À propos de Michael
C# developer for the last 20 years in corporate banking, I'm particularly interested code craftmanship (clean code, refactoring, optimization and testing). I've also had quite a bit of experience with Angular/typescript/jasmine/karma and other languages (Java, python, rust) to lesser extent. I dabble in the NinjaTrader APIs for traders as well.
I'm currently training on AWS and Google Cloud (GCP) platforms as well as learning COBOL and Python languages.
Bilingual English/French
Anglais
Bilingue ou natif
Français
Bilingue ou natif
Russe
Notions
En télétravail uniquement
Travaille majoritairement à distance
Expériences
- Crédit Agricole CIBEquity Structured Products ITBANQUE & ASSURANCESjanvier 2018 - Aujourd'hui (8 ans et 5 mois)Paris, FranceProject: Smarteq - In-house pricing and booking system Pricing System: Development of Autocallable/Reverse Convertible/Airbag/Bonus product pricing and booking into Sophis.Pricing Configuration System (Command Center): BA/Dev Angular development of a pricing configuration intranet consisting of pricing policies for underlyings, trading classifications (Greek bumps) and call spread management.
- HSBC Global Banking and MarketsBusiness AnalystBANQUE & ASSURANCESnovembre 2014 - novembre 2017 (3 ans)Paris, FranceBA Market Data - Externalization of Sophis risk calculations. Project Manger/BA - Sophis Risque Real-time position implementation. Offshore Tech Lead - Managed 2 Indian resources for changing index and ETF composition provider (Markit to DeltaOne Solutions) Developer/BA - IT Quant - Day-to-day changes to pricing libraries.
- Societe Generale Corporate and Investment Banking - SGCIBSenior Functional Consultant - Credit DerivativesBANQUE & ASSURANCESaoût 2013 - octobre 2014 (1 an et 2 mois)Paris, FranceGUI non-regression tests on monthly basis. ISDA 2014 analysis and implementation. PAUG (Pay-as-you-go) implementation on concerned instruments (CDS on ABS, etc). Credit Event Blotter for updating default curves when defaults occur.
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Formations
- BA French/Business Administration, Western European StudiesUniversity of Pittsburgh1997BA French/Business Administration, Western European Studies
- Ingenerie et Optimisation de base de données (NFE106)Conservatoire National des Arts et Métiers / CNAM2013Ingenerie et Optimisation de base de données (NFE106)
Certifications
- Developing applications with Google Cloud SpecializationCoursera2020
- Google IT Automation: Crash Course on PythonCoursera2020