
Timeline
About me
IT Manager of Rate non linear Booking & Risk at CACIB
Education

University of houston
2001 - 2002Master’s degree applied mathematicsNumerical Analysis, Air pollution, Scientific programming : Fortran, MPI, C, C++, Bison, FlexTeaching assistant (Mathematics).ANVAR Project as graduation study : modelisation of heat diffusion through a structure : using an heterogeneous cluster (windows/linux) for computing distribution (MPI).

Polytech lyon
1998 - 2001Engineer mathematics and computer scienceNumerical analysis, Probabilities, Stochastic processus.
Experience

University of houston
Aug 2001 - May 2002Parallel computing solutionAs part of my graduate year in Houston University, i put in place french mathematical laboratory parallel computing ressources for research. I setup the computing bay (running with Alinka Raisin) inside the high performance computing center of the university as well as administrating Linux platform for the laboratory.

Océ - a canon company
Sept 2002 - Apr 2006C++/c# developerC++/C# Developer on printer driver/printing workflow solution for Océ company.

Crédit agricole cib
Apr 2006 - Apr 2008Business Analyst and functionnal support of XLPS solution. Supporting XLPS solution towards traders, located in trading room to support Flow (Stock/index) and Exotic Desks C# Developer
Functional Support and Business Analyst for XLPS
Jul 2007 - Apr 2008Technical and Functional Support for Pricing XLPS
Dec 2006 - Jul 2007Software Engineer for XLPS (eXceL Pricing Services)
Apr 2006 - Dec 2006

Crédit agricole cib
Nov 2008 - Feb 2010Head of equity commando (front + middle office)In charge of Front office and middle office Commando team, seated in Equity trading room.

Crédit agricole cib
Apr 2013 - Dec 2016Migration from Sophis Risk to Murex.Regarding migration project, I was responsible of pricing (specific Equity Derivatives CACIB in-house developed pricing library) / risk analysis capabilities migration from Sophis Risk to Murex (MX3) based on FLEX library for Equity derivatives activity (SET).I managed directly pricing team (pricing capability in Murex interface and pricing plugin in excel feed by murex data), in the meantime i was also responsible of commando team in charge of excel spreadsheets migration to Murex and supervised risks analysis integration setup in Murex. Show less
IT Project Manager to secure Sophis application: Upgrade from Sophis V5 to Sophis V7
Jan 2016 - Dec 2016Lean Management Navigator
Aug 2015 - Dec 2015Head of Pricing Services & RiskTool teams
Mar 2010 - Aug 2015XLPS Project Manager
May 2008 - Aug 2015Commando Project manager for Equity derivatives business line (front/middle/back office)
Mar 2013 - Apr 2015Head of Pricing integration in Murex for SET Project (Equity derivatives)
Apr 2013 - Mar 2015

Crédit agricole cib
Apr 2017 - nowIT manager on booking a risk for Rate non linear business line.Orchestrade is the system used by the business to manage their position and activities.Staff: 45 peoplesBudget : 6.1mE per year IT manager on pricing & risk for Equity business.Staff : 40 peoplesBudget : 6.5mE per year In charge of industrialization of Equity program. Head of IT project "Go To Cloud" enabling PricingServices (grid computing) cloud ready on AWS.Budget : 1.8mE yearlySpeaker at AWS Summit 2023 : HPC Strategy for investment banking using open source and AWS CloudAs PricingServices IT manager, 10 peoples to manage. In charge of IT Equity Front office teams: Business analyst team, Sophis Toolkit team, PricingServices team and Commando team.Staff : 25 peoples
IT Manager of Rate non linear Booking & Risk
Dec 2023 - nowIT Manager of Equity Pricing & Risks
Jan 2022 - Nov 2023IT Project Manager on Strategic Equity Transaction for Equity & Application manager
Jul 2019 - Nov 2023Head of Equity IT Front Office (Business Analyst, Development, Commando teams)
Apr 2017 - Jun 2019
Licenses & Certifications

Project academy: project director
AccentureJan 2016
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