Simon E., Quant Developer

Freelancer profile translated to English.

Back to original language

Description

Quantitative Dev

Passionate about mathematics and code, I put my years of experience at your service.

I have worked for the R&D departments of several banks and insurance companies and I would be happy to serve you.

Languages

English
Fluent
Spanish
Conversational
French
Native or bilingual

Workplace preferences

Can work on-site

Paris 4e Arrondissement (up to 50km)

CACIB
Quant Credit Risk
BANKING AND INSURANCE
January 2024 - Today (2 years and 5 months)
Paris, France
Credit Risk R&D Team
- Credit risk RWA Models
- C++ code optimization
- Distribution of calculations on workers (local machines)
C/C++ Credit Risk parallel computing Distributed Architecture
SLINE
High-Frequency Trading (HFT) C++
CONSULTING AND AUDITS
May 2022 - December 2023 (1 year and 7 months)
Paris, France
Creation of a High-Frequency Trading Engine in C++
- Low-level optimization
- Technical & machine learning based strategies
C++ Algorithmic Trading Machine learning Bash Python
BNP PARIBAS
Market Risk Analyst
BANKING AND INSURANCE
March 2020 - May 2022 (2 years and 2 months)
93300 Aubervilliers, France
Market Risk Analyst-Dev within the Risk System team
● Improvement of the architecture of the internal software Market Risk Explorer (BNP), used to consolidate sensitivities, VaR, and R&D data into the single BlueDice database.
● Participation in BAU requests from business and trading.
● Improvement of the development workflow reliability by creating a process including unit tests and non-regression tests to strengthen system robustness.
● Close collaboration with Business Analysts to test and validate new features before their production deployment, ensuring optimal quality.
● Technical skills: Jira, Python, Shell, Splunk; ability to combine business expertise and programming skills to solve complex problems.
Financial Markets Market Risk Python Splunk Bash

Check out Simon's experience

Be the first to recommend Simon

Help this freelancer shine by sharing your experience working together.

A

Agatha Frydrych

Backend Java Software Engineer

4.7

(3)

2

B

Baptiste Duhen

Fullstack developer

4.6

(4)

5

A

Amed Hamou

Senior Lead Developer

4

(2)

7

A

Audrey Champion

Web developer

4.3

(3)

4

Signup to reveal

Master of Finance
Ecole centrale de Lyon
2015
Master Graf, Finance & Actuariat
Engineering Degree, Computer Engineering
Grenoble INP - Ensimag
2013
Diplôme d'ingénieur, Ingénierie informatique

Artificial Intelligence Specialization
CNAM
https://formation.cnam.fr/rechercher-par-discipline/certificat-de-specialisation-intelligence-artificielle-1176377.kjsp
Pytorch artificial intelligence RNN Machine learning Natural Language Processing (NLP) Big Data Spark TensorFlow

Data Scientist