À propos de Benoît
Français
Bilingue ou natif
Anglais
Bilingue ou natif
Allemand
Capacité professionnelle limitée
Expériences
- AML FactoryChief Technology OfficerEDITION DE LOGICIELSjanvier 2019 - Aujourd'hui (7 ans et 5 mois)92800 Puteaux, FranceMain missions:- R&D team manager (leadership and coordination of a team of 7 developers, Agile methodologies)- Core developer of the AMLF technological solutions (including the design of the front to back web architecture, the analytic systems (based on a distributed high-performance expert system), several core business modules (fullstack), the API and batches architecture, …)- Creator and maintainer of the DevOps infrastructure (CI/CD pipelines (bitbucket), Dockerfiles and applicative stacks (orchestrated and non orchestrated environments), monitoring stacks (ELK, Prometheus/Grafana, Portainer), testing frameworks and environments, deployment management (AWS))- Product manager (feature selection, specification, planning, roadmaps organization and monitoring, release management…)Technological expertise: Typescript, Angular/@ngrx/d3.js, RxJS, Node.js/Express, PostgreSql/Redis/ ElasticSearch, Ava.js, Docker/compose/Swarm/K8s
- SMILE INVESTMENT SOLUTIONSFounderBANQUE & ASSURANCESavril 2016 - décembre 2021 (5 ans et 8 mois)Paris, FranceR&D & Core development: Conception & development of the financial & machine-learning computation engines (allocation, funds selection, ...) and architecture using- Java / GPU- Matlab & R R&D Finance: development and improvements of allocