units for application developers.
  
  Big Data technologies: HDFS, YARN (Hadoop 2), Map-Reduce API, MRUnit (Unit test API for map-reduce applications), Hadoop Test, Scala, Python
  
  Development technologies: Java, Spring (Integration, XD …), Maven

• Arrow Camaris Asset Management Solution - MOA, MOE

  2011 - 2014 An asset management front to back solution via a SOA approach with full integration or custom-made based options (via ex: stand-alone, dedicated server or SaaS mode).
  
  Camaris is a “from scratch” project using 100% Java technologies.
  
  Main duties:
  Business analyst in a 3-person team (including a former head of Middle/Back Office at Amundi, two former traders): Specifications, Database design, Mockup design, Team coordination … (scopes see below).
  
  Participant scopes :
  1. Data market management service
  - Automatic deploying connectivity plugins via http, ftp, rest connections
  - Built-in plugin for Morningstar data feed
  - Historical market data, referential data …
  2. Portfolio management service
  - Holding position management
  - Cash balancing
  - Transactions, constraints, fee
  3. Order management service
  - Listed orders, OTC orders
  - Negotiation desk support
  - Program trade support
  4. Corporate Action service
  - Message reception, golden copy scoring, SWIFT parser
  - Payment schedule management
  - Derivative position and cash adjustment
  5. Fund Administration
  - NAV calculation
  - Dashboard of asset and liability
  - Subscription, redemption and allocation management
  6. Automatic audit system
  - Tracking and backup all transactions, modifications
  - Message driven system
  7. Risk mangement system
  - Pricing, machine learning algorithms
  - VAR calculation
  8. SWIFT parser
  - MT54x family

• Arrow Camaris Asset Management Solution - MOE

  2010 - 2014 An asset management front to back solution via a SOA approach with full integration or custom-made based options (via ex: stand-alone, dedicated server or SaaS mode).
  
  Camaris is a “from scratch” project using 100% Java technologies.
  
  Main duties:
  Software engineer in a 6-person team: Java, GWT developer. (scopes and full technologies, see belows)
  
  Development technologies: Java, JEE, Spring (Core, Batch, AOP, security), Hibernate, JMS, JMX, Dozer
  Web application framework: GWT, Vaadin
  Web container: Jetty, Tomcat
  Application server: JOnAS
  Development tools: Eclipse, Maven
  Integration tools: Jenkin, SonarCube
  Database: MySQL, PostgreSQL
  Management tools: Web2Project, iceScrum, Redmine, Mantis, Wiki
  Testing tools: TestLink, Selenium
  Version controls: SVN, Git
  
  Business frameworks: JQuantlib (Quantitative library), WIFE (a Java framework for managing SWIFT Message), Java Excel API.
  
  Machine Learning framework: Weka (a collection of machine learning algorithms in Java for data mining tasks. Ex: boosting algorithms, support vector machine ...)
  
  Black Schole models, Monte Carlo simulations, Option pricing, Greeks, Calibration

• Inria Sophia Antipolis - PhD Candidat

  2006 - 2010 A Master-Workers based framework for distributed pricing algorithms using Monte Carlo methods. The underlying middleware is the ProActive parallel suite, an innovative Open Source solution for acceleration and orchestration of applications on Grid and Cloud.
  
  Implemention of parallelized American option pricing Monte Carlo based algorithms beyond the Master-worker framework.
  
  Experienced with 40 assets American options. Classification Machine Learning algorthims, Random matrix application in callibration.
  
  Organization of the GridPlugtests 2008: Super Quant Monte Carlo Pricing Challenge
  http://proactive.activeeon.com/release-doc/MonteCarloPricing/MCPricingContest_Manual_html/MCPricingDocumentation.html

Formations

• INRIA (Rennes)

  Rennes 2006 - 2010 Phd

• Université de Nice Sophia-Antipolis

  Nice 2005 - 2006 Master

Réseau

• Bernard GIRAUD

• Bert VAN RIEL

• Elie N'KAOUA

• France PERRIN

• Nexius FINANCE

• Nicolas URENA

• Pierre HOANG

• Steven AUFFRAY

• Thibaud CHALMIN

• Thi Doantrang TRUONG