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Maxime Antoine

Maxime Antoine

Lead quantitative software engineer

Employed Unavailable
A highly motivated, self-starter and enthusiastic quant engineer with 14 years of experience in quantitative and trading application development for the financial industry.
I bring a passion for innovation and a track record of delivering high-performance solutions to complex financial challenges
  • Building a next generation trading engine for the OG crypto derivatives exchange.
  • Multi-asset margining, liquidation, ADL and insurance fund management in a high performance and low latency distributed environment with up to 250x leverage.
  • Main technologies: Java, KDB/q, SQL.
  • Bullish is a regulated digital asset exchange that delivers reliable, low-cost liquidity and enables customers to earn income from automated market making.
  • Delivered complex projects in a high performance environment, leading virtual teams of up to 8 and mentored junior developers.
  • Design and development from scratch of a single digit latency perpetual futures trading system, including auto market-making, handling >2.5bn/day at the time of leaving.
  • Design and development from scratch of a margin trading model with peer to peer lending handling >40m/day notional at the time of leaving.
  • Delivered improvements to the auto market maker at the core of the Bullish exchange and researched portfolio margining and options.
  • Proof of concept of a RAG-enhanced ChatGPT instance that can use company knowledge as a side project (langchain, vertexAI).
  • Main technologies: Java, Python, SQL.
  • E-Trading Strategy sits within Nomura’s Global Markets division as part of the Digital Office, following a “strats” model rather than being a more traditional IT function.
    We are a user oriented team operating globally in Tokyo, Singapore, London and New York.
    We are responsible for all E-Trading platforms in the dealer-to-client and dealer-to-dealer spaces, including pricing, execution and price distribution, across cash and derivatives.
  • Worked with a large team of consultants to deliver a successful rebuild of Nomura Live, Nomura's FX Single Dealer Platform.
    (Technologies: React, Openfin, Java, Caplin FX, LMAX disruptor, KDB, SQL).
  • Designed, developed and successfully released a new desktop UI for traders to configure and stream FX curves.
    This greatly improved both traders control over the curves and streaming latency by ~80%.
    (Technologies: C# WPF, Tibco).
  • Developed a fast historical blotter that can search, sort and filter millions of trades. (Technologies: Java, LMAX disruptor, Caplin).
  • Design and development of components for the cash equity trading system following micro-services architecture principles, including:
  • A client portfolio pricer for the equity financing desk using F# and React.
  • A trading mandate system from scratch including the front-end in React, back-end in C#, Redis, SQL and a full coverage of unit and end-to-end tests.
  • Promotion and implementation of agile methodologies (TDD/BDD, continuous integration, continuous delivery, containerization, …) in the team.
  • CapitaLab is a quantitative financial technology
    group within BGC Partners, responsible for optimising portfolios of financial derivatives for large investment banks and buy-side clients.
  • Tech lead embedded in the quant team I was responsible for the architecture, performance and scalability of the portfolio optimisation engine.
  • Delivered exponential performance gains in the portfolio compression engine: from 2h30 to 3 mins through algorithmic complexity reduction and better use of data structures.
  • Halved the memory used by the risk calculation engine by fixing memory leaks and improving the multi-processing implementation.
  • Improved the test framework: 3x test cases for 25% of run time through better parallelisation.
  • Optimisation of SQL queries joining tables with billions of lines through indexing.
  • Coached the quants on clean code, system design and test automation principles.
  • Main technologies: Python, SQL Server, F#, multi-processing.
  • eFront is the leading software provider for the alternative investments and risk management areas of the financial services industry.
  • Design and development of enhancements and new functionalities for APAC FrontInvest clients (C#, Javascript, SQL) both in office and at client premises.
  • Key clients include GIC, Temasek, Mac Quarie, Khazanah, ADIA, ...
  • In close collaboration with FIT trading desks, design and development of various trading & risk tools such as:
    • yield curve & volatility surface models for pricing and risk applications (Excel/VBA, C#, SQL Server)
    • An intraday PnL Forecast tool for Treasury APAC desks (Python).
    • A service providing real-time transfer rates for internal clients + corresponding contribution tools for treasury desks - 800+ users across APAC region (AngularJS, C#, SQL Server, Windows service).
  • Improved team development practices by promoting SOLID and agile principles, TDD and streamlining the development pipeline through better use of source control and CI/CD.
  • Exposure to various FI derivatives across multiple markets (swaps, bonds, options, ...)
  • Redesigned a tool aiming to predict end of day volumes across different parts of the company’s SI.
  • • Re-engineered and improved the proof of concept (VBA).
  • • Designed and developed a new production version as a web application (PHP, Oracle).

Software Engineer

42 Capital
May 2010 to September 2010
Paris
  • Development of a position monitoring and risk management application for the company's trader (C# WPF, WCF, SQL Server).
  • Back-testing of proprietary quantitative trading strategies with R.

"Classes préparatoires aux Grandes Ecoles"

Lycée Claude Fauriel

September 2006 to June 2008
Intensive undergraduate studies in mathematics, physics and chemistry (MPSI & MP) in preparation for competitive entrance exams to the top French engineering schools.

Engineering degree - Master's degree in computer science

EFREI - Ecole Française d'Electronique et d'Informatique

September 2008 to August 2011
Major in computer science with minor in financial maths.
  • French (native)
  • English (fluent)
  • Mandarin (basic)
  • General programming (Java, Python, C#, C++))
  • Functional Programming (F#)
  • AI driven development (GitHub Copilot, LLMs)
  • Web Applications (React, REST, web sockets)
  • Algorithms and data structures
  • OOP Design Patterns
  • Domain Driven Design
  • Microservices Architecture
  • Low latency & high performance systems
  • Structure, pricing and risk of standard derivatives
  • Interest rate term structure modelling
  • Linear optimisation in high dimensions
  • Strategies back testing
  • Monte Carlo
  • Market microstructure