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
I bring a passion for innovation and a track record of delivering high-performance solutions to complex financial challenges
- French (native langage)
- English (fluent)
- Mandarin (basic)
- General programming (Python, C#, Java)
- Functional Programming (F#)
- AI driven development (GitHub Copilot, GPT 4)
- Web Applications (React, REST, web sockets)
- Algorithms and data structures
- OOP Design Patterns
- Domain Driven Design
- Microservices Architecture
- Low latency coding
- Structure, pricing and risk of standard derivatives
- Interest rate term structure modelling
- Linear optimisation in high dimensions
- Strategies back testing
- Monte Carlo