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Maxime Antoine

Maxime Antoine

Lead quantitative software engineer

Employed Open to opportunities
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Quantitative developer specializing in derivatives trading logic, risk engines, margining, and exchange workflows. 14+ years building mission-critical trading systems in FX, fixed income, crypto and AMM/CLOB exchanges.
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Experiences
  • Contributed to the design and implementation of cross-asset margining across two base currencies, enabling clients to margin positions more flexibly across heterogeneous products.
  • Rewrote the exchange auto-deleveraging (ADL), insurance fund management and liquidation logic to clarify edge cases and improve risk management capabilities.
  • Designed and implemented a position-transfer workflow allowing users to isolate individual positions for margin purposes, enabling more granular collateral allocation and clearer liquidation boundaries.
  • Contributed to the design of spread markets, ensuring correct implied-order construction and consistent risk/margin handling.
  • Main technologies: Java, KDB/q, SQL, Python.
  • The quantitative development team is a product-aligned team responsible for the research, design, and delivery of Bullish's hybrid CLOB/AMM trading engine.
  • Co-designed and delivered a new spot margin trading system, compatible with AMM liquidity amplification, including risk, liquidation, peer to peer lending and auto-borrowing.
  • Co-designed and delivered perpetual futures product from scratch, including execution logic, settlement, funding, risk, liquidation, ADL, and integration with the AMM.
  • Developed a randomized testing framework simulating tens of thousands of execution scenarios to validate trading-system and AMM invariants, ensuring correctness of margining, funding, liquidation, ADL, and hybrid CLOB/AMM execution.
  • Led a cross-functional team (8pax) to enable multi-pool liquidity routing, enabling execution of crosses against AMM liquidity.
  • Main technologies: Java, Python, SQL.
  • E-Trading Strategy sits within Nomura’s Global Markets division,
    following a “strats” model rather than being a more traditional IT function.
    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.
  • Contributed to Nomura Live, Nomura's eFX platform aggregating spot, forwards, swaps and options pricing and execution capabilities.
  • Built trader-facing FX curves construction and calibration tools which greatly improved real-time control over pricing.
  • Developed high performance analytics including a historical trade blotter that can search, sort and filter millions of trades to analyze fill quality.
  • Main technologies: Java, Python, SQL.
  • Design and development of components for the cash equity trading system, including a client portfolio pricer for the equity financing desk and a trading mandate system (C#, F#, SQL).
  • 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.
  • As part of 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.
  • Main technologies: Python, SQL Server, F#, multi-processing.
  • Design and development of new features 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, C#, SQL)
    • 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 (C#, SQL).
  • 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.

Software Engineer

42 Capital
May 2010 to September 2010
Paris
  • Development of a position monitoring and risk management application in close collaboration with traders (C#, SQL).
  • Back-testing of proprietary quantitative trading strategies (R).
Skills

Languages

French (native) English (fluent) Mandarin (basic)

Technology

Java, Python, C#, SQL High-reliability trading systems

Finance

Derivatives lifecycle (perps, futures, options), Hybrid CLOB/AMM microstructure & execution logic, Liquidation & ADL mechanisms Margining models
Education

"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.