Fabien Le Floc'h

- PDE, Monte-Carlo, Analytic pricing for Equity derivatives vanillas and exotics.
- Large Basket Options pricing on GPU (CUDA).

- Developpement front to back d'une solution pour le trading d'options structurees OTC. Developpement de payoffs exotiques (Cliquet, Chooser, Rainbow, Performance, ...) et integration des pricers associes.
- Developpement de nouvelles fonctionnalites sur des produits derives d'action (e.g. Equity Linked Swap)

- Mise en place de la nouvelle plate forme de vente pour les 200 magasins Darty, basee sur Websphere Commerce.
- Encadrement technique d'une equipe d'environ 50 developpeurs/testeurs situee a Bangalore, Inde et de 5 developpeurs en France en collaboration etroite avec IBM Toronto Labs.

Worked for various US startups.
- Design and development of a social web site allowing people to share restaurant, books, and other media lists leveraging Ruby On Rails, Java, and Firefox Plugin technologies.
- Development of a distributed search engine of XML files based on Lucene and Jetty for Technorati
- Worked on a Single Sign On (SSO) system allowing access to protected internet resources for Sony Pictures Digital Entertainment. Developped the authorization Apache moduled, as well as the Java server managing the access policies and performing authentication. Integration with existing sites, including the SPDE J2EE music download application.
- Worked on a multi-terminal message system for whenMobile (an internet startup). Developped the server engine and optimized code of the presentation part.