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Google Cloud
Cloud Engineer / IT Quant Developer @
01 April 2023 -
Risk Engine: calculation engine and data analysis cloud migration to GCP in hybrid OnPrem/OffPrem architecture using Terraform for infrastructure as code.
IT Quant Developer @
01 October 2020 - 31 March 2023
XVA calculation engine implementation for IR (Summit) and Equity (Sophis Toolkit).
Summit IT Quant Analyst / Developer @
01 July 2019 - 31 October 2020
Summit MUST in Bonds product design for exotic equity certificates structures.
Risk Solution Architect @
01 February 2019 - 30 June 2019
Finance and insurance latest regulation (IFRS9) solution implementation.
Summit Technical Architect @
01 February 2016 - 28 February 2019
Risk calculation optimization using Redis caching technology.
Technical Architect / R&D Manager @
01 March 2012 - 28 February 2019
Architecture and design of xVA management proprietary solution EveriX.
Pattern Analysis and Neural Networks @
01 January 2004 - 31 December 2004
Master of Science in Research in Pattern Analysis and Neural Networks
Applied Mathematics for Finance and Computer Science @
01 January 2004 - 31 December 2004
National Engineering High School 'Grande Ecole' with advanced scientific training.