2016 -> 2017 La Française AM (Quant support & NoSQL Data migration)

Marklogic Integrator (Big Data – NoSQL) and Matlab/C#/Java Quant technical support

Risk database and workflow migration responsible

Employment Dates Feb. 2017 – Jul. 2017

Employment duration 12 month

Location Paris, France

Technical Achievements

– SQL Server 2014 (OLAP and OLTP association) vs Marklogic benchmark
– Stored procedure and pipeline processing workflow integration (XPath, T-SQL)
– Marklogic bi-temporality integration, alerting, pipelines features integration
– Big Data management steps integration :
–> data Ingestion : HTTP Web-dav protocol, MLCP
–> pre-control : Custom Excel parametric content validator integration
–> processing : transformation routine integration (XQuery -> Functional implementation)
–> post-control : XML/XSD design and ruleset integration
–> persistence : instance identity definition and persistence integrity management (XQuery -> Functional implementation)
– Data Exposition with ODBC interface server and Rest Services
– Process installation tools development (Powershell, Roxy, Ruby, REST)
– Data driven development :
–> Data consistency tests designing, integration and automation (Data driven development)
–> Integration/Processing performance testing
– Related BI programs tools benchmarking (QlikView, PowerBI,Tableau)

Management tasks

– Standup meeting organization (Agile)
– Milestone meeting organization, demonstration and presentation (Weekly) (Agile)
– Coordination with system administration for delivery purposes and hardware sizing
– Coordination of the offshores development teammates (communication with Serbia – MS Line)
– Technical and teaching support to Risk service on Marklogic, XQuery, XSD, XSLT, Javascript, JSON…voir plus

Integration of insurance financial products market stress testing simulator (Solvency II and derivates legislation) (massive computation).

Analysis tasks

– AIOPA Solvency II legislation rulesets analysis
– Customer needs analysis and computation model conceptualization

Quant support

– Excel requested GUI dashboard integration and interfacing (VBA, Matlab XLLink)
– Datasource interfacing and retrieved data correction workflow setup (C#, Matlab, COM)
– Custom inversion control Matlab architecture integration (Matlab, Java)
– Stress application (Vol shocking, Rate shocking …)
– Pricing engine interfacing, computation orchestration (Matlab 2016 R2)
– Simulation result database design and integration (SQL Server 2014)
– Matlab/Sql Server interfacing (Matlab, ADO.Net and Matlab Database, ODBC)
– Matlab process logging routine integration with log4j integration (not logm)
– Remote console listener implementation for monitoring purposes (Java, Swing)
– Database report result extraction tools implementation (SQL Server, C# 4, Excel Interop framework)
– Test Driven Development (TDD) and Data Driven Development
– Performance optimization with Matlab vectorization and functional programmation rules
– Multiserver computation with Matlab Parallel extension (Parpool and DHCP) -> custom serialization management
– Technical documentation writing
– Black Scholes diffusion computation optimization with Graphic Cards (Nvidia CUDA 8.0, Tesla and GTX 680)

Solution commissioning
– Data and result validation
– Performance tuning and monitoring

– TFS source control tools introduction
– Continuous delivery introduction with related job setup (Gated checkins, builds, testing and delivery)

2012 -> 2013 – CNC -Intranet platform development

CNC – From August 2012 until September 2013

CNC (Centre National de la cinématographie) is a French organisation which deals with French cinema administration

This works consisted in designing, programming and installing an intranet website for the CNC

The intranet technical architecture was composed with three part :

  • SQL Server database
  • Web Service Layer
  • Internet server client which query the web service and provide internet HTML (internet) content for light client

2013 -> 2016 – SG – Commando Developer

Commando Developer (VBA, Python, C++) – Revenue Cash Reinvestment desk support

EmploymeNt Dates sept. 2013 – avr. 2016

Employment Duration 2 ans 8 mois

LOCATION Paris , France

Support and implementation of new program’s functionalities in commando style development (very-fast development) alloying the reinvestment of the cash generated by security lending activities.

Achieved activities :

Functional achievements :
– Achievement of an automatic cash allocation tools for cash distribution with target allocation ratios in Mutual-Funds.
– Programming and improvement of Profit and Lost reporting tools (Performance improvement, new reporting methods setting up…)
– Back office flow achievement and management (Position movement, Cash movement, Security movement, Performance…)
– Monitoring and support activities
– Assistance and retro-engineering of the achieved scripts in commando style

Technical achievement :
– Performance improvement in order to cope with volumes increase with ordered and treated deals (achievement of ACID interfacing between achieved software and database). ADODB Framework
– VBA routines Writing / Re-Writing
– Performance critical VBA script to C++ rewriting
– Applicative migration from VBA Access to MS .NET
– VBA Software adaptation in order to migrate it from Windows XP to Windows 7

Transverse achievement :
– Jython’s DLL writing (Python compiled in Java ByteCode) in order to integrate VBA commando written script in Reuters Kondor K+ package software.