Jean Noël D. Email & Phone Number

Singapore

Singapore

Created and maintained the deep-learning repo for the team.Implemented and trained various deep learning models for camera and Lidar sensors (3D object detection) such as PointPillars and MonoDis.Designed and implemented the image annotation process.

Singapore

Developer of the fleet management for autonomous vehicles. Work with Elixir for the back-end, and Javascript/Flow/Redux/React for the front-end.Implemented features such as block management (ensure no 2 vehicles can enter a given area at the same time).

Singapore

Co-head of the software engineering team. Responsible for the development of Podsense and Podket (https://nogginpodket.com):Back-end development with Play Scala and MongoDb.Front-end development with Ionic/Angular.

Singapore

Designed and implemented a financial planning website, for individual customers (www.happytuixiu.com.sg).• Programmed a financial computation engine leveraging on derivatives experience and CFA wealth management knowledge.• Developed a web server API, with Java and the Spring framework, plus MongoDB as a database. • Implemented a user interface with HTML, CSS and Javascript, based on the Angular framework. • Followed a Behavior Driven Development approach (with Cucumber).

Singapore

Designed strategic solutions for the quantitative projects in Bank of Singapore, such as derivatives valuation system. Worked closely with the various stakeholders (market risk, product management in particular) to identify the requirements, planned the project development with the technology teams and the vendors and proposed improvements in processes for increased efficiency and risk reduction.

Singapore

Report directly to CEO and responsible for the structuring and pricing of derivatives for corporate clients, Sovereign Wealth Funds and High Net Worth Individuals, based in the Middle-East, Russia and Singapore. Oversee all aspects of transaction structuring and execution: price and structure solutions for clients, seek approvals from internal committees, review legal documentation and coordinate all the internal teams involved (e.g. trading, legal, back-office).

Dublin, Ireland

Developed and computed daily indicators (Profit & Loss, market risks, Value-at-Risk, P&L analysis) and checked valuations of new transactions.Invented a new model and developed the system for Value-at-Risk computation (for credit derivatives), which has subsequently been used on a daily basis by the management to monitor the financial risk of the company, and has also helped in checking the consistency of the pricing model.Developed and calculated the market-risk regulatory capital (Basel 1), which is sent on a monthly basis to the financial regulators.

Paris Area, France

Altran Systemes d'Information is a French leading consulting company, providing its clients with highly technical consultants in information systems. The company is particularly active in the financial services industry.Involved on 2 projects in Societe Generale, the first one as head of the team implementing trading and risk analysis tools for the Equity Derivatives trading floor, and the second as a quantitative analyst within the Interest Rates Derivatives team in charge of developing the new pricing software used by the trading desk.Programmed the Partial Derivatives Equation solver which is used extensively by the pricing software, helping the traders make informed decisions when they trade.Designed and programmed a whole application for the basket trading, allowing the team to share information on a real-time basis and to access various data in a single system. The team was more productive and could generate more profit.

Paris Area, France

Caisse Nationale des Caisses d'Epargne is a French semi-cooperative banking group, with around 4,700 branches in the country.Designed and programmed pricing tools on exotic Interest Rates Derivatives (flexible caps, Bermudian options). Tools were used by the Risk Management for checking the Front Office valuations, so as to provide an independent valuation and decrease operational risks.

Master, Economics, Physics

Mba, Business Administration And Management, General

Graduated with High Honors

Ms, Quantitative Finance