Mes compétences :
C#
C C++
IRD, FX
Finance de marché
Bases de données
Chef de projet
Grid computing
Entreprises
BNP Paribas
- SENIOR IT DEVELOPER
Paris2013 - maintenant
BNP Paribas
- IT PROJECT MANAGER
Paris2012 - 2013 Responsible for delivering daily IAC announcements to Front ALM teams (Paris, Italy, Belgium).
Responsible for creation of a new evolutive and flexible architecture for processing and settings.
Critical Application for ALMT, with level of continuity requested.
BNP Paribas
- IT PROJECT MANAGER
Paris2009 - 2012 Responsible for FTP calculation on deals coming from subsidiaries
(Retail Bank France, Internal Loans Kondor+, FORTIS Belgium, BNL Italy, BMCI Marocco, CIB Asia).
Production Support Level 3 on daily and monthly FTP processing.
Responsible for creation of an object-oriented architecture for FTP calculation.
BNP Paribas
- IT DEVELOPER
Paris2007 - 2009 Support Level 3 on an existent stress-testing tool applied to Caps, Floors and Swaptions.
Sensitivity (Delta) calculated with Black Scholes formula.
Responsible for creation of a stress-testing tool integrating an oriented-object architecture.
Responsible for an oriented-object and portable framework for Oracle and Sybase IQ.
