Joined Soc Gen in the first years of their fully automated rates algo market making business with the responsibility of implementing, developing and monitoring the system for USD Interest Rates Swaps. This system was responsible for price streaming, hedging rates risk and handling swap specific risks.Position Role:- Lead the vanilla Interest Rate Swap Electronic Market Making strategy.- Coordinated the work of several developers dedicated to maintaining and enhancing automated trading strategies for USD Interest Rate Swap and US Treasury Electronic Market Making (Streaming and RFQs, Hedging, Risk Models, Residual Risks, Backtests…).- Supervised production and improved monitoring systems (live pnl, live risk, coherence between algo position and official internal positions…).- Back up for US Treasury Electronic Market Making.Major Achievements:- Developed USD Interest Rate Swap Electronic with the purpose of streaming various USD Swaps linked products: spot semi-bonds and annual money (as well as IMM, MAC, outright, main curves or flys) to Bloomberg and Tradeweb, deliverable swap futures (cbot) or ERIS futures.- Backtested high frequency trading strategies to execute hedging positions for the US Treasury and USD Interest Rate Swaps Electronic Market Making automatons.- Created short term predictive statistical models for price and rate movements of USD Interest Rates Swaps, US Treasuries and Eurodollars.- Created models for USD Interest Rate Swap curves and flys as well as swap spread movement on a time horizon of a couple of hours in order to help main strategy handle residual risk.- Modeled the impact of our current trading positions on the Market Making prices for vanilla Interest Rate Swaps and US Treasury.Series 3, 7, 57 and 63

• Led a study of yield curve construction methods, implemented them in C#, developed the associated visualization tool and created criteria to describe the hedging efficiency of these methods.• Developed risk visualization and reporting tools in C# for the US Treasury Electronic Market Making Desk.

Coursework in Financial Engineering, Deterministic Models, Stochastic Models, Simulation, Quantitative Risk Management, Machine Learning, Credit Risk Derivatives, Models and Computation in Quantitative Finance and Corporate Economics.

• Wrote a new version of the core data-mining algorithm with Matlab used by Hypercube to help its customers.• Developed methods for the selection of a phenomenon’s most influential variables.• Analyzed customer production data for a workshop in order to decrease the default rate.

• Led a project to determine the margins between the real pressure and the pressure calculated by prediction software.• Developed associated protocols and analysis methods in Excel.

• Prepared and participated in the education of 30 recruits of the Army.• Managed operational platoon of 15 soldiers for a boat loading.