Nicolas Grimaud Email & Phone Number

Paris, Fr

Région De Paris, France

Building and Leading a High-Performance Team: Managed a cross-functional team (6 developers, 2 Product Owners, 1 QA, 1 PAC) across Paris and Beirut, fostering collaboration and communication to consistently deliver high-quality features. In a high-pressure, complex environment, I empowered the team to reach its full potential, driving innovation and ensuring continuous alignment with business goals.Driving Strategic Projects through Leadership and Persuasion: Led the design and delivery of a stateless, scalable, and highly available calculation stack, which now serves as a foundational component for Murex’s Asset Management tool. This new stack not only improved performance and scalability but also opened the door for numerous new business solutions, positioning Murex to launch several key projects across different business areas.Ensuring Excellence in Quality and Delivery: Established a culture of quality through rigorous API reviews and the development of a "living documentation" system. Spearheaded the refactoring of critical codebases, drastically reducing technical debt and improving long-term maintainability. These initiatives positioned our team as a key contributor, with one of the lowest bug rates in Murex and a perfect 100% SLO adherence.Innovating with SQL Query Capabilities: Developed an SQL query API on top of our calculation results, offering users powerful tools for projection, filtering, aggregation, and joining data. This API made it significantly easier for users to interact with and manipulate complex data sets, providing flexibility and efficiency without the need for a full BI solution.

Paris

In the agile Risk based P&L team I'm in charge of redesigning the administration screens, housekeeping tools for RBPL in Java 8 and finalizing features for client delivery.We also have to find ways to optimize RBPL processing. This could lead us to review and modify architecture as well as optimize some part of the code.As part of technical leader of the RBPL team I'm working on the creation of a Jenkins instance to provide us continous integration and code coverage statistics using Sonar both on Java and C++ part.Feedback loop for compilation time as been reduced from ~3H to 15 min.Code coverage statistics allow us to deliver higher quality software as much as reduce warnings, errors and smells using CPPCheck and Valgrind.As technical leader of simulation team, I carry on providing support and maintenance on all simulation tools and grid computing framework.

Paris - Trocadéro

Design, Implement and maintain simulation/risk tools in Murex software.Design and develop the main risk tools in Murex software, mainly with C/C++/Java.Legacy code of risk calculation engine is in C and we hardly work to port it to C++.We work on the creation of MDK (Murex Dev Toolkit) which will be used internally as well as on the client side. Main idea is to create a C++/Java toolkit in order to maintain software easily.Achievements: P&L explain module extension in order to explain all calculated Greeks. (not only P&L)Design and development of a client grid framework for Datasynapse/MPC/Symphony (Part of MDK). Integration of this grid framework into the whole application in order to align VaR, Simulation, ETradePad platforms as well as legacy pricing tools on a single technology platform.Helped Quant team to implements their models using the new grid platform. This has enable them to price in bulk several deals in multiple market data scenarios. Black model for swap and swaption was improved by 10x thanks to the grid framework.Optimization of Simulation/Risk Matrix code, in order to improve software performances. Redesigned parts of Simulation code in order to make it easier to maintain and be more secure.Worked with LiveBook team in order to create a Risk Calculation Engine Grid Server, to scale the simulation on several grid engines. This part is in C++/Java.Manage and coach junior developers in their daily activities.Attended to several Murex courses on multiples side of the Murex Software.Financial skills : P&L variation – Greeks – VaR – ThetaTechnical skills : Agile - C/C++ - Murex API

Cacib - La Défense

Implemented multi curves pricing in risk management tools in CA-CIB Front Office Summit system.Those tools was developed using C++ and Misys/Datasynapse APIs. Achievements :Integration of multi curve pricing into Risk tools. (P&L, Greeks, Stress, VaR, Theta).Analysed of multi curve impacts on tools and databases performances.Optimization of tasks submission algorithm in order to obtain a better use of grid resources (+30%).Stored procedures optimisations.Financial skills : STRESS – GREEKS – VAR – THETATechnical skills : C++ - KSH – SQL – Datasynapse - Summit - Stored Procedures - Sybase optimization

C/C++ development on a Summit Front system at Natixis.Production technical support 24/24 of Paris/NY and Singapore Natixis financial center.Provider of support for our many users.Achievement :Redesign of all Natixis’s Summit Loaders to provide a unique framework to build new loaders. I developed a generic framework which is now used to create all Summit Loaders.Team Leader of the "Technical Debt" team which aim was to secure/improve daily production delivery.We created a tool to survey production reports generation. This tool was implemented in Java. It first goal was to survey P&L, Greeks, Stress, Fixing report generation and provide a production status in real time.Redesigned the way to submit tasks to the Datasynapse grid engines to improve performance and secure reports creation.Creation/Modification of several Summit reports.Creation/Modification of some Summit STP workflows.Etoolkit functionalitiesMigration to Summit 5.2Meta model modifications, and UI modificationsJava/J2EE development on GigaSpace framework. POC of a distributed market data cache using a replicated space with a mirror service.Implementation of a GigaSpace grid service to hedge trades in real time. We used JNI to be able to use Summit API from GigaSpace pu instances.Creation of an UI allowing surveying the real time hedge grid service.Financial skills : PNL – RISK – VAR – IR, credit, inflation derivatives Technical skills : Agile - Unix – C++ - Java - C# - KSH – SQL – Datasynapse - Summit

IT Developer on ASOT Project.This project consists in providing Asset Management & Back Office solutions to investors. It's based on Summit Mysis Banking Solution.I mainly used Summit C#/C++ API in order to develop from scratch :new reports, UI, STP workflows loaders and extractors.I also was in charge of the several migrations performed at each patch reception.Implementation of a matching trades tools using J2EE/GWT (Ajax). I implemented a tool that match Summit trades, versus client trades, versus counterparty trades. It was created in GWT which is a Java framework which compiler create Ajax code.This Ajax code is then executed on a Tomcat server.

IT Developer in charge of integrating Quantitative Research products in Summit Mysis Banking Solution. (Credit, IR and Inflation Derivatives)I worked with Quantitative team and I was responsible of integrating new models/instruments into Summit software.I mainly used C/C++ and Summit Financial API.I also worked on meta model and creation of new screens in Summit Classic for the new instruments.Quantitative team provide us the pricer and we linked it to Summit Pricing API.I designed a C++ toolkit wrapper on top of Summit Pricing API in order to ease creation of new princing instruments.I also was in charge of the non-regression tools (based on plupd and portrep reports)Instruments :Bermudean SwaptionCancellable BermudeanSpread IRGSpread DigitalCorridorContingent SwapCDSModels :Black-SchollsMarkov

Suresnes, Île-De-France, France

Migration des écrans de la plateforme Kondor+ de XView vers Qt.