Conception and implementation of a backtesting software and an automated trading system dedicated to trading strategies on futures- .NET-built user interface- realtime market-data managementConception of quantitative trading strategies based on :- technical analysis,- Fourier series,- neural networks,- pattern recognition

Conception and implementation of a financial library dedicated to the pricing of interest rates, foreign exchange, equity and commodity derivatives - Core library in C++, - Internet-based market data feed, - .NET-built user interfaceBusiness intelligence for portfolio managers, treasurers, and traders : - Pricing and sensitivities, - Computation of risk matrices and Value-At-Risk, - Valuation and backtesting of trading strategies.Building of dedicated reportings : - Debt and treasury management, - FX risk management, - I.F.R.S. effectiveness tests,

Marketing of the interest rates and foreign exchange structured products for the German and Austrian clients,Fixed income and FX relative value analyst ( Weekly publication of trade ideas involving IR and FX derivatives),Conception of 5 Strategy Linked Notes based on FX options and IR forwards