Freelancer profile translated to English.

Description

My dual expertise — Quantitative Finance and Engineering (C#, C++, Python, SQL, Linux, Git, CI/CD) — allows me to deliver reliable, scalable, and business-oriented tools.

I am involved in the entire value chain: modeling, implementation, and production deployment. I have developed multi-bank pricing engines (Python, C#), automated data pipelines via Bloomberg Terminal, designed Front-to-Back reconciliation tools (VBA/SQL), and deployed real-time monitoring dashboards. I have also contributed to cloud environments with Azure to AWS EC2 migration.

On the quantitative side, I have worked on Value at Risk, stress tests, and sensitivity monitoring (Greeks) for Equity and Fixed Income portfolios, interacting with Sophis, Summit Securities, and JUMP.

My added value: understanding a risk model, identifying its production limitations, and implementing robust solutions. Detecting an STP anomaly, analyzing its root cause, and industrializing its resolution.

Target sectors: Investment Banking, Asset Management, quantitative fintechs, and Finance/IT consulting.

Industry field of expertise

Languages

English
Native or bilingual
French
Native or bilingual

Workplace preferences

Can work on-site

Paris (up to 50km), Lille (up to 50km), Bordeaux (up to 50km)

Hilbert investment solutions
Assistant Trader
BANKING AND INSURANCE
July 2025 - March 2026 (8 months)
Paris, France
• Merged and implemented pricing engines (structured products, options) integrated with Bloomberg feeds
• Developed a multi-broker engine (Morgan Stanley, RB-Canada, Marex, Citi): request parallelization, automatic best price → improved desk execution
• Formalized and implemented business rules with controls (taxation, thresholds, limit prices)
• Designed modular architectures (batch, scheduler) to industrialize pricing chains
• Managed the Azure → AWS (EC2) cloud migration: non-regression testing, production deployment
Micro-services & API REST analyse quantitative Data Science / ML / IA Docker & Github Linux / Azure / Aws
Banque Hottinguer
Quant Risk and Data Management
BANKING AND INSURANCE
October 2024 - January 2025 (3 months)
Paris, France
• Executed and maintained Risk models (VaR, stress test, and structured product pricing)
• Pre-Trade Operations (Integration of Bloomberg data (bonds, trackers, UCITS) into JUMP SaaS)
• Implemented AMF, MIFID, ISR constraints using business control modules coded in C#
• Automated data extraction and KPIs in C# and SQL (export via Batch, email notification).
• Participated in risk committees and collaborated with internal teams
Multi-threading et Asynchronisme : `async/await`, `Task`, `ThreadPool`, `Concurrent Collections` Gestion de la mémoire (Low Latency et GC) Micro-services & API REST Risk Management analyse quantitative
NATIXIS BPCE
Assistant Trader
BANKING AND INSURANCE
December 2023 - October 2024 (10 months)
Paris, France
• Operational monitoring of transactions (Bonds, Repos, fx income) with Geide, Sophys, Summit Securities
• Settlement-delivery via Euroclear, Cedel, ICSD DOM – management of payments and cash settlements
• Monitoring and reporting of exceptions with counterparties in compliance with Euroclear / Cedel standards
• Production of reports via Excel/VBA/PivotTable for operational monitoring and performance tracking