Professional Experience
Quant Engineer
BNP Paribas
- Developed Python-based pricing tools for Total Return Futures (TRFs)
- Designed scalable FX spot transformation service
- Mitigated $1M+ monthly exposure discrepancies through risk analysis
- Created ETF exposure validation algorithm
- Optimized dividend workflows (95% memory reduction)
Python
GNU/Linux
Ada
Go
Software Engineer
Murex
- Developed REST APIs for Portfolio Management (FIX protocol)
- Integrated services into MX.3 platform
- Engineered multi-threaded caching system (90% performance improvement)
- Standardized database versioning with Liquibase
Java
Spring Boot
C++
REST
Software Engineer Intern
Raise Partner
- Deployed gRPC server for financial data standardization
- Implemented Docker/Kubernetes orchestration
- Automated demo environment creation
Python
Kubernetes
ArgoCD
Helm
Education
ENSIMAG
Master's in Software Engineering
2015-2020
- Distributed Systems
- Stochastic Calculus
- Programming Language Theory
IAE Grenoble
MSc Quantitative Finance
2018-2020
- Thesis: Multi-FX Hedged Structured Products
- Risk Modeling
- Derivatives Pricing
Osaka University
Exchange Program
2018-2019
- International Studies
- Advanced Mathematics
- Cross-cultural Communication
Technical Skills
Programming
C++
Java
Python
Quantitative
Risk Analysis
Derivatives Pricing
Stochastic Calculus
Quantitative Modeling
DevOps
Kubernetes
Docker
CI/CD
ArgoCD
Helm
Frameworks
Spring Boot
gRPC
REST
Featured Projects
Distributed private cloud infrastructure with secure VPN access, automated deployments, and real-time monitoring. Multi-node Kubernetes cluster with GitOps workflows.
Kubernetes
ArgoCD
Traefik
Prometheus/Grafana
Docker
Automated replication strategy system with tracking error monitoring and scenario simulation. Integrated pricing engine with daily trade automation.
C++
.NET