Experience

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  International telecommunication union

  Jun 2011 - Sept 2011

  Software engineer intern

  - Development of a C++ application, showing dependencies between several sub-modules of the ITU framework.- Communicate in an English-speaking team.

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  Université d'évry val d'essonne

  Mar 2013 - Jun 2013

  Financial research intern

  - Theoretical pricing of barrier options with the exponential Levy model (model with jumps).- Synthesizing of research articles.- Implementation and test of a barrier options pricer (C++, Matlab).

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  Murex

  Jun 2013 - Feb 2019

  - Integration (C++) of the pricing library MACS to the MX software.- Modeling, life cycle management and monitoring of FX derivative instruments (e.g. TARN, Accumulator).- Integration of market operations on those products in MX.3.- Representation of financial products structure with a mix of in-house meta language, C++, Python.- Development of new products in the pricing library (KIKO, Quanto barriers).- Implementation of new features for the existing products (e.g. addition of sensitivities).- Daily interactions with quant, business analyst and development teams through agile methodology. Show less - Development of a risk management module (PFE, CVA, DVA, FVA, ...). - Computation of sensitivities on those risk measures.- Handling of classification metrics regarding the exposure (Gross, Net, Collateral).- Corrective maintenance of several asset classes (IRD, FX, Commodities, Equity).- Addition of new asset classes in the module (Credit, Inflation, Bonds).- Transversal projects alongside the quantitative research team of Murex.- Test Driven Development environment, addition of functional tests (Cucumber).- Management of the developments from the challenging of initial specifications to the final shipping to the client. Show less

  • IT Quant FX

    Feb 2017 - Feb 2019

  • Software engineer in counterparty risk

    Dec 2013 - Feb 2017

  • Financial engineering intern

    Jun 2013 - Dec 2013
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  Indosuez wealth management

  Apr 2019 - now

  - Federal Product Owner for Model, Investment & Structuring Division (MIS). • Implementation of an integrated cloud platform to monitor FX and OTC Equity derivatives (ICE Portfolio Analytics Platform).- Federal Project Manager on Investment related projects: • Implementation of new financial products to the Core Banking System (e.g. TRF). • Building of an Investment Proposal Platform for investment advisors. • Integration of a Private Equity distribution platform.- Software Engineer / Data analyst on transversal projects: • Development of features for the Federal Treasury Management software (Python, VBA). • Strategic data analysis tasks directly with Executive Committee of the Bank (Python). • Development of BI visualization tools for Advisory and Capital Market team (PowerBi, Python). Show less

  • Capital Markets Advisor (Forex, Precious Metals, OTC Derivatives and Structured Products)

    Oct 2024 - now

  • Product Owner

    Apr 2019 - Oct 2024