Founder2019 - PRESENTAnts Ethic Sarl
Technologies: Angular, Node.js, ASP.NET Core, Entity Framework Core, Windows Communication Framework (WCF), REST APIs, Windows Presentation Foundation (WPF), C#
- Created a tailor-made CRM for an investment company to improve the conversion rate of their prospects. This was cloud-based with a WPF client.
- Created REST API for external systems connectivity on existing client mainframe. The goal was to add modern technologies as a facade to a legacy system that could not be migrated immediately.
- Oversaw security and certificate assignment to ensure proper encryption for the public website and internal application signing.
- Managed a small group of three developers creating a data-driven dashboard to leverage the client CRM data sets. Using Node.js and Angular, the team was able to deliver the tool in three months and put in place a continuous improvement process from there.
Architect and Team Leader2019 - 2020T-Systems
Technologies: ASP.NET, C#, Azure DevOps, Redis, Entity Framework Core, SQL, Azure, Angular, .NET Core
- Built a SAAS product from an internally used tool while adding new features, payments, two-factor authentication, a multi-tenant mechanism with a segregated physical database for data privacy.
- Improved system performance by a five-time factor and database usage/storage space by ten times to ensure scalability.
- Migrated a legacy application from ASP.NET to Core and EF to EF Core with SQL migration scripting on a 50Go database.
- Managed a team of ten developers spread across five countries. Improved communication, introduced communication medium and collaboration tools, streamlined deployments, and ensured best practices usage (Microsoft guidelines, C#-8, .NET core 3.1+).
- Added several new features to the core logic of the client's application related to financials and accounting management.
- Fixed a critical legacy bug that broke the data integrity on new year's eve (it rendered the whole data set unusable). Required full database reconstruction while integrating (with SQL scripts) the latest user inputs to ensure no data loss.
Administrator of Commodity/Energy Hedge Fund - Swiss Subsidiary2018 - 2019City Financial Investment Company - Cumulus Energy Fund
Technologies: Director, Commodity Markets, Commodities, Commodity Trading & Risk Management (CTRM), Hedge Funds
- Administrated the Swiss sister company of the fund. My role came with single signature rights.
- Followed up on finance and executive actions in Switzerland and our office in Geneva.
- Oversaw the relationship with auditors, service providers, and Swiss regulatory bodies.
Lead Risk, and Position Quant Developer2015 - 2019Cumulus Fund - City Financial Investment Company
Technologies: Bloomberg, Microservices, Entity Framework, Azure, Windows Communication Framework (WCF), Windows Presentation Foundation (WPF), C#
- Created the portfolio and risk management system for the Cumulus Commodity fund: The system was successfully migrated from its original form as an Excel spreadsheet and scaled from US $300 million to $2.4 billion.
- Created a historical position database for the fund with data-quality checking.
- Designed a market data repository connected to ICE, Bloomberg, StarFuel, and several in-house developed web scrapers.
- Developed Risk C# libraries based on linear algebra to help heavy parallelization, and robustness. This resulted in full EWMA volatility, and correlation logic, with Black-76 models for options on commodity, and VaR.
- Created an implied position projection of the full portfolio to lead asset-hedging trading.
- Created an option dashboard (position and aggregation level) to visualize (2D, and 3D charts) Greeks, and the in/out of money positions.
- Developed a virtual trading tool where traders were able to test any trade on the portfolio to understand if risk limits were reached and/or hedging was efficient.
- Oversaw the stress testing. This determined the dynamic, an unlimited number of stress tests that could be created on the fly by users to stress the full portfolio, and dive into the details, right down to the trade level.
- Created Data scrapers to gather agriculture data for commodity trading (the US, Americas, EU markets). Relevant data came in various unformatted forms and the process needed to unify and check data quality for another system to rely on.
Senior Software Engineer2013 - 2015Edmond de Rothschild, Private Banking
Technologies: Entity Framework, REST APIs, Microsoft SQL Server, Windows Presentation Foundation (WPF), C#
- Added performance analysis to the portfolio management tool. This was a mix of TWR, and MWR with a portfolio to position dispatch, and "dive in" UI.
- Created a portfolio builder, and simulator system for asset managers to be able to generate tailor-made reports for prospects and clients.
- Managed physical metal stock (gold, silver, platinum). I handled the stock, and physical security alongside VAT, legal, and compliance challenges within the software to ensure compliant movement in, and out of the vault.
- Developed a C#, and WinForm framework to industrialize small software and UI creation with data binding, code generation, and asynchronous data loading.
- Added commodity and derivative capabilities to existing stock, and bond portfolio systems alongside mark-to-market, correlation, and margin call reporting.
Development Analyst2008 - 2012Edmond de Rothschild, Private Banking
Technologies: Microsoft SQL Server, WinForms, Web Services, C#
- Created a Fund of Funds management software with the universe of 3000 funds. This grew from 1 to 6 billion AUM.
- Upgraded a currency overlay management software (order book, reporting, and fees calculation).
- Created a portfolio management software to price rich, and heterogeneous assets for (U)HNWI.
- Created a GIPS (TWR/MWR) compliant tool for currency overlay management.
- Created a report generator to template, generate, and archive rich financial product monthly reports. It had drag-and-drop UI components to add modules including charts, grids, and risk metrics for a services-based result.