Olivier

Senior Software Engineer

Capula Investment Management•  January 2018 - Present•  Hong Kong/ London

Designed and deployed internal contribution models for Fixed Income JGB Bonds & Futures using Python, Pandas, Docker, Linux, with a Streamlit UI on AWS EKS. Built internal contribution framework for Equity Index Volatility integrating Bloomberg (blpapi) with Python. Developed a React Trade Entry Tool evolving into the global Strategy Trade Entry System covering rates products. Maintained and enhanced the Global Strategic Reference Data System using C# .NET Core, MSSQL, React, AG Grid, and AWS EKS. Implemented cross-functional approval workflow boosting update throughput 10x. Developed Pre-Trade “Premium-Only” workflow improving compliance. Enhanced Strategic P&L and Risk Sign-off workflow improving reliability. Improved P&L Time Series Visualisation performance by 4x.

Software Engineer

HSBC•  January 2017 - January 2018•  Hong Kong

Led development and built a scalable Python platform to support global Front Office Equity Derivatives with a team of 10 developers using C# and .NET. Deployed a Python-based platform to capture and store Equity Derivatives Listed Volatility in MongoDB and Pandas enabling advanced analysis and automating the marking process.

Lead Developer

JPMorgan•  January 2011 - January 2017•  Hong Kong

Led the APAC Front Office Development Team of 8 developers delivering high-performance tools for Equity Derivatives trading desks. Designed and deployed STAR, a Java/TibRV/Linux analytics platform improving stability, scalability, and time-to-market. Built and rolled out a dedicated Marking platform for Dividends, Equity, and Index Volatility. Managed publication of Equity Index Volatility Contributions to Bloomberg across APAC and US markets.

Team Lead

BNP Paribas•  January 2002 - January 2011•  Paris/ Hong Kong

Led the APAC Equity Derivatives Platform team of 20 developers delivering the rollout of the Strategic Risk Platform improving system stability and reliability. Directed the Global Equity Derivatives Pricing Tools team of 12 developers implementing and deploying a booking workflow that streamlined trade capture and reduced errors.