SUMMARY:

• 9+ years as a Front - Office Quantitative Tactical Desk Developer using .NET C#, VBA, T-SQL, Access, with multi-threading constraints, applying Agile Scrum methodology
• 2+ years using WPF, WCF, MVVM design pattern, XML, DevExpress
• 7+ years in Front-Office Equity Derivatives (expert Volatility and Delta One)
• 4+ years in Front-Office Fixed Income
• Working along with traders, fund managers and quant strategists on new strategies, positions management and risks calculations, delivering them sensitive decision making tools and supporting them (level 3)
• Known to be the go-to-person, handling pressure and mentoring in a fast-paced demanding professional environment

TECHNICAL SKILLS:

Software Design: UML

.NET Frameworks: Expert .NET 4. 5 C#, WPF (with MVVM), WCF, WinForms, LINQ, multi-threading

Programming Languages: C# (expert), VBA (expert), Java, JavaScript, VBScript, XML, SAS

Source Code Management: SVN, TFS

Database: Microsoft SQL Server (T-SQL), Microsoft Access, MongoDB

Financial Tools: Bloomberg API, Reuters 3000 Xtra API

Software: Office, Bloomberg, Reuters, SAS

IDE: Visual Studio, Eclipse, Notepad++

Programming Concepts: OOP, Multi-threading, Design Patterns, Language Interoperability, Code scalability and reusability

Other: Excel-DNA to integrate C# into VBA, Reuters TIBCO EMS Queues, FIX Protocol

PROFESSIONAL EXPERIENCE:

Confidential,New York, NY

Senior Front-Office

• Developing and supporting (level 3) very stable and scalable real-time risks (with explaining factors) and realized & real time expected PnL (with broken-down contributors) computations system (server-side & several client-side UIs) for Global Macro Rates Traders in NY and London, allowing them to efficiently trade with a new complete risk-driven approach. Both server-side and client-side computations based on quant strat calculation engines.
• Server-side: multi-threaded, multi-tier, multi-source, real time and scalable C# (.Net 4.6) solutions using Spring.Net, and dual SQL server+MongoDB direct or via results services, caching data using Observable design pattern.
• Communicating (2 ways) in real-time with several client-side UIs (Excel using VBA) we daily enhance as fast as possible (keeping in mind a scalable and robust approach), thanks to our IRTD server implementation, used in Excel RTD, with data values being initialized and updated in real-time via Tibco EMS queues.
• Strong examples, goals of this real-time end-user system: live curves building, real-time live rates repricing., live PnL estimation + EOD PnL realised explanation with their auto-reconciliation intraday and at EOD, real-time intraday DV01 and FUT01 risks computation and their breakdown per instrument ladder, real-time fixing risks computation, real time and EOD Funding PnL with broken-down treasury parts, PCA factors (SOD and intraday contributing risks) computation, resampling of live and EOD risks, trades details updated in real-time with ability for traders to adjust them (scaling factor and upfront-fees).

Skills: C#, VBA, SQL Server, Microsoft Access, Interoperability, Fixed Income, Trading, Strategies, Risk Management, Projects Management, Agile Methodology, Effective Communication.

Confidential,New York,NY

Senior Quant Financial .NET C# / VBA Developer

• Developing Trading/Financial systems in C#, VBA using SQL Server and Access.
• Teaching and training, Framework driving development goals for efficiency, robustness, scalability and maintainability.

Skills: C#, VBA, SQL Server, Microsoft Access, Interoperability, Equity Derivatives, Fixed Income, Trading, Strategies, Risk Management, Projects Management, Agile Methodology, Effective Communication.

Confidential,New York, NY

Front-Office Quant .NET C# / VBA Developer, US ETF Trading Desk

• Developed from scratch over 30 decision making tools used by ETF desk and Indexation desk in VBA (using SQL Server and Access) with XML, in a very fast-paced demanding environment.
• Developed in C# 4.0 correlation matrix computation software, after retrieving stocks current market data (price, volatility, corporate actions).
• Improved a unique xla “Toolbox” for the US ETF desk by significantly increasing efficiency and scalability.
• Facilitated and maintained effective coordination with Paris Trading/FO Quant Dev/RAD/SRAD teams.
• Used to multi-task, to handle pressure and to teach VBA, C#, SQL, Access, SG Trading systems in a professional environment. Gave interviews worldwide during 6 months for two FO Quant Developers roles.
• Point of entry contact of the desk for every other internal team worldwide as the dedicated FO Quant Developer.
• Thrive in producing high performance code, to be safe and robust, scalable and maintainable, while following best practices.

