Arnaud Bellec

Arnaud Bellec

C++ Software Engineer at HSBC GB&M


I have been working as a C++ and sometimes C# programmer for a more than 4 years now. With a strong technical background and a few basics of quantitative analysis, I work on performance-critical applications such as pricing libraries, grid computing managers, etc. I'm also confortable with a number of other technologies, when the need arises, such as Java EE, Ruby on Rails, Javascript and ASP.NET.

I'm active in the Stackoverflow community and in several Open-source projects, most of them in C++.

Work experience

Work experience

IT Quant - Equities

Sep 2014 - Present
HSBC Global Banking and Markets

 - Design and architecture of a large-scale risk analysis IT process for counterparty credit risk (CCR) regulatory reporting
 - Performance optimization campaigns of the equity derivatives pricing library in C++
 - Grid computing performance optimization: metrics analysis, aggregation, and reporting
 - Design of the pricing library’s API using modern and idiomatic C++ techniques
 - Review of IT architecture and participation in the team’s technology choices
 - Development environment improvements: Continuous Integration process setup, source code management ; transition to git

Guest Lecturer - C++

Jan 2016 - Present
Université Paris-Dauphine
Teaching the course "Introduction to C++" to students of Dauphine Master 203 - Financial Markets (

C++ Programmer

May 2013 - Aug 2014
Societe Generale Corporate and Investment Banking - SGCIB

- Maintenance of a regulatory risk calculation and reporting system for fixed income derivatives written in C++ (legacy and modern), C#, and Oracle PL/SQL.
- The system is heterogeneous and components are 
- Assistance and training of other programmers in the team, either more junior or more finance-specialized, on C++ specific issues
- Whole system optimization: look for weak points, orchestrate long-term architectures changes for making room both for tactic and strategic optimization under a constant load increase

Software Engineer - C++ - Equities

Oct 2011 - Dec 2012
Murex SAS

- Maintenance and development of the Equity Derivatives module of the Murex Platform.
- Working with strong performance constraints in a legacy codebase.
- Technical counseling in a highly business-oriented team.
- Refactoring and design of large software components, including FLEX, the third-party API.



MSc in Engineering

2005 - 2011
ESEO, Angers, France

Master’s Degree in Engineering at ESEO (Angers): Electronics, Information
Technology, Embedded Systems. Option Computer Science.