cv Jean FACK uk.pdf


Aperçu du fichier PDF cvjeanfackuk.pdf

Page 1 2 3 4 5 6




Aperçu texte


EXPERIENCE
3VFinance - Viel Group
Oct 2015 - Juin 2017
http://www.3vfinance.com/
Paris-Place Vendôme
Contract
Intern
Position
Technical Leader C++
Context
Member of the development team of Titan ® Software , evolution and maintenance of the financial library.
Handover :
 Development on rate products.
Refactoring and optimisation project (1 year) :
 Encapsulation of financials products (OOP).
 Migration of the data structure in Qt ®.
 Put in place Contract Programming (Design by Contract) Paradigm in critical section of code.
Task
 Put in place best practices :
 Coding rule : Scott Meyers “Effective C++”, Herb Sutter “Exceptional C++”, etc.
 Agile Method : Robert C. Martin “Agile Software Developpement”, etc.
 Test Driven Development : Kent Beck “Test Driven Development”, etc.
 Put in place pré-computation.
 Parralelize computation with QtConcurrent.
 66 % reduction in treatment time of Titan ® Benchmark.
Functionnal Pricing on vanilla products, Lexifi librairy, Apollo financial software.
Technology C# .NET 4.0, LINQ, SQL-Sybase, Teamcity, Svn (Tortoise), Graphviz.
Natixis AM
Dec 2014 – Sep 2015
http://www.nam.natixis.com
Paris-Quai d’Austerlitz
Contract
Consultant Sedona Paris
Position
IT Quant
Member of Data Pricing Model Services team, integrate the Lexifi ® library in Apollo software for
Context
sensitivity computation for vanilla rates products.
Handover on Lexifi library (https://www.lexifi.com) :
 Fonctionnal :
 Handover on the pricing models.
 Technical :
 Développement of sample in C#.
Integration library in Natixis system :
 Fonctionnal :
 Lexifi configuration from Apollo (Editeur) and Apiload (Natixis homemade).
Task
 Validation of models parameters with business.
 Comparaison with la librairie Fincad ® (http://www.fincad.com/ ).
 Documentation.
 Technical :
 Modélisation of architecture with GraphViz ®.
 Integration of library with framework Natixis in C# .NET 4.0.
 Continuous Intégration with teamcity ®.
 SQL-Sybase optimization for Apiload.
 LINQ .NET for Apollo system.
 Data Load on demande and cache system in C# for reduce query.
Functionnal Pricing on vanilla products, Lexifi librairy, Apollo financial software.
Technology C# .NET 4.0, LINQ, SQL-Sybase, Teamcity, Svn (Tortoise), Graphviz.

2/6