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HSBC CIB
Dec 2009 - Nov 2013
http://www.hsbc.fr
Paris-Champ-Elysée
Contract
Consultant SII (Société Pour l'Informatique Industrielle) Paris
Position
IT Front.
Member of Fixed Income Front Office IT team, around Summit ® (1,000,000 trades, 2000 users) and
Context
Datasynapse ® grid (2000 cpu), develop and support applications.
Development and support of real time mktdata feeding server of into Summit :
 Functionnal :
 Linear Interpolation of missing bucket on rates curves.
 Technical :
 Development and support of market data access Bloomberg / Reuters (C++/Java/C#).
 Development and support of direct market feeding from trader (spreadsheet VBA).
 Development and support of feeding server (C++/Java/TIBCO rdv).
 Development and support of web server (tomcat/spring MVC).
 Reafactoring of xml-object mapping with JAXB (Java).
 Configuration in Summit of new market data.

Task

Exportation of Swap, Exotic, Fra, Mm from Summit (C++) to Microgen (C#) with FpML format :
 Fonctionnal :
 défine FpML fields from Summit meta-model fields.
 Technical :
 C++ Summit stk API et Summit meta-model.
 Put in place real time trade feeding process Front to Back (C++ Summit stk API and must
API/webservice MQ/C# WPF).
 Reporting of trades characteristics and cashflows to Back.

Development and support around Summit pricing :
 Functionnal :
 Rate product pricing validation in Summit.
 Technical :
 Généralize rules using 5 différentes représentations into uniq table (Oracle).
 Générate décision tree using datamining algorithm C4.5 (weka API) .
 Simplify tree by introduce knowledge on data.
 Visualization/support of rules with GraphViz.
Functionnal Rates products pricing, greeks, interpolation.
C++ (STL, Boost), C# (WPF), Java(spring MVC /JAXB), VBA , Python, dos, Summit(3.7, 5.2 FT, stk API,
Technology must API, Orbix CORBA), DataSynapse 4.2, ORACLE 9.2, Websphere MQ, TIBCO rdv, Weka, Graphviz,
Clearcase, Rational Team Concert, Ctrl-M.

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