Aurélien Vallée
Chercheur Informaticien - IT Analyst, Capital Fund Management
Software Engineer specialized in high-performance systems
- Writer for Developpez.com. A website on computer science & programming languages.
- Games Creators Network (GCN). An association of passionate C++ game programmers.
- Publication of numerous online articles on C++, image synthesis and games programming
- Occasional participation in “demo-parties”. Programming contests on digital rendering.
- Project manager & lead coder of a programming language distributed on GPUs, LASCO (“Langage de Shaders et Compilation Optimale”).
- Miscellaneous personal projects:
A ruby preprocessor for C++, a proof of concept to allow reflection and introspection.
A game engine library supporting multiple abstraction layers.
CLang reflection/introspection support plugin through type_info extension
SSE3, cache friendly, projective geometry library
- My website on computer science: http://www.coderbasement.com
Specialties
- OS: GNU/Linux, MacOS X, Windows
- Technologies: Middlewares (SWIG, ICE), Multithreading (OpenMP, Win32 threads, boost::threads, TBB), Data (XML, YAML, JSON)
- Programming languages: C/C++ (Expert), Java, Pascal/Delphi, Ruby, LISP, ASM x86/x86_64(+SSE2/3), SQL
- Libraries: STL, Boost, Loki, OpenGL, Qt, SFML, SDL, wxWidgets, FastCGI, RubyOnRails
- Tools: Visual Studio, vim, GCC, CLang, UML softwares, SVN, Perforce, Git, CMake
- Languages: French (Primary), English (Technical)
24 contactsR&D in the market data core dev team
2011 - 2011Specification, conception & development of a market data playback software.
Support for heterogeneous (tick by tick/aggregated) data, transparent browsing through massive data sets, source-agnostic fast prototyping using python bindings
2010 - 2010Work on parsing & transformation of market data between multiple providers.
Various enhancements of the market data library, including the proprietary internal market data storage format/protocol.
Re-factoring & fine tuning of the business object serialization process
2009 - 2009Work on an automated market-data replayer for research simulation.
Several improvements in performance and usability of the C++ playback library, along with its python bindings allowing easy prototyping.
Design & performance improvements at high and low level.
2009 - 2009Work on Reuters Financial library Adfin.
- Thread safety, removal of deadlock & race conditions
- Optimization & profiling of multithread performance
- OpenMP
- Numerous financial & low level mathematic algorithm implementation