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Equity derivatives

Location:
London, England, United Kingdom
Posted:
April 03, 2019

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Resume:

French Engineering degree & MSc in IT + MSc in Finance

Trading and broking experience in Equity derivatives Strong programming skills - C#, Python, JavaScript & VBA

(cf. personal projects)

WORK EXPERIENCE

Apr. 14 -

Present

Kyte - Market Securities, London

Equity derivatives broker on Eurostoxx (Vstoxx, Dax, Ftse and D1)

• Broking listed options between banks, market makers and HF + screen execution

• Created a pricer to follow interests, react faster to price changes + visual and voice alerts (VBA)

• Created a DB to store all Eurex block trades + Bloomberg data on Eurostoxx in order to create a unique daily aggregated dashboard for HF clients about trade trends, volatility and strike positions (VBA, SQL) Nov. 13 -

Apr. 14

Kyte - Market Securities, London

Broker assistant and operations (1 year non-compete clause from Optiver)

• Daily operations assisting the brokers across all departments + P&L reporting

• Maintaining and developing new MO, BO and compliance tools for the company to decrease manual interactions on P&L and reconciliations, adapt to new desks / increase in volumes / regulatory requirements (all tools still in use) (VBA, SQL):

o Created special daily P&L and KPI reports for top management (company/desk/client levels) o Upgraded the MO tool for cash trade reconciliations (30% quicker in the evening and in the morning), new automatic P&L features and reports

o Created the MO tools for FI desks, FX desks and derivatives desks (database, reconciliation and P&L features)

Jul. 12 -

Oct. 13

Optiver, (leading market maker), Amsterdam

Equity derivatives trader

• Derivatives market making on European stocks (financial and misc.)

• Market making / option pricing of 7 stocks, on the screen and broker market

• Managing positions and exposures according to volatility and market conditions

• Trading senior desks while they were away

• Designed new tools to monitor positions and enhance admin tasks (VBA) for the whole team o Stock borrowing rates watch

o Stock and index movements watch (visual and voice alerts) Nov. 10 -

Sep. 11

Société Générale Corporate & Investment Banking, Paris Information security consultant in financial markets

• Produced, enhanced weekly/monthly KRI/KPI dashboards on SGCIB worldwide perimeter (VBA)

• Designed, deployed and ran level 2 controls (VBA, Unix, PHP, SQL)

• Handled DLP case investigations

• Managed security/pentest audit campaigns

• Made an in-depth market study about automated pentest tools to deploy at SGCIB Feb. 10 -

Aug. 10

Internship: BNP Paribas - Group Information Systems Security, Paris Security analyst - CSIRT (Computer Security Incident Response Team)

• Achieved website security audits, computer forensics, risk analysis and level 2 controls

• Worked on Balanced Scorecards and created a reporting platform (VBA, PHP, SQL)

• Set up a security watch to collect and read all relevant security news on the Internet Jan. 09 -

Jul. 09

Internship: Société Générale - Corporate & Investment Banking, Paris Developer – Global Network Team

• Developed a technical and administration tool for all network devices (Perl, shell)

• Coordination and deployment for Europe and the USA (3 000 devices, 150 000 ports) Morgan VINCENT

13a Orsett Terrace

W2 6AJ LONDON

Mobile: +44(0)7-462-***-***

Email: ac8zss@r.postjobfree.com

EDUCATION

2011 - 2012

SKEMA Business School, Sophia Antipolis (ex-CERAM & ESC Lille)

• MSc in Financial Engineering (FMIT) - Grade: Valedictorian

Options, futures and derivatives, exotic options, fixed income

VBA, SQL, C#, Bloomberg

2005 - 2010

University of Technology, Troyes (UTT): a five-year French Grande Ecole

• Engineering degree in Information Systems and Telecommunications

Computer sciences, networks, mathematics, signal processing, information theory

VBA, SQL, Shell & Unix, Java, Perl, UML

2009 - 2010

University of Technology, Troyes (UTT)

• MSc in Information Systems Security - double degree

Network security, Information security, cryptography 2008 - 2009 Lund Institute of Technology (LTH), Lund, Sweden

- 6-month exchange semester

• Electrical Information Technology - Digital communications, information theory and security PERSONAL PROJECTS

Sep.18 -

Present

CryptoDemon (C#, JavaScript, TypeScript, MongoDB, Solidity)

• Building my own RPG mobile game in C# with Unity

• Creating the backend server for multiplayer / database / saves and server validations (TypeScript, NodeJs)

• Developing a unique concept of hybrid marketplace for players to buy / sell their in-game content seamlessly in the blockchain or the usual way (based on Loom) Jan. 18 -

Sep. 18

Cryptocurrency Algo trading (Node.js, Python, VBA)

• Fully autonomous trading system created from scratch in Node.js

• Research, backtesting, optimisation and implementation of my own strategies

• 6 intra-day strategies running live (since Jun18), on 100+ coins on Binance (VM running in Japan)

• Assessing liquidity impact of live strategies output vs demo backtesting

• Working on new strategies (very short term and 1/3-day long trades) 2017 Forex and futures - Signals research and backtesting

• Research and backtesting of strategies (Indicators, mean reversion, time range, candles) on MT4 KNOWLEDGE & OTHER SKILLS

COMPUTING

Programming: C#, Python, VBA, JavaScript, TypeScript, Unity, MongoDB, SQL, MT4

LANGUAGES

French: Mother tongue

English: Fluent

PERSONAL INTERESTS Macroeconomics, machine learning, virtual reality games Flyboard, snowboard and wakeboard



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