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Personal data

IT / Quant developer

Summary
A developer who has a strong technical background and a keen interest in quantitative analysis. I am looking for a suitable opportunity to work in a fast paced company to excel, deliver and achieve my potential.
Main traits: rigorous, reliable, responsive, problem solver, curious, self-starter, versatile

Work experience
SINCE JUNE 2011:
Gottex Asset Management (Nyon, Switzerland)
  • Quantitative developer
    • Technical overhaul and functional enhancements of the quantitative tool for portfolio construction and back-testing (risk parity allocation, portfolio optimisation, Monte Carlo simulations...)
    • Model review and research for enhancing systematic asset allocation of risk premia portfolios
    • Architecture, development and maintenance of a statistics computation engine (returns, risk measures, benchmark related statistics...)
  • Senior IT developer
    • Project management of systems domain migration: analysis, tasks distribution, implementation and tests
    • Development, documentation and support of applications monitoring back office activities, fund-related data and investment processes
    • Analysis, specification, architecture, development, documentation and support of an application dedicated to automation of reporting
    • Maintenance and evolutions of the reference fund database, back-end and front-end system
    • Maintenance and development of the data warehouse
    • Administration of the database dedicated to research (fund selection) and peer group analysis
    • Development of an engine to compute KPIs and KRIs
    • Support and administration of third applications
Business environment: Hedge funds, Long Only, risk premia, ETF, Webfolio (portfolio management), RiskMetrics, Bloomberg
Technical environment: Oracle, SQL, Python, Django, NumPy, Java EE, Flex, Hibernate, Matlab, Linux, Windows, Oracle Warehouse Builder, SQL Server, PL/SQL, SOAP, Jython, JPype, Perl, VBScript, ZeroC Ice, AMF, HTML5, CSS3, JavaScript, jQuery, XML, SSIS, SSRS, Livelink, SharePoint
FEBRUARY 2009 – JUNE 2011:
Earth Observatory of Singapore (Singapore)
"WOVOdat" project
  • Database administrator / developer
    • Correction and update of data model
    • Queries optimisation: adding indexes and constraints
    • Maintenance: technical documentation, development of scripts to check each table specific rules, errors correction
HBDS, MySQL, SQL, PHP, phpMyAdmin
  • Web developer
    • Conception of the data input/output system: analysis, functional and technical specifications, development, tests and technical documentation
    • Conception and development of the web user interface:
      • system for user registration / login
      • forms to load data manually or using files
      • visualisation of geographical data and graphics
Linux (Ubuntu), Apache, MySQL, SQL, PHP, PEAR, HTML, JavaScript, jQuery, Google Maps API, Flot, JPGraph, XML, XSD
JULY 2008 – DECEMBER 2008:
Wild Asia (Kuala Lumpur, Malaysia)
"Visualisation of GIS data on Google Earth" project
  • Software engineer
    • Analysis (research and study) of various GIS formats (ArcGIS, MapInfo)
    • Learning KML
    • "GeoToGE" software conception: functional and technical specifications, development, tests, functional documentation (written and demonstration video), users support
Windows, HBDS, Java SE, Swing
  • Web developer
    • Development of web user interface for visualising KML formatted GIS data
ColdFusion, HTML, JavaScript, Google Earth API
JUNE 2007 - SEPTEMBER 2007:
Institut Lasalle Beauvais (France)
Research internship "The effect of introduction of flaxseed on nitrate leaching risks in Picardie"
  • Research assistant
    • Collection of data, simulation and interpretation of results
Access, STICS, Excel

Education and certifications
2015: Financial Risk Manager (FRM) - Certified by the Global Association of Risk Professionals
Quantitative Analysis: top 25%Valuation and Risk Models: top 25%
2008: Master's degree with highest honours in "Computing Applied to Geographic Information Systems"
University Pierre and Marie Curie (Paris, France)
2007: 1st year of Master degree in "Sciences of Universe, Environment, Ecology"
Exchange program, National University of Singapore (Singapore)
2006: Bachelor degree with honours in "Fundamental Physics"
University Pierre and Marie Curie (Paris, France)
2005: Intermediate degree with great honours in "Sciences and Techniques"
University of Burgundy (Dijon, France)
2003: A Level with great honours in "Sciences", speciality "Mathematics"
Lycée Camille Claudel (Troyes, France)

Technical skills
Languages: SQL, PL/SQL, Python, Java (SE/EE), Matlab, C/C++, Fortran 95, Perl, VBA, PHP, ColdFusion, JavaScript, Ajax, HTML5, CSS3, Flex, XML, SOAP, cmd, sh
Frameworks/Libraries: Django, NumPy, Hibernate, PEAR, jQuery, Graphviz, Swing, Qt, OpenGL, Flot
Databases: Oracle, MySQL, SQL Server, PostgreSQL, Access
ETL: Oracle Warehouse Builder, SSIS
Structuring: HBDS, UML
IDE: Eclipse, Code::Blocks, Visual Studio, Notepad++
Operating systems: Windows (9x, XP, Vista, 7, 8), Linux (Ubuntu, Debian, Fedora)
Servers: Apache, Tomcat, JBoss
Third-party applications: InetSoft Style Report, DST Webfolio, OpenText Livelink, SharePoint, Siebel

References
Mr Christophe Verbaere
Head of IT
SYZ Asset Management
SWITZERLAND
LinkedIn
Dr Dominik Madon
Chief Information Officer
Ville de Genève
SWITZERLAND
www.ville-geneve.ch

Dr Antonius Ratdomopurbo
WOVOdat project leader / Senior research fellow
Earth Observatory of Singapore
SINGAPORE
www.earthobservatory.sg
Dr Reza Azmi
Founder and director of Wild Asia
Wild Asia
MALAYSIA
www.wildasia.org

Mr Bouillé François
Lecturer
École Nationale des Sciences Géographiques
FRANCE
www.ensg.eu

Miscellaneous
Languages: French (mother tongue), English (fluent), German (basic), Malay/Indonesian (self-learning)
Hobbies: Handball (competition), tennis, travel, genealogy, internet (webmaster and developer), collections (stamps, banknotes)

Achievements
  • Vice-champion for handball - Ain championship, 2016
  • Vice-champion for handball - Ain cup, 2014
  • 3rd place for tennis - Aube 3rd division spring championship, 2013
  • Vice-champion for tennis - Tennis Club of Villacerf tournament, 2012
  • Vice-champion for tennis - Tennis Club of Villacerf tournament, 2011
  • Champion for handball - SHC, SHL, 2010
  • Champion for handball - SHBCC, SHC, SHL, 2009
  • Vice-champion for tennis - Aube 4th division spring championship, 2008
  • Champion for tennis - Tennis Club of Villacerf tournament, 2007
  • Gold medal for handball - Inter-Hall Games, National University of Singapore, 2007
  • Champion for handball - Champagne-Ardennes championship, 2001
  • Gold medal for karate - Annual regional competition, 1998