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Manager Java

Location:
Canada
Posted:
March 09, 2010

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Resume:

Létonnord SAINT FLEUR

*** **** ********* *** ***

514-***-****- 514-***-****

**********@*******.***

Summary Murex Java quantitative analyst/ Developer, presents the follow competences:

Murex (Report, Dynamic Table, Data Mart, Report Batch…)

Java, VB, Matlab, J2EE, Excel-VBA, Access, SQL, XML/XSL, Murex, C++.

Power Designer, Rational, Ant…

Financial Products such as: Some Options, futures, some Swap, Forwards, Bond…

Machine Learning, Stochastic Simulation, Numerical analysis, VaR, Time series

Caisse de dépot (Investment Bank, Canada) Nov 2007 – Now

Experience

Design and develop a new reporting system by using Data Mart and xml BD

Develop a process for Equities and Bonds Netting

Analyze client request, design and develop new report form Murex System

Analyze and Solve problem in night production

Support existing systems

(Windows XP, Unix, Sybase, Murex, Visual Basic, C#)

BrookfielPower (Electricity company, Canada ) May – August 2007

Daily report which gives the gas and oil price variation for New York Market, power price

for many markets such as: New York and Nepool. It presents also the weather forecast.

Regression tool allows estimating the basis for different zones knowing the reference zones

prices.

Neural network for forecasting the electricity price for many Markets

(Windows NT, oracle, Matlab, excel, Bloomberg)

Press Informatique (France), March 2005 – July 2005

Design & development a Statistical component

Design & development a component which interfaces an AS400 system and an App Web

(Tomcat, Java, Oracle, Hibernate)

Aston (France), August 2004 – February 2005

Workflow to manage catalogs and requests from employees of National Bank of Paris

Workflow to manage consumers and Cegetel offers (Telecommunication Compan y)

(Web sphere, Java, Oracle, Hibernate, OJB, JSP, Struts)

OCE France. February 2002 – Jul 2004

Development of tool for sending files to a bank for Assedic

Design and development of an Interface for a workflow app and printing management app

Development of many modules of Web workflow app for Peugeot Company

XML Summary for Bank of CA

Development of many modules of printing workflow for Peugeot Company

(Apache, Java, Oracle, XML)

CNAF (France), Summer 2001(Intern)

J2EE App

Interface for the J2EE app and a Progress App

(Weblogic, Java, Oracle, XML/XSL)

Ste Croix(Haïti), Nov 1999- Sept 2000

Design and Implementation of an application to manage a Station Radio

Network manager

(File Pro)

MSc, Mathematical Finance, Montreal University, Sep 2005-April2007

Education

Projects :

Using Monte Carlo for estimating an exotic option

Implementation of the VaR

Using Machine Learning to manage Portfolio

Using matlab for Numerical Analysis projects (implied variance…)

Evaluation of an American Option with NIG and Monte Carlo

Analyze and Model to a forecast for some time series

MSc Computer Science, Nice University-CERAM France Oct 2000 – Nov 2001

BS engineering (Haïti) 1998

Unix, Windows, Murex, C++, Java, Perl, VB, Oracle, SQL, Matlab, J2EE, XML Bloomberg

Technical

French, English

Languages



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