Description

Hi,

Senior software engineer in the banking industry with 11y of experience, I am looking to expand my professional horizons and take on freelance (potentially on site/consulting) projects! My expertise lies primarily in PYTHON but I am also an experienced DEV with VBA, SQL, C#, JS/REACT and currently learning RUST. Open to all projects and industries.

Languages

French
Native or bilingual
Spanish
Native or bilingual
English
Native or bilingual
Hebrew
Fluent
Arabic
Conversational

Workplace preferences

Can work on-site

New York (up to 50km)

BANK OF AMERICA
APPLICATION ARCHITECT
BANKING AND INSURANCE
June 2024 - June 2025 (1 year)
New York, United States
๏ Dev part of Credit Intraday Risk Technology team
๏ CI / CD of intraday risk applications for CREDIT lob and integration to overall risk architecture supporting remote risk calculation and aggregation of risk metrics
๏ Implemented risk tool designed to flag missing SOD risk metrics on Credit portfolio at position and book levels
๏ Implemented regression testing framework on the main risk application (Brisk)
๏ ๏ Project Lead on adoption of development best practices / increase of unit test coverage / review of existing codebase
๏ Tech stack : Python, Javascript, React (Front end), C#/.NET
Python software architect React.js
BARCLAYS
SENIOR SOFTWARE ENGINEER - AVP
June 2021 - December 2023 (2 years and 6 months)
๏ Implemented Rates/Inflation/CPI risk monitoring web app: PYTHON backend & REACT Frontend App featured multilevel risk aggregation and risk recompute triggered by new intraday trades Feed (trade triggered) to downstream applications (reg. reporting,…) trough protobuf messages + Pub/Sub architecture (Solace)
๏ Implemented Core Risk API for risk app (creation of "RiskView" / "RiskViewCollection" as base components to hold aggregated/filtered risk in memory)
๏ Designing dashboard web app UI in Python with Dash framework to display SOD risk
๏ Moving legacy business logic from VBA to Python
๏ VERSION CONTROL : GIT
๏ Agile methodology : Sprints / EPIC / JIRA
๏ Peer code review including C#/.NET parts of team codebase
NOMURA
SOFTWARE ENGINEER - SENIOR ANALYST
BANKING AND INSURANCE
June 2018 - June 2021 (3 years)
New York, United States
๏ Software maintenance of a risk application. Increase internal quality of the app. Review code designed by other developers. Application has JAVA analytics library + PYTHON business logic layer + VBA/Excel display layer / SQL DB
๏ IT support for users of the application: assist the user in their day to day usage of the risk app. and implement business demands
๏ Designed and Implemented a "Cash and FX Exposure" tool [PYTHON] which accounts for the settled cash and forex exposure for all the trades of a given book/ccy combination by sourcing the cash data from a ledger, valuing trades new cashflows in the risk system and then generating deposit loan trades.
๏ Worked on regulatory reporting (mifid2 / Korea transaction reporting) designing a system of trade labels with downstream validation.
๏ Designed and Implemented a "Levels StillnessReport" tool specifically for traders to warn of unchanged levels for market objects (Repo curves, Kcurve, EquityVol, FxVol, Inflation Curves….)
๏ Managed the transition of the Totoro Cash Management process and release the new tool for Americas Operations
๏ Agile Methode (Sprint), JIRA, SVN