Mes compétences :
Scripting
Development
Computer vision
Applied mathematics
Engineer
XML
Windows
Linux
Research
Database
Entreprises
Aston Carter
Londonmaintenant
Murex
- Credit Derivatives Software Engineer
Paris2012 - maintenantI have been working on the MX credit derivatives library (CDS, CRDI, CRDIO, SCDO, SCDOO,...) : bug fix, code improvement, database migration and new develoment. C/C++ language + Murex proprietary libraries.
I also use Python for scripting purpose (automate as many tasks as possible, compilation management,...), including python libraries from basic ones (os, sys, re,...) to more advanced ones (multiprocessing, subprocess, telnet,...)
Vidatis
- Consultant-Engineer
2010 - 2012Consultant on a long-term mission @ Credit Agricole Cheuvreux. (see below)
2010 - 2012I have been working on the developpment of a simulation matching engine (stocks market simulator and replayer) in the quantitative research department. C/C++/Python languages.
I have also been using this simulator/replayer for stocks market analyses and trading algorithms implementations. Python/Matlab languages.
Siemens Corporate Research - Princeton
- Intern
2009 - 2009Princeton, USA - 7 months - Research and development of C/C++ algorithms which perform people detection and tracking for surveillance purpose.
Mathematics - Estimation/Compression using wavelets , Image Filters and their link with Partial Derivative Equations , Deformable Elastic Models of Curves and Surface , Compressed Sensing , Advanced Mathematical Methods in Computer Vision , Medical Imaging
