Etienne de Boursetty

Etienne de Boursetty

New York City, United States
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Etienne de Boursetty

Etienne de Boursetty

New York City, United States
Member since April 10, 2016
Etienne has been working in the financial industry for 10 years, building models and market analysis tools for traders at world class financial institutions and hedge funds. Working primarily in C#, he has designed and developed large scale data analysis platforms that allowed business-focused team members to quickly crunch vast quantities of numbers efficiently.
Etienne is now available for hire
Portfolio
Experience
  • C#, 9 years
  • Bloomberg API, 5 years
  • Excel, 9 years
  • Financial Modeling, 9 years
  • SQL, 9 years
  • Real-time systems, 9 years
  • Concurrent Programming, 5 years
  • F#, 4 years
New York City, United States
Availability
Part-time
Preferred Environment
Windows, C#, Visual Studio, JetBrains
The most amazing...
...thing I've designed is a 'fluent' timeseries analysis library for financial mathematicians as well as a generic OLAP cube that manipulates objects.
Employment
  • Director of Modeling and Technology
    Element Capital Management
    2010 - PRESENT
    • Designed and developed a custom language & API for multi-dimensional timeseries analysis in C#.
    • Designed and developed an in-memory timeseries datastore for quick access to financial models with indices and asynchronous replication.
    • Designed and developed the infrastructure used to price the firm’s position and to calculate risks, scenarios, and VaR.
    • Wrote various financial models to price trades including FX vanilla options, FX exotic options, and equity index options.
    • Organized code structure and managed code workflow for the entire technology team.
    • Designed and developed a plugin framework to allow quick delivery of financial models as well as code separation between quantitative developers and infrastructure developers.
    • Participated in the development of various tools used by traders including a multi asset trade pricer, a tool for plotting/analyzing timeseries, various trade blotters, tools to help with execution, and a pnl attribution tool.
    Technologies: C#, Excel, F#, ZeroMQ, SQL
  • Business Analyst
    Credit Agricole
    2010 - 2010
    • Served as point of contact between traders, quants, and developers.
    • Designed a way to simulate the aging of a investment portfolio to inform traders of potential future risks.
    • Wrote specs for the development of commodity index trading.
    Technologies: Excel, C#, Python, Java
  • Quantitative Developer
    Credit Suisse
    2007 - 2010
    • Developed the commodity index risk management platform in Excel/C#.
    • Developed tools to calibrate and monitor interest rate correlations and volatilities.
    • Served as a point of contact between quants, traders, and technologists to integrate financial models into calculators and presentation layers.
    Technologies: Excel, C#
  • Video Compression Intern
    France Telecom
    2006 - 2006
    • Worked on H.264 compression standard: Designed and implemented a compression algorithm based on edge recognition in C.
    • Implemented an alternative to block filtering using the modified discrete cosine transform.
    • Analyzed and presented results using Microsoft Excel.
    Technologies: C, H.264
Experience
  • Data Analytics Platform (Development)

    I designed an OLAP cube that can manipulate complex objects instead of raw data. I used this cube to manipulate timeseries of financial models. This allowed my team members to create and run very complex financial analyses without having to code anything.

Skills
  • Languages
    C#, SQL, JavaScript, F#
  • Frameworks
    .NET, NUnit
  • Libraries/APIs
    Protobuf, Bloomberg API, ZeroMQ, Quandl API
  • Tools
    ReSharper, Excel, Excel-DNA, Visual Studio, RabbitMQ
  • Paradigms
    OLAP, Real-time systems, Concurrent Programming, Agile Software Development
  • Misc
    COM, Financial Modeling, Numerical Methods, API Design, Algorithms, Quantitative Calculus, Algorithmic Trading, Jenkins CI, Shell Scripting
  • Storage
    MySQL, MongoDB
Education
  • M.Sc. degree in Computer Science/Signal Processing
    Ecole Superieure Electricite - France
    2002 - 2007
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