Etienne de Boursetty, Software Developer in New York, NY, United States
Etienne de Boursetty

Software Developer in New York, NY, 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

Location

New York, NY, United States

Availability

Part-time

Preferred Environment

JetBrains, Visual Studio, C#, Windows

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

    2010 - PRESENT
    Element Capital Management
    • Designed and developed a custom language and an API for multi-dimensional time-series analysis in C#.
    • Designed and developed an in-memory time-series datastore for quick access to financial models with indices and asynchronous replication.
    • Built 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 time series, various trade blotters, tools to help with execution, and a PnL attribution tool.
    Technologies: Microsoft Excel, SQL, ZeroMQ, F#, C#
  • Business Analyst

    2010 - 2010
    Credit Agricole
    • Served as point of contact between traders, quants, and developers.
    • Designed a way to simulate the aging of an investment portfolio to inform traders of potential future risks.
    • Wrote specs for the development of commodity index trading.
    Technologies: Microsoft Excel, Java, Python, C#
  • Quantitative Developer

    2007 - 2010
    Credit Suisse
    • 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: Microsoft Excel, C#
  • Video Compression Intern

    2006 - 2006
    France Telecom
    • Worked on the 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 (MDCT).
    • Analyzed and presented results using Microsoft Excel.
    Technologies: H.264, C

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 time series 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, C, Python, Java, F#
  • Frameworks

    .NET, NUnit
  • Libraries/APIs

    Bloomberg API, Protobuf, Node.js, Quandl API, ZeroMQ
  • Tools

    Excel-DNA, ReSharper, Microsoft Visual Studio, Microsoft Excel, Visual Studio, JetBrains, Jenkins, RabbitMQ
  • Paradigms

    OLAP, Real-time Systems, Concurrent Programming, Agile Software Development
  • Industry Expertise

    Financial Modeling, Algorithmic Trading
  • Other

    Algorithms, Data Structures, COM, API Design, Numerical Methods, Software Development, Quantitative Calculus, H.264, Unix Shell Scripting
  • Storage

    MySQL, MongoDB
  • Platforms

    Windows

Education

  • M.Sc. degree in Computer Science/Signal Processing
    2002 - 2007
    Ecole Superieure Electricite - France

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