cv Jean FACK uk.pdf


Aperçu du fichier PDF cvjeanfackuk.pdf

Page 1 2 3 4 5 6




Aperçu texte


Jean Fack
Developer C++ Finance
jean.fack@laposte.net
https://www.linkedin.com/in/jeanfack/
3 masters in Financial Market, Data Scientist et Machine Learning.
C++ (10A) - Python (3M) - C#(1A) - Java (2A)

Profile
Rank

COMPETITION
https://www.codechef.com/users/jeanfack
max Elo 1828 the January 14th 2020 (32/361 France; 10672/211089 World)

Letter

RECOMMANDATION
https://www.cv-pdf.fr/2020/03/24/recommandation/

Diplomas

2010

2004
2002
2001

GRADUATE
https://www.cv-pdf.fr/2020/02/23/diplomes/
Master Professional « Financial market option econometrics ». ESSEC/CNAM - Paris
 1st on 71 students on examen :
« rates products and portfolio management ».
 Econometric project :
« Indirect inference and stochastic volatility model». Implementation in R.
 Portfolio project :
« Portfolio allocation by Monte-Carlo simulation ». Implementation in Excel.
Master Specialized « Business intelligence for bank and insurance ». ENST - Brest
 Projet MathFi :
« Derivative products pricing by Monte-Carlo simulation ». Implémentation en Excel.
Master Research « Machine learning and decision ». - UPMC Paris 6
DEUG math, licence and mastery in computer science – ULP Strasbourg 1

FUNCTIONAL SKILL
Pricing : Linear and non-linear (B&S, Heston).
MathFi
Simulation : Monté-carlo, binomial model CRR, GARCH.
Classification : K-means, CART, C4.5, Khi2Merge.
Data Mining
Optimization : gradiant, simulated annealing, tabou search, evolutionnary algorithm, ants.

Langage

Library

TECHNICAL SKILL
Imperatif : C++, C#, Java, Delphi.
Script : Python, Perl, VBA, bash/ksh, DOS.
Math : R, Gauss, Mathlab.
Make : GNU make, ant, Apache maven.
Functionnal : Caml, Prolog.
Meta : Lex/Yacc(Ocaml, Flex/Byson), LISP.
Database : relational (Oracle, Sybase, MySql), graph (Neo4j).
Versionning : clearcase, Rational Team Concert, git, subversion.
Code analysis : AQTime, rational purify/quantify.
Continuous integration : Jenkins.
Cloud: heroku, aws, graphenedb.
Documentation : UML(Microsoft Visio), GraphViz, Latex, Doxygen.
Finance : Mysis Summit, Quantlib, Lexifi, 3VFinance Titan.
Data structure : STL, Boost, , xml(DOM, Xerces/SAX, xpath, JAXB), Hibernate.
Webservices : WPF/Winforms(C#), Spring(Java), Play(Java).
Parallelism shared memory :Windows thread (C++), Posix (Unix C), TPL (C#).
Parallelism distributed memory : Datasynapse (C++/Java).
Machine learning : Weka, Pandas/numPy/scikit-learn (Python).
Middleware : Tibco rdv, IBM Websphère MQ, Corba.

1/6