Experience — Maxime Antoine

Experiences

Bullish is a regulated digital asset exchange that delivers reliable, low-cost liquidity and enables customers to earn income from automated market making.
Design and development of core features of Bullish exchange such as automated market making, margin trading and portfolio margining, perpetual futures and options.
Special focus on writing very high quality, low latency code that doesn't break.
Leveraging AI driven tools such as GitHub Copilot and GPT 4 to boost productivity and enhance code quality while managing risks.
Mentoring of junior members of the team.
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.
Tech lead for UIs within the FX strats group where I built a small team of developers while staying very hands-on.
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.
(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 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.
A client portfolio pricer for the equity financing desk using F# and React.
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 clients premises.
Key clients include GIC, Temasek, Mac Quarie, Khazanah, ADIA, ...

Design & development of in-house tools for APAC FIT desks including:
• 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.

As part of the global fixed income risk and valuation control group:
Lead the implementation of risk control procedures for ALM-Treasury for APAC scope
Design and development of various IT tools (Python, Excel/VBA, C#/WPF) to automate team tasks
Exposure to regulatory (Volcker rule, ) and operational risk (rogue trading or "fat finger" prevention) problematics

As part of the global fixed income risk and valuation control group:
Business process analysis, requirement gathering and training of the end users.
Design and development of an application to automatize the yield curve IPV process across the different participant teams (Europe, Americas, Asia).
Exposure to yield curve construction and IR products valuation methodologies (FRA, bonds, swaps, IR options, swaptions, ...)
Technologies: Excel/VBA, SQL Server, C#, ASP.NET MVC.

Recast 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).

Development of a position monitoring and risk management application for the company's trader (C# WPF, WCF, SQL Server).
Backtesting of proprietary quantitative trading strategys with R.

Maxime Antoine