Mission: In charge of all Sophis/FusionInvest developments for CANDRIAM
● In charge of updating & creating In-house Risk Numbers daily scenario/batch by the
FusionInvest Analytics Factory Engine
● Daily Xml extracts based on Fusion Reporting for In-house business files
● Technical Support & Fixes on FusionInvest
● Update or Create daily Toolkited Batches (Unsettled cash / closed positions, RiskNumbers &
Signaletics, market data extracts on opened positions for other teams, deal injection…)
● Updating SOA in-house functions on demand
● Migrating Fusion to 7.4.0 from 7.1.3 (lot of bug fixes)
Mission: In charge of Sophis FO developments for Equity Derivatives teams
● Update & developments on Sophis Plugins to provides WCF services for all Equity IT teams:
BO, commando, booking, Risk, …. For all Sophis needs
● Plugins management: read/write transactions/Folio, rights management, read/write market &
static data (Spot, YC, Repo, Tiers, Instruments) …
Mission: In charge of all Sophis FO developments for NN
● Sophis scheduled reports on full assets (Batch / reporting module)
● Migration of main modules from ING Bank to NN Re (Sophis Api C# / C++ / Toolkit lib)
● Deal & Instruments uploaders (Futures, FxForward, IRS, Options, Cash: RichMarketAdapter,
Sophis FileConnectors & API/Transaction)
● Batched market data upload to Sophis (Spot, Rates, Volat) and recon reports (Sophis API)
● Production support, retro-engineering and specifications on Sophis processes and business
needs for Sophis replacement (by In-House softwares)
Mission: Analyse business needs and user requirements for Commodities FO, MO, BO and Risk
● Regulation (Emir, Mifid, Dodd-Franck...)
● New project from scratch: Large Trader Reporting for CFTC (specification, agile binomial
with IT, …) based on Sophis market data & indicators
● IT specifications (and tests) for Sophis developments
Mission: In charge of support & development for Sophis Commodities Front Office
● Redesign of strategic processes (data server, pooling, Sophis Api outsourcing…)
● Development of new data & indicators extractions or evolutions on existing processes
● Evolution & performance on OLAP Cube for the Risk Direction.
● Optimization of the night batch (SQL request, C# code, monitoring, chain...)
Mission: in charge of several applications for Asset Managers (structured derivatives)
● Web Application (C#/ASP) to report data (valo, rating, report, XL…) for asset managers
● Heavy Clients (C#) to report and adjust instruments on all portfolios (risk team)
Mission: development of a pre-trade application managing the derivative life (emission to maturity)
● Coding of the server part through a dll using the Sophis RISK API (C++),
● Development of several client screens in C# / Silverlight (.Net 3.5)
Mission: contributions to the commodities Trading Tools team projects
● Coding of a parameters coherency control application (C#) with SQL Reporting GUI,
● Development of a computing and contributing indices application (C# - WCF).
Mission: Full Study of a new international trading platform (NY, Paris, London, HK)
● Technical architecture study with the team leader: client/service mode Architecture, data bus,
pluggable tools (RTCE, Sophis, Pricers, RMDS, in-house automaton...)
● Writing of functional specifications for all impacted desks: basket trading, market making
warrants, trading options, statistical arbitrage…
● Technical specifications for other teams concerning in-house modules to develop for the new
trading platform (pricer, dynamic data access, booking, historisation…)
● Contacts & presentation with technical partners (Reuters, Kdb/KX System, Horizon Software)
● Project Leader on the main basket/options trading automaton (3 ITs)
Mission: In charge of contribution project for equity derivatives and structured
● Maintaining and improving the contribution project (C++ server processes for getting &
publishing real time prices, C++/CLI client for traders): active monitoring, business evolutions,
performance & optimization, reliability…
● 1st level production support (active monitoring)
● Rewrite the contribution project into the automaton framework (2 developers)