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Summary

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

Sep 2014Present

IT Quant - Equities

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

Jan 2016Present

Guest Lecturer - C++

Université Paris-Dauphine
Teaching the course "Introduction to C++" to students of Dauphine Master 203 - Financial Markets (http://www.master203.com/)
May 2013Aug 2014

C++ Programmer

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

Oct 2011Dec 2012

Software Engineer - C++ - Equities

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.

Education

20052011

MSc in Engineering

ESEO, Angers, France

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