Hamrit - Développeur Data Analyst C# SQL PYTHON DEVOPS

Ongoing Front Office Software Engineer/Developer - FX Auto Hedging

Responsibilities overview
Project : FX Auto Hedging - Execution algorithms
● Developing a comprehensive testing framework for various execution algoes
● Profiling, tuning and enhancing algo performance and execution latencies
Environnement C#, Algorithms, Asynchronous programming and multithreading,
Low-latency, Real-time, Testing

3 months IBM AI Enterprise Workflow Specialisation
Coursera specialisation
● Business priorities and data ingestion
● Data analysis, hypothesis testing, feature engineering and bias detection
● Machine learning applications
● Enterprise model deployment and production

2 months Introduction to machine and deep learning
Two Coursera classes offered by Columbia and Stanford
● Theory of machine learning
● Implementations of machine and deep learning algorithms

Front Office Software Engineer/Developer

Responsibilities overview
Project : Tableau de bord
● Maintenance and continuous evolution of the Risk Management risk indicators dashboard
● Collaborating with fund managers and quantitative analysts to conceive and implement a
tactical tool to monitor (and stress test) the newly integrated CLO funds
● Engineering production-ready solutions via C/C++ DLLs
● Assisting with different audits relevant to the dashboard
Project : Guardian
● Conception and creation of a Python tool to monitor, analyse and create a report about the daily
status of the Compliance database (Charles Rivers)
● Maintenance and evolution of the Guardian application (C#) responsible for alerting the fund
managers about any pre or post-trade breaches

Front Office Software Engineer/Developer

Responsibilities overview
Project : PRIIPS
● Development of a tactical solution to generate the SRI (namely the Cornish-Fisher modified VaR)
score and compile other PRIIPs-relevant information to generate the KID
● Contribution to the migration of the aforementioned solution toward a sustainable and fully
automated dataflow
Project : MiFID – TOP 5 Best Execution
● Development and continuous evolution of a reporting tool to fully automate and optimise the
generation of the MiFiD - TOP5 Best Execution report
● Assisting with the audit of theses reports
Project : SLVar
● Conceive and create a solution to calculate the stressed VaR
● Calculate the liquidity-adjusted VaR
Project : SESAME
● Maintenance of SESAME
● Developing Front Office tools

Front Office Software Engineer/Developer

Hanomising the tactical tools used across different Middle Office teams
● Mapping most of the macros used by the operations team (Paris, London and Bangalore)
● Investigating the convergence opportunities
● Redefining and updating the relevant documentation
Achieved objectives:
● Reduction ratio of one third (down from 1000 to fewer than 700)
● Keeping and extensive record for the Development team

R&D: Extension of a quantum computation model
● Publication of the article « Reversibility in the Extended Measurement-based
Quantum Computation »

Signal processing
● Blind estimation of certain signal parameters

Non-recourse finance
Introductions to Project Finance, Equator Principles and the European Investment Bank
Study cases:
- Financing and risk analysis of the Nigeria Liquefied Natural Gas project
- Japan Bank of International Cooperation’s strategy in copper investment in Chile
● Financial, social and ethical stakes of biomedicine