CV Jean FACK short uk.pdf



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Jean FACK
Déveloper IT C++ Finance
3 masters :
- Financial Market.
- Data Science.
- Machine Learning.

 jean.fack@laposte.net
 92600 ASNIERES-SUR-SEINE
 linkedin.com/in/jeanfack
 Français
 Île-de-France

C++ (10 ans) - Python (1 an) - C# (2 ans) - Java (2 ans)

Competition
CodeChef
1680 Elo (07/09/2022)
20941/236122 (top 9%)
https://www.codechef.com/users/jfack
CodeForces
1132 Elo (21/11/2022)
41903/129536 (top 33%)
https://codeforces.com/pro le/jeanfack

Informatique
Alexis BONNET
Responsable Summit IT Monde, HSBC CIB
https://www.cv-pdf.fr/2022/10/05/recommandation-alexis-bonnet
Roland PORTAIT
Professeur titulaire de la chaire de Finance, CNAM Paris
https://www.cv-pdf.fr/2022/10/05/recommandation-roland-portait
Preuve de diplôme
https://www.cv-pdf.fr/2020/02/23/diplomes

Graduate
2010

Master Professional « Financial market option econometrics »
ESSEC/CNAM – Paris
1st on 71 students on examen :
« rates products and portfolio management ».

2004

Master Specialized « Business intelligence for bank and insurance »
ENST Brest

2002

Master Research « Machine learning and decision »
UPMC Paris

2001

DEUG math, licence and mastery in computer science
ULP Strasbourg

1996

BAC Science option Mathematics
Jean de Pange High School Sarreguemines

/

Functional Skill
MathFi
Pricing : Linear and non-linear (B&S).
Simulation : binomial model CRR, Monté-carlo.
Data Mining
Classi cation : AFD, K-means, CART, C4.5, Khi2Merge.
Optimisation : gradiant,simulated annealing, tabou search, evolutionnary algorithm, ants.

Technical Skill
Langage
Imperatif : C++, C#, Java, Delphi, Rust.
Script : Python, Perl, VBA, bash/ksh, DOS, Powershell, Crystal.
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, SQLite), graph (Neo4j).
Documentation : UML(Microsoft Visio), GraphViz, Latex, Doxygen, Sphinx.
Library
Finance : Mysis Summit, Quantlib, Lexi , 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 (C++), Pandas/numPy/scikit-learn (Python).
Optimization : IBM Cplex.
Middleware : Tibco rdv, IBM Websphère MQ, Corba.
Software
Versionning : clearcase, Rational Team Concert, git, subversion.
Code analysis : AQTime, rational purify/quantify.
Continuous integration : Jenkins.
Cloud : heroku, aws, graphenedb.

/

Experience
05/2020 02/2022

Developer C++/Python expert in optimization
Banque de France Paris - Place de la Bourse
Member of the Innovation Pole, attached to the SMOT (TARGET2/TARGET2SECURITY Project Management
Service), development and maintenance of the MOM (Mathematical Optimization Module) for T2S delivery
settlement.

10/2015 06/2017

Technical Leader C++
3VFinance - Groupe Viel Paris - Place Vendôme
Member of the development team of Titan ® Software , evolution and maintenance of the nancial library.

12/2014 09/2015

IT Quant C#
Natixis AM Paris - Quai d’Austerlitz
Member of Data Pricing Model Services team, integrate the Lexi ® library in Apollo software for sensitivity
computation for vanilla rates products.

12/2009 11/2013

IT Front C++
HSBC CIB Paris - Champs-Elysées
Member of Fixed Income Front O ce IT team, around Summit ® (1,000,000 trades, 2000 users) and
Datasynapse ® grid (2000 cpu), develop and support applications.

03/2006 11/2009

IT Risk C++
Crédit-Agricole CIB Paris - La Défense
Member of Fixed Income Front O ce IT team, around Summit, around Summit ® (400,000 trades, 1000
users) and Datasynapse ® grid (400 cpu), develop and support applications.

04/2005 09/2005

Developer Engineer C++
GL-Trade - Groupe Sungard Paris - Place de la bourse
Member of IT team, develop and support trading software GL-Trade ®.

04/2004 09/2004

Machine learning specialist
Isoft Paris - Saclay
Member of R&D team, put in place discretization tool in machine learning library of Data Morphing software
Amadea ®.

04/2003 09/2003

Machine learning specialist
Dynamic Capital Management Paris - New York
Member of R&D team, put in place optimization tool for tuning parameters of trading algorithm.

04/2002 09/2002

Machine learning specialist
Laboratoire d'Intelligence Arti cielle de Paris 5 Paris - Université Descartes
Member of research team, Modelize compétition and coopération in plants. Compare simulations results
with biological and ecological knownledge.

04/2001 09/2001

Machine learning specialist
Laboratoire des Sciences de l'Image de Strasbourg Strasbourg - Université Pasteur
Member of research team, put in place time knownledge in classi cation hybrid algorithm of remote sensing
image by take into account time information in images take at same position but with di erente date.

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