Youssef Bouha

• Development of an automated database migration solution from SQL Server to PostgreSQL using c# and Perl

• Designed and developed APIs to aggregate and supply market data shifts from multiple sources

• Development of a web application for monitoring pricing jobs using Angular & DevExtreme

• Design and development of a task orchestrator to distribute tasks across multiple computing grids

• Automation of repetitive diagnostic tasks using PowerShell scripts or modules within the monitoring application

• Design and implementation of an architecture enabling incremental calculations of VaR, MtM & Greeks, allowing re-pricing only of the impacted scope since the last full reference pricing to speed up risk follow up. Tech. Environment: DotNet C#, GridComputing, DevExpress Winforms, Python, Web API, Angular with Devextreme, PostgreSQL, SQL Server, Powershell, TPL Data Flow & parallel programming

Design and architecture of Market Risk framework, process digitalization & revamping using modern technology

Production follows up and revamping different parts of global front to back system (Meteor: COM centric system automated using dotnet technolgies) Achievements:

• Design & development of new features on a grid-computing based risk engine for P&L, VaR, and risk analysis calculations

• Revamp and fine-tuning of MRM jobs calculation system

• Design & development of a tool set based on PowerShell to ease investigation of incidents

• Revamping of legacy services based on vb6 for a high availability (overcoming memory leaks issues)

• Developed an active monitoring tool to follow up and tuning MRM calculations jobs and tasks

• Design & development of theta Effect in the VaR of MRM (impacts all MRM parts)

• Design & development of the MRM release validation tool which compare jobs results across many databases (C#, DevExpress, T4, SQL & SQLLite)

• Benchmarking of data analytics technologies to use for GEM future projects (ActivePivot, SSAS, Qlikview)

• Implementation of additional PNL explained indicators

• Set-up of first version of Active Pivot data analytic solution used for VaR results analysis

• Design and development of ActivePivot Adapter used to adapt MRM results to Active Pivot requirements. (Job results & data enrichment)

• Refactoring of data access of ParamExo application by migrating code from DataSet based to object oriented style base on DataReader and Plain object

• Improve RLE mechanism for doing write backs while saving Risk Limits.

• Development of PowerShell scripts used for managing OLAP data partitions

• Making store procedures less blocking by using portioning data updates into small batches

• Participated extensively in architecture discussions

• Recovering of existing legacy tools usage without any help document

Tech. Environment: C#/C++/VB6/COM, T-SQL (Sybase ASE & SQL Server), Java, Intellij, Tomcat, MDX/SSAS/ActivePviot, DevExpress Winforms/WPF, PowerShell & Code Generation, SQL Queries Tracing