Skills: VBA, C#, SQL Server, Microsoft Access, Interoperability, Equity Derivatives, ETF, Trading Strategies, Risk Management, Projects Management, Agile Methodology, Effective Communication, Mentorship, Framework driving development goals for efficiency, robustness, scalability and maintainability.

Confidential

Front-Office Tactical .NET C# / VBA Developer, Various Asset Classes/Business Lines

• Developed new decision making software in C# for fund managers, buy-side traders, products specialists and Financial/extra-financial analysts, in a fast-paced demanding environment.
• Business analyst and advisor for the Groupama AM dealing desk.
• Built data model architectures and data engine architectures using SQL/Access with relation to VBA/C# (Net 4.0, WPF-WCF using LINQ and DevExpress libraries, MVVM pattern).
• Integrated C# into VBA using Excel-DNA. Built new in-house C# technical and business framework.
• Used to multi-task, to handle pressure and to teach VBA, C#, SQL, Access in a professional environment.
• Point of entry-contact of the team for every other internal team in France as the team leader.

Skills: VBA, C#, SQL Server, Microsoft Access, Multi-threading, Interoperability, Fund Management, Asset Allocation, Risk Management, Team Management, Projects Management, Agile Methodology, Effective Communication, Framework driving development goals for efficiency, robustness, scalability and maintainability.

Confidential

Front-Office Business Analyst

• Performed analysis, designed specifications, and initiated deployments of new pricing and hedging projects of Summit Front OTC (a primary financial system used by Natixis departments worldwide for core activities such as pricing, hedging, stress tests, VaR calculations, etc.).
• Used to multi-task, to handle pressure and to teach VBA, Fixed Income in a professional environment.
• Taught Fixed Income Pricing and Risk Management in a professional environment.
• Point of entry-contact of the team for the business users in France.

Skills: VBA, SQL Server, Microsoft Access, Summit Front OTC system, Fixed Income Products, Risk ManagementBusiness Analysis, Projects Management, Effective Communication in France.

Confidential

Volatility Trading Intern

• Improved (accuracy, new retail product types involved) over 10 trading arbitrage and pricing tools in VBA and conducted assessments on vanilla and semi-exotic equity derivatives warrants.
• Supported traders with daily operations such as electronic option market making configuration, volatility fitting, in-house model adjusting, arbitrage conditions assessment, and book optimization.
• Used to multi-task and to handle pressure in a professional environment.
• Point of entry-contact of the desk for every other internal team as the intern to the Volatility Trading desk.

Skills: VBA, Microsoft Access, Equity Derivatives, Volatility, Trading Strategies, Risk Management, Projects Management, Agile Methodology, Effective Communication Worldwide.

Confidential

Front-Office Trading Software Developer

• Implemented and optimized in C++ (kernel), C# (business functionalities) and VBA (externalized business functionalities) new decision making functionalities within ETS end user related trading automatons (market making, volatility arbitrage, delta/gamma hedging).
• Solved critical issues encountered by equity derivatives flow desks worldwide using ETS, as a level 3 team leader support worldwide.
• Used to multi-task, to handle pressure and to teach Equity Derivatives Trading to the team in a professional environment.
• Point of entry-contact of the team for the business users worldwide as the support level 3 team leader and as the ETS release manager.

Skills: VBA, C#, C++, Multi-threading, Interoperability, Equity Derivatives, Volatility, Trading Strategies, Risk Management, Projects Management, Agile Methodology, Effective Communication Worldwide, Teaching

Confidential

Front-Office IT Business Analyst Intern

• Analyzed and created structured products' Excel spreadsheet for currency market and interest rate derivatives market aimed at institutional investors for their online pricing and trading.
• Created non-regression tests for pricing and hedging analysis with leg margins in VBA using SQL Server.

Skills: VBA, SQL Server, Fixed Income and Structured Products.