Freelancer profile translated to English.

Description

Market Finance C++ Expert — 15+ years of experience

I design and develop critical front-office applications for financial markets in multithreaded environments with high performance and reliability constraints.

Throughout my assignments in trading rooms, I have developed recognized expertise in:

real-time applications for traders,

low-latency systems,

C++ optimization,

concurrency and multithreading management,

robust and high-performance architectures.

I am particularly comfortable in complex technical contexts requiring autonomy, rigor, and strong analytical skills.

Available for high-value-added assignments in finance, electronic trading, or critical systems.

Languages

French
Native or bilingual
English
Fluent

Workplace preferences

Can work on-site

Paris (up to 50km)

Engie- BP Gas Supply and Trading-GEMS
IT QUANT C#
ENERGY AND UTILITIES
March 2023 - March 2026 (3 years)
Paris, France
GSTAR is a pricing library (several Excel add-ins communicating via PIPE) used by Desk Gaz traders to perform calculations (greeks, valuation) via Excel using the dot net Excel-DNA library. The calculation engine is written in C#. The GSTAR application uses Meteor and Orchestrade via web APIs to retrieve data such as deals, Market Data, and reference data.

Team: 3 people.
Achievements:
•Analysis of needs and writing of technical specifications.
•Evolutionary and corrective maintenance of the GSTAR application.
•Support for desk traders.
•Development of a Pretrade Excel add-in to facilitate deal prototyping.
•Development of a Gaz transport route optimization Excel add-in using the simplex method.
•Development of an Eikon Parser Excel add-in that allows real-time retrieval of quotes from Excel.
•Full stack development of a Biomethane repository in C#, Angular, and SQL Server.
.NET C# C++17 Finance DNA Angular
Natixis
Senior C++ Developer
February 2021 - February 2023 (2 years)
AMERISC Counterparty Risk Measurement, 4 major steps for generating risk indicators: 1. Acquisition and formatting of data from the front office, 2. Diffusion process: calculation of values over several plots over a 50-year horizon from the spot value for each risk axis, 3. Pricing process: valuation of deals over a set of plots for a set of scenarios; distributed calculations via a calculation grid under Datasynapse, 4. Aggregation process: pricings are aggregated by counterparty group
Team: 20 people
Achievements:
•Parsing and Formatting of input files for Amerisc.
•Development and maintenance of the Diffurisc module in C++ and integration of the pricing library.
•Development and maintenance of the C++ calculation engine.
•Deployment of pricing grid libraries under Datasynapse.
•Development of a notification module in Java using Kafka.
•Packaging under Maven, release management under XLRelease, XLDeploy.
•Batch job management under CTRLM.
•Performance of pricing tests.
Environment: Linux, C++ 14, Vim, Git, Kafka, Jira, Git, SQL Sybase, HBase, Phoenix, Redis, CTRLM, Datasynapse, Maven
AMERISC-NATIXIS
Senior C++ Developer
BANKING AND INSURANCE
February 2021 - February 2023 (2 years)
Paris, France
AMERISC Counterparty Risk Measurement, 4 major steps for generating risk indicators: 1. Acquisition and formatting of data from the front office, 2. Diffusion process: calculation of values over several plots over a 50-year horizon from the spot value for each risk axis, 3. Pricing process: valuation of deals over a set of plots for a set of scenarios; distributed calculations via a calculation grid under Datasynapse, 4. Aggregation process: pricings are aggregated by counterparty group
Team: 20 people
Achievements:
•Parsing and Formatting of input files for Amerisc.
•Development and maintenance of the Diffurisc module in C++ and integration of the pricing library.
•Development and maintenance of the C++ calculation engine.
•Deployment of pricing grid libraries under Datasynapse.
•Development of a notification module in Java using Kafka.
•Packaging under Maven, release management under XLRelease, XLDeploy.
•Batch job management under CTRLM.
•Performance of pricing tests.
Environment: Linux, C++ 14, Vim, Git, Kafka, Jira, Git, SQL Sybase, HBase, Phoenix, Redis, CTRLM, Datasynapse, Maven
C++14 Linux Multithreading Ctrl-M Maven