Aurelien Doucet Email & Phone Number

New York, New York, Us

Team Lead - Electronic Trading & Data Analysis - Cash & Derivatives Credit Products- Manage a team of 6 Software Engineers responsible for the support and development of a pool of 10 critical trading applications used by 50 Traders & 60 Sales. Applications cover a wide range of functionalities from Inquiry Management, Trade booking, Positions & Risk Management, Marking Tools, Trade Compression, Data Analysis.Main Achievements:- Led the CDX and Corporate Bond Flow Trading shift from Voice to Electronic over the last 5 years. Participated in every phases of the development and deployment of the new Inquiry Flow leading to a 60%-based electronic business with an average of 10,000 inquiries answered weekly.- Participated into the design and development of the new generation of Bond Position & Risk Management Application. Coordinated the gap analysis with the former system and flows, led the last 2 years of development, deployment, releases and enhancements.- Drive the Trading thinking tank made of Traders and Quantitative Technologists aiming at building new applications leading to real market share increase and PnL impact.- Lead the Data Analysis Team for Credit Trading: API design and development for efficient Trade Retrieval leading to Volume Reporting, Pattern and Trend recognition, Data Analysis such as Market Share explanation, PnL analysis, client focus.- GSession: Participated into the design and development of the Goldman Sachs proprietary Bond Auction Platform aiming at increasing liquidity of Corporate Bonds over limited time auctions.- Designed the latest Trade Compression Framework handling populations of trades in the order of 10,000 trades per hour leading to 60+ compressions per year. Regulatory Capital Savings were in the order of hundreds of millions of dollars.- Revamped a 7-year-old Index Option Expiry tool, critical for risk management on Expiry Day, suffering from poor performances due substantial Trading volume increase.

Paris, Fr

Quantitative Developer & Assistant Trader for Global Equity and Commodity Derivatives- Risk Monitoring: Developed and Interfaced various vanilla and exotic equity products pricers associated with risk monitoring tools through Greeks indicators, hedging utilities for efficient daily Delta/Gamma end of day hedge. Created the book infrastructure of 5 different desks leading to the customization of position management tools, optimizing portfolio analysis according to sensibilities monitoring explained through Greek indicators (delta, gamma, vega, theta, and rho).- Product Pricing: Development of custom pricers such as Variance Swaps unwinder, Correlation Swaps pricer, Vanilla Grid pricer, volatility fitting tools and PnL monitoring tools incorporating PnL effects explainer such as date effect, volatility effect, repo effect, and dividend effect…- Assistant Trader: Daily help in booking, risk verifications of different books, PnL Reporting to Management, enhancement of desk strategies for new trading opportunities, enhancement of our trading flow via the creation/ramp up of new OMS.- Constant work with quantitative Research team aiming at enhancing pricing performance and accuracy in any market conditions.

Paris, Fr

Designed a Collateral Management system for ECEP Middle and Front Office.- Commodities & Collateral Management Platform Development:Participated in the management, business analysis, creation of the specifications document, gap analysis, development and support of a brand new Commodity Financing and Collateral Management Control application. Led all the users’ discussions aiming at confirming the scope of the application functionalities. Acted as the central point for training, feedback collections, enhancement requests and prioritization. Remained involved in all steps of system development life cycle including development, Testing automation.1500+ man/days project, within a 7 people team which developed a fully integrated Web Based application leveraging Java, JSP, spring, hibernate technologies.

Paris, Fr

Summer intern PositionDevelopped a Client Credit Reporting and Reconciliation Tool for Finance department.

Chartered Financial Analyst, Finance

Master Of Engineering (M.Eng.), Engineering

Ms, Computer Science