Financial Engineer
We address these offers to the R&D and IT teams of our clients, Investment Banks, Asset Managers, Publishers of IT Solutions for Finance. We intervene on a time and material basis and on a fixed-price basis.
QUANTITATIVE ANALYST
- Design, Development, Validation of Pricing Model Models
- Design and Development of Market Data Models
- Design and Development of Fund Performance Analysis Models
- C++, C#, Python, , R, Matlab, XL-VBA
- SVN, GIT
- Derivatives rates, equities, credit, exchange IT Quant
IT QUANT
- Development of Pricing Models
- Integration of pricing models in the pricing library in the customer’s IS
- Support on pricing issues
- C++, C#, Python C++, C#, Python, , R, Matlab, XL-VBA
- SVN, GIT
- Derivatives Rates, Equities, Credit, Foreign Exchange
COMMANDO FRONT OFFICE
- Development of tools dedicated to the Front Office and the Middle Office
- Derivatives Rates, Equities, Credit, Foreign Exchange
- C++, C#, VBA, PL/SQL, Transact SQL -SUMMIT, CALYPSO, MUREX
- Reuters, Bloomberg
DATASCIENTIST
- Expertise and Big Data Analysis
- Implementation of strategies responding to a problem
- R, Java, Perl, C/C++, Python
- Machine Learning
- Hadoop
- Hive, Pig
- Big Data, NoSQL
Some achievements...
Pricing library refactoring
On behalf of one of our clients, a brokerage company, Refactoring and optimization of the pricing library of optional products on rates, we intervened in package mode (a quantitative analyst and 2 IT QUANT) over 4 months.
Achievements
Technical environment
Achievements
- Code structuring and cleanup with unused code isolation
- Delivery of technical documentation and living code comments
- Diagnosis and areas for improvement
- Existing Code Maintenance, Interface Redesign, Replacement and Integration
Technical environment
- C++, VBA EXCEL, REUTERS.
Design of a REPO pricer
On behalf of a major investment bank in Paris, design and development of new REPO product pricers and risk calculations while guaranteeing automation and reliability. Managed in the R&D team of 6 people of our client.
Achievements
Technical Environment
Achievements
- Studies and documentation on existing models
- Development of a prototype REPO product pricer
- Integration of the new pricer in the pricing library
Technical Environment
- C++
