Oussama Salhi

Front office RAD

Remote from Paris

  • 48.8546
  • 2.34771
Propose a project The project will only begin when you accept Oussama's quote.
Propose a project The project will only begin when you accept Oussama's quote.

Location and geographical scope

Location
Paris, France
Remote only
Works remotely most of the time

Preferences

Project length
Would prefer:
  • ≤ 1 week
  • ≤ 1 month
  • Between 1-3 months
Would prefer avoiding:
≥ 6 months

Verifications

Influence

Languages

Categories

Skills (19)

  • Databases
  • Beginner Intermediate Advanced
  • Beginner Intermediate Advanced
  • Languages
  • VBA
    Beginner Intermediate Advanced
  • Beginner Intermediate Advanced
  • C#
    Beginner Intermediate Advanced
  • Beginner Intermediate Advanced
  • SQL
    Beginner Intermediate Advanced
  • Methodologies
  • Beginner Intermediate Advanced

Oussama in a few words

- 5 years experience in CIB environment interacting with FO, MO, BO and IT.
- Have both technical and functional skills since I have experimented production, business analyst and developer roles.
- Self-taught developer and fast learner. Comfortable with VBA, Python, T-SQL and C#.
- Worked in a fast-paced environment in SG CIB and BNP Paribas where I was constantly looking for the best solutions to improve processes and bring value to my different teams.

Experience

Societe Generale SA - Société Générale

Banking & Insurance

Python developer

Paris, France

February 2020 - Today

Responsibilities:
- Application migration from VBA to Python.
- Gather requirements: Work closely with end users to identify improvements to be made in the python migrated solution.
- Develop python based REST APIs.
- Conception and deployment of serverless functions in a private cloud.
- Creation of front-end interfaces linked to serverless functions using an internal front-end conception and deployment solution.
- End users training.
IT environment: Python (Pandas, numpy, asyncio, aiohttp), Pycharm, GitHub, Swagger, internal APIs.

Projet personnel

Software Publisher

OpenPrediction personal project

Paris, France

February 2020 - Today

Context: OpenPrediction project aims to provide a machine learning API which could be used to help on quotation prices prediction. This project is still under development (https://github.com/salhioussama/OpenPrediction)

- Implement the communication with Huobi REST API to get crypto currencies quotations.
- Set up a quotation repository in Azure cosmos db (Mongo db API).
- Publish NuGet package CryptoQuoteAPI which is a utility API helping on getting prices from Huobi and used on Azure C# function to automatically fill in the quotation repository: https://github.com/salhioussama/CryptoQuoteAPI
- Deploy an Azure timer function to automatically and periodically populate cosmos db quotation repository: https://github.com/salhioussama/CryptoAzureFunctions
- Compute technical indicators on gathered historical quotations.
- Organize and process data.
- Normalize and apply dimensionality reduction to final input data.
- Try and fine-tune different NN models (LSTM, MLP, 1D-CNN).
- Implement the rest API with Flask.

Financial environment: Crypto currencies.
IT environment: C#, Python (Pandas, scikit-learn, keras, numpy, Flask, SQLAlchemy, marshmallow, asyncio, aiohttp, plotly), Pycharm, Jupyter notebook.

BNP Paribas CIB GM - BNP

Banking & Insurance

Front office RAD

Paris, France

January 2018 - December 2019

Context: Developer within ORCA application which is providing a pricing environment for complex products to worldwide structuring and trading teams (New York, London, Singapore, Hong Kong, Lisbon and Paris).

ORCA team manages production issues, handles projects and implements users’ requests.

I have participated to new implementation tasks, change management requests, code optimization and new regulatory workflow integration.


Team tasks management:
- Manage Jira requests: assign development tasks to team members after discussion, follow up and solution validation
- Gather requirements: Work closely with users to define business use cases and identify points of improvement
- Develop new features in VBA, C++ and C#: Prioritization, requirement analysis, conception, implementation, tests, deployment
- Change management: reviews, code integration and software releases
- Colleagues training and support in apprehending internal libraries


Interfacing new payoffs and adding new features:
- Gathering requirements from users
- Liaise with R&D team to get the technical specification of the payoffs and UAT servers for testing purpose
- Liaise with the booking application team to validate the booking model
- Proposition and validation of the interface with the users
- Implementation and testing
- Demonstration, training and validation with the users

New payoffs interfaced: Bond repack, multi vanilla strategy
Payoff updated: Variance swap, Autocallable, contract spread
New tools: CPS backtesting, CPS backpricing, Regulatory tool


Enhancement of user experience and continuous improvement of existing components:
- Improve the application speed: accelerate market data insertion, review of the architecture
- Stabilize the custom Excel Ribbon
- Reduce excel crashes when there are multiple ActiveX objects in the workbook
- Add autosave feature
- Office 2016 migration: tests, corrections, enhancements
- Stabilize and optimize old components
- Internal libraries improvement (C++, C#)
- Rapid intervention for support requests


Regulatory workflow (MIFID2, PRIIPS, 871m, CFTC Reporting, SOTUS):
- Contribute to the conception and implementation of the new design in order to simplify the workflow (MIFID2, PRIIPS, 871m)
- Integrate new regulations to the workflow (CFTC Reporting and SOTUS): Gather technical requirements, liaise with impacted teams to define a release planning, implement the solution in VBA and conduct the workflow tests
- Code review and proposition of improvements


Results: Better user experience with ORCA due to an enhanced performance.
Financial environment: Structured products (X-asset), regulations (MIFID2, 871m, TRUST, CFTC, SOTUS)
IT environment: Excel VBA, T-SQL, C++, C#, Git, Gerrit, Jira, Jenkins, Visual Studio

Societe Generale SA - Société Générale

Banking & Insurance

Business analyst / Supervision mission coordination

Paris, France

January 2017 - December 2017

External recommendations

Check out Oussama's recommendations

Education

Certifications