conception et développement en C#/.Net Core 5 des services "back-end" en Web API et gRPC,
dans le cadre de la refonte du système "Register" (Enregistrement de Participants aux
Événements); création d'une POC autour de GraphQL; rédaction d'études d'architecture pour la
DI, et contrôle de leur mise en place; mise en place d'outils de génie logiciel pour la
documentation et la qualité du code C#.
responsible de l'architecture et implémentation des Interfaces monétiques
et tiers: écriture d'un ensemble de Web Services SOAP/XML/JSON très sécurisés, permettant de
"tokeniser" et effectuer des paiements, de type différents, sur plusieurs platformes de paiement
et notamment PayExpert et Adyen; mise en place des classes utiliraires de la gestion de la sécurité:
verification de la conformité RGPD et PC IDSS; redaction de la documentation; contrôle
de la qualité via automates de tests;
"Hôtelier": developpment en mode Agile de microservices et de WEB Services, permetant aux partenaires (du type Expedia et Google)
d'obtenir en quasi temps réel des informations fiables sur les changements de prix et de disponibilité
des chambres de leur périmètre.
Ces services Java, au couplage "lache", s'interfaçent avec de processus "back-end" en C++ via
HTTP, via du JSON très optimisé; j'ai eu la responsabilité d'écrire les classes qui effectuent des
"filtres", des tranformations métier et des "compressions" de données, de manière à optimiser le
stockage physique et temps d'éxécution: environnement: IntelliJ/Java 1.9/JBoss/Mockito/Proto
Buf.
Mise en place de tests automatiques via le framework "Mockito" et analyse de la qualité du code
via SONAR Cube.
C# dans la société APPI pour le développement d'un monitor et outil de planification et pilotage de
robots
design and implementation of interactive
programmes in C/C++/STL for the trading rooms of Bruxelles,
London and Amsterdam (derivitive pricers, risk calculators, ...)
build around the Summit 5.4 « front (critical projects at “Credit Agricole Technologies”
in St Laurent du Var, France, where I am responsible for recoding the entire “SEPA cash
management payment system” to the European norm, as well as rewriting the “Conservatory
Fees” module t allow analysts to do simulations on the formulas used for computing management fees. Both of these modules use Winforms/CLR 3.0/C#/.Net and are coded to
a high standard to guarantee a sufficient level of graphical performance and reliability.
Used Crystal Reports add-in to summarize and analyze aggregate data
on performance of each salesperson(“break-down”, down”),
including dynamic reports from
user generated SQL-Server data.
,Iwasthe C#/C++ Technical Project leader for the design and implementation of a custom
C++ and C#/.Net interface between the front-office Summit application and Microgen
MO/BO trade accounting
Designed, coded and deployed the XML-based application interface to production.
Intranet application at Société Générale in La Défense, France Project
leader for for VWAP and TWAPand custom order entryin Java, including
interface to market trade confirmation service; This three man-year project was successfully completed around June 2009.
GEOS C#/.Net Project: Technical Lead at CDC-Ixis Asset Management o coordinated
all aspects of technical integration and validation with the users and sponsors.
4 The“Risk Analytics” does both compliance, mathematical analytics and trade simulation impact
analysis for externally defined calculations.
The ‘MetaConstraint’ model that
Iwroteis used as both acallable
API and activated as a Web
Service.Ituses many of the advanced features of the Microsoft .Net
Framework
2.0 and represents around
17 000 lines of multi-threaded C#code.
It constitutes the core calculation engine of the GEOS Trade
Management System currently in production.
, I designed and built the core “BData” component of the trading
system: a large, N-Tier distributed C#.Net application that does the following:
▪ Feeds and reconciles dividend and price information into the
Kondor V 2.x front-office application from Bloomberg and Reuters in real-time;
▪ Encapsulates
all of the Bloomberg “real-time “and historical data via API
access methods, making them accessible to Excel spreadsheets as COM+ objects;
▪ Allows fully generic access to Blooomberg via external XML descriptions, for
example : Ticker Lists and Attribute Lists, via embedded COM+ objects;
▪ Automatically reconciles codification, dividend and pricing errors between
Bloomberg and Kondor+;
▪ Re-coding of proprietary valuation SQL logic for 2.6 Kondor+ compatibility;
The project was designed in Rational Rose and uses many of the sophisticated features of .Net :
mutli-threading, serialization, and reflection. The application is about 9000 lines of C#/.Net.
As “Project Director and Lead”, designed, modeled and coded the large “Gerico Feeder” applications
which :
▪ Models all “Trade”, “Position” and “Statics” data used by all of CASAM’s applications in an
XML/XSD schema (20 different Instrument asset classes);
▪ Injects all of the data into an external, specialized “RiskEngine” and does integrity
validation on all of the data;
▪ Normalizes CASAM’s view of all of its trading data from the Kondor+ system into one
unique XML representation;
▪ Allows traders and analysts to use complex Excel spreadsheets to parameterize risk
execution strategies, which generate dynamic XML;
▪ Seamlessly integrates OLAP, SQL-Server, Sybase, and Excel “RiskMetrics” files into one
homogenous, extensible framework;
The “GericoFeeder” is written entirely in Microsoft C#-.Net , using all of the major classes (ODBC
5
database access, reflection, collections,...) and Transact-SQL; it represents 4 man-months of coding
effort and is about 11 000 lines of code.
▪C/C++ development using Summit Financial Toolkit v3.42 for interest rates derivatives
(caps, floors, swaps, swaptions and exotic products) pricing and MtoM computation.
▪CC++ Toolkit & XML transformations of text files export for Excel use of standard report
analysis.
▪Migration from “STICC” API to pure C++ Financial Toolkit and performance
optimization (memory use improvement, Summit best practices compliance...) of legacy code.
▪Functional enhancement using Financial Toolkit, ( such as addition of “risk groups”
management for cash flows generation filters)
▪Implementation of Grid Computing software (from Data Synapse) for hedge
computation, Unix shells (ksh, sh...) development, output analysis and metrics
▪C++ and Transact-SQL expertise for the development team.
on “Real time MTM and Risks Engines” Project
leader for design, code, are multi-threaded, and highly optimized for optimal network performance;
Expertise on the use of Summit eToolKit and STK, including mentoring of junior .Net developers;
Chief 3 experienced developers: assured
the quality and integration core financial logic, human interface, and
back-end database processing through automation tools;
Wrote the Technical “Programmer Documentation” for maintenance and evolution;
Successfully deployed the application to production ;