Python Software engineer, with more than a decade of experience as a Financial Quant for diverse Investment Banks and Technology companies.
Development of client-facing financial libraries (APIs) for access to Bloomberg data and services within the new Bloomberg Quant platform (BQNT) in python. Focus on portfolio back testing and portfolio optimization problematics while providing state of the Art technologies solutions.
Implementation and deployment of viable solutions for buy-side clients within the new Bloomberg Quant platform (BQNT) in python. Solutions ranging from simple screeners and portfolio monitors to multi-factors analysis, timing FX investments strategies or multi-asset portfolio allocation. Working alongside product manager to help drive the development of the BQNT platform.
Integrate Bloomberg data and analytical tools into users’ workflows. Responsible of developing and implementing 200+ multi-asset class bespoke financial models (monitoring, pricing tools). Providing market feedback and product ideas to diverse product manager teams.
Support of the equity derivatives trading team, the fixed income and forex trading desk. Design and support diverse pricing, monitoring and reporting tools in diverse technologies.
Support of pricing process of listed and OTC Credit products (CDS and LCDS). Market monitoring “base trading” potentials opportunities.
Design, improvement and support all pricing tools for the equity trading team (vanilla and exotic), including a tool to help manage “front risk” (Greeks) for the equity single and index options desk.
Recreational basketball player and Jiu-Jitsu practitioner, I also enjoyed traveling and can watch any science fiction movie(Battlestar Galactica is by far my favorite).
While not learning a new programming language or catching up on the latest innovation in machine learning, I enjoy experimenting with Sub-saharan, Mediterranean, and Asian cooking recipes.