Description

Développeur depuis plus de 6 ans, j'ai travaillé sur des projets qui nécessitent des compétences logiciels avancées ainsi qu'une connaissance mathématique pour de la modélisation, traitement de données, machine learning, finance quantitative etc...

Je me considère comme geek et je code dans plusieurs technos C#, Python, Julia, Matlab, Java...

Languages

English
Native or bilingual
French
Native or bilingual

Workplace preferences

Can work on-site

Paris (up to 50km)

Generali
Responsable logiciels front office
BANKING AND INSURANCE
May 2019 - May 2020 (1 year and 1 month)
Paris, France
• Developed and supported applications to optimize and manage portfolio allocation
• Worked on analysis automation of the daily trading execution
Java Angular SQL Python
BNP Paribas
Developpeur Quantitatif
BANKING AND INSURANCE
September 2017 - April 2019 (1 year and 8 months)
Paris, France
• Worked on pde simulations architecture
• Worked on stochastic intensity models for hybrid products with defaulting option
• Developed a pricing tool based on a copula method for multi assets products
Python Linux C#
BNP Paribas
Developpeur Front Office
BANKING AND INSURANCE
October 2015 - September 2017 (2 years)
Paris, France
• Developed tools for volatility, forward and correlation trading desks
• Worked closely with R&D to implement simulations and new features
• Putted in place an automatic pricing chain for clients’ quotes requests
C# Java SQL