Experience

Aplo

• France
• Financial Services
• 1 - 100 Employee

• Software Engineer

  • Sep 2022 - Present

  Ville de Paris, Île-de-France, France Working on our strategy bot with the Quant team: - Maintain and improve existing ones (twap, vwap…) - Develop from scratch an Implementation Shortfall stategy: Implements the quant models from Python to C++ and develop an original tactic to send orders to the market. - Develop from scratch different type of high frequency trading bot for self and client's high touch trading. - Develop different tools to generate analytics from market datas (from order books, trades, orders etc.) for… Show more Working on our strategy bot with the Quant team: - Maintain and improve existing ones (twap, vwap…) - Develop from scratch an Implementation Shortfall stategy: Implements the quant models from Python to C++ and develop an original tactic to send orders to the market. - Develop from scratch different type of high frequency trading bot for self and client's high touch trading. - Develop different tools to generate analytics from market datas (from order books, trades, orders etc.) for our models. - Add new order type and its matching algorithm to our internal matching engines (Lit and Dark orders). - Help to improve dropcopy scrapper from different exchanges. Show less



HSBC

• United Kingdom
• Financial Services
• 700 & Above Employee

• Equity Derivatives IT Quant

  • Jun 2019 - Aug 2022

  Paris 08, Île-de-France, France Working in the EQD It Quant RWA Team. I’m in charge of the development and improvement of the RWA computation application. The main goal is to evaluate all the bank’s trades according many input scenarios. The application receives request from an another team who want to prices positions. We analyze it, evaluate through Sophis and the HSBC’s pricing library and return the result to them. My job is to develop new pricing features in the computation process. To do that, I had to work… Show more Working in the EQD It Quant RWA Team. I’m in charge of the development and improvement of the RWA computation application. The main goal is to evaluate all the bank’s trades according many input scenarios. The application receives request from an another team who want to prices positions. We analyze it, evaluate through Sophis and the HSBC’s pricing library and return the result to them. My job is to develop new pricing features in the computation process. To do that, I had to work with Sophis and the pricing library in C++. There are some example of what I had to implement: - Backtesting: Price an perimeter of positions from the past to now. - Help Quant team to implement an specific product distribution in order to accelerate the pricing. - GCP Grid: Implement and use on demand the Google Cloud Platform to compute instead of on premise grid. - Hazelcast: Optimizing the scenario caching architecture. I created some pipeline in order to create and install Hazelcast on the cloud (using Packer and Terraform) and then optimizing our client’s code in order to speed up the cache management. - Optimize our pricing base code in order to speed up our batches. I work on the new monitoring platform of the EQD It Quant. This platform is based on the Grafana, InfluxDB and Telegraf applications. I had to develop some Python scripts to get and aggregate specifics data of our application. During the mission, I proposed and developed some idea. All these mini-project have been developed in Python 3.6: - Non regression application testing. An application in order to test of all our release. The application generate html file in order to consult and keep in safe place the result of the test. - Release note generation. The application connect to Jira and Git in order to retrieve all tickets developed by the team, made some check, and generate a release note in pdf in order to be send to the client. All these tools are in Jenkins in order to be easy to use by anyone. Show less



Euronext

• Financial Services
• 700 & Above Employee

• Software Engineer

  • Dec 2016 - May 2019

  Paris La Défense, Île-de-France, France I'm onboard one of the agile team of the WorkStream 1 of the OPTIQ program. I'm working on the Order Entry and Matching Engine sides. My team is in charge of developing the business specific of Euronext. Here a short list of some features I had the opportinity to work on: - Iceberg Order: Limit Order with undisclosed quantity - BOB: Best Of Book, It provide a best execution service for retail order - IMS: Internal Matching Engine, It provide a ready made internalization solution… Show more I'm onboard one of the agile team of the WorkStream 1 of the OPTIQ program. I'm working on the Order Entry and Matching Engine sides. My team is in charge of developing the business specific of Euronext. Here a short list of some features I had the opportinity to work on: - Iceberg Order: Limit Order with undisclosed quantity - BOB: Best Of Book, It provide a best execution service for retail order - IMS: Internal Matching Engine, It provide a ready made internalization solution over the market. - DropCopy: Providing post trade report for client in FIX protocol (and sbe protocol for internal 3rd party app). Working on design + development. - Quote Driven Market: It's a specific market who it's driven by Quotes from Liquidity Providers (usually a bank) instead of orders. - Dark Orders: Orders hiden from the market (never showed in market data). - Request For Quote (RFQ): This new Market Model provide to the client a new process to request an quantity over the market. In Euronext, this model is available only for ETF. I also helped for writing internal specification of this new market (functional, design and technical specifications). - NAV Trading: Implementing the NAV trading into Optiq. Working with basis point (bps) instead of prices (matching at negative prices, trade valuation etc.) - External Feed Handling: Since the MTF needs the price from the primary exchange, we used the API provided by QuantHouse in order to get the BBO from the external exchange (technical and functional implementation) I also participate of the design and developpement of an server to provide inter-application messages coming from events of the trading chain. My daily challenges resolve around working on multi threaded architecture with C++ (11, 14) to achieve low latency order processing on a highly optimized trading chain. The program is also subject to the new regulations mifid 2 which I had to understand and work with it. Show less



Societe Generale Corporate and Investment Banking - SGCIB

• France
• Financial Services
• 700 & Above Employee

• Software Developer Internship

  • Mar 2016 - Aug 2016

  Région de Paris, France Au sein d’une équipe de front office dans le service ITEC/CTT/TRA. L’entité conçoit et développe des bibliothèque et serveur d’accès marchés en temps réel. Elle se décompose autour de deux gros projets que sont un Framework de récupération de flux marchés et d’un serveur de contrôle des ordres pré-trade. Ma mission a été de développer des simulateurs de marché en FIX, FAST et protocole propriétaire.



Epitech

• Higher Education
• 200 - 300 Employee

• Assistant pédagogique C++

  • Dec 2014 - Aug 2016

  Région de Paris, France Au sein d’une équipe d’assistant pédagogique Koala. Ma mission fut de suivre les étudiants de 2nd et 3eme année à Epitech sur les projet de langage de haut niveau. Les Koala s’occupent ainsi de la piscine de C++ de 2nd année, de l’organisation des tp en salles et de la correction des projets des étudiants. De plus, les Koalas sont disponibles afin de répondre à toute question technique.

• Assistant pédagogique C/UNIX

  • Sep 2014 - Sep 2015

  Région de Paris, France Tout comme les Koala, les assistants pédagogique en C (Astek) suivent les étudiants de 1ere et 2nd année sur les projets de bas niveau. Les projets de bas niveau comprennent les projets en C ainsi que les projets en Assembleur.



Cheerz.com

• France
• Technology, Information and Internet
• 100 - 200 Employee

• Android Developer

  • Jun 2015 - Feb 2016

  Paris Au sein de l’équipe de développement Android. Cheerz est une startup parisienne de développement photo.



OptiMiam

• France
• Consumer Services
• 1 - 100 Employee

• Android Developer

  • Dec 2014 - Oct 2015

  Région de Paris, France



Insee

• France
• Government Administration
• 700 & Above Employee

• Stage développement web

  • May 2012 - Jun 2012

  Région de Paris, France