Nicolas Schaetti
Verified Expert in Engineering
Architect and Lead Developer
Nicolas is a successful developer with 15 years of experience in the .NET, C# world. A full-stack developer and architect highly experienced with greenfield projects, Nicolas created several front-office applications for private banking, hedge-funds and general industries worldwide. He specializes in high-value projects facing important constraints. Using a pragmatic and collaborative mindset, Nicolas remains very hands-on to complete complex tasks.
Portfolio
Experience
Availability
Preferred Environment
Entity Framework, Git, Windows Communication Foundation (WCF), Windows Presentation Foundation (WPF), .NET, C#, C#.NET
The most amazing...
...project I've worked on was a heavily parallelized risk metrics library using linear algebra to provide speed and evolutivity.
Work Experience
Founder
Ants Ethic Sarl
- Led a team of eight from the back end (ASP.NET) to the front end (React) with QA and design to build a large company dashboard platform, crushing large DBs and involving complex user experiences (tailored UI, charts, authentication, and permissions).
- Built a tailor-made CRM for an investment company to improve the conversion rate of their prospects. It was cloud-based with a WPF client.
- Created a REST API for external system connectivity on the 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 assignments 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 could deliver the tool in three months, and that continuously improved.
Architect and Team Leader
T-Systems
- 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 Subsidiary
City Financial Investment Company - Cumulus Energy Fund
- 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 Developer
Cumulus Fund - City Financial Investment Company
- Built 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.
- Built 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 Engineer
Edmond de Rothschild, Private Banking
- 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 Analyst
Edmond de Rothschild, Private Banking
- 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.
Experience
Position and Risk System | Commodity Hedge Fund
https://antsethic.com/portfolio/- Analytical tools
- Risk metrics and stress tests
- Granular asset and forex hedging
- Options and greeks hedging information
- Virtual trading to test strategies and portfolio limits
- Compliance reporting and custom pivot capabilities
CRM for an Investment Company
https://antsethic.com/portfolio/SaaS | Integrated Project Risks and Operations Management
https://antsethic.com/portfolio/Built from the ground up to sustain large amounts of data requested in large chunks for the analysis engine, the architecture is multi-layered and micro-services oriented.
I successfully assumed the role of team leader (managing five to ten developers) and architect, while being heavily "hands-on" in the back end. I administrated the Azure accounts for the client, both for development and production environments.
Skills
Languages
C#.NET, C#, XAML, SQL
Frameworks
.NET, .NET Core, Windows Presentation Foundation (WPF), Entity Framework Core, ASP.NET, IdentityServer 4, Angular, ASP.NET Core, Swagger
Libraries/APIs
Reactive Extensions, REST APIs, Entity Framework, Windows Forms (WinForms), Node.js, ReactiveX, OpenID, OpenAPI, Bloomberg API
Tools
Syncfusion, C#.NET WinForms, Git, RabbitMQ, Azure DevOps Services, Bloomberg
Paradigms
Model View ViewModel (MVVM), OOO, Service-oriented Architecture (SOA), Functional Reactive Programming, Azure DevOps, Microservices, REST API Architecture, API Architecture, Reactive Programming
Platforms
Telerik WPF, Azure PaaS, Director, Azure
Industry Expertise
Project Management
Other
Architecture, Windows Communication Foundation (WCF), Code Architecture, Portfolio System Design, Portfolio Analytics, Risk Systems, Greenfield, CTO, API Integration, APIs, Team Building, Azure Portals, Financial Market Data, Finance, Futures & Options, Option Pricing, Market Risk, Hedge Funds, Foreign Exchange (FX) Hedging, Commodity Trading & Risk Management (CTRM), Commodities, Commodity Markets, Web Services, Analytics, Risk Management, Leadership, Charts, Risk Models, Financial Risk Management, WCF Web Services, RESTful Web Services, Material Design, CRM APIs, OpenID Connect (OIDC), Portfolio Optimization, Tail Risk, Quantitative Finance, Algorithmic Trading, Scraping, Monte Carlo, Xamarin.Forms, Mathematics, Physics, Computer Science, Trading, Applied Mathematics, Development, Language Models
Storage
Azure SQL, Azure Blobs, SQL Server 2010, SQL Server 2016, Redis, Microsoft SQL Server, Redis Cache, SQL Server 2012
Education
Master's Degree (Magna Cum Laude) in Finance
Université Grenoble Alpes - Grenoble, France
Master's Degree in Computer Sciences and Applied Mathematics
Ecole Nationale Supérieure d'Informatique et de Mathématiques Appliquées - Grenoble, France
Bachelor's Degree (Summa Cum Laude) in Mathematics and Computer Sciences
Université Grenoble Alpes - Grenoble, France
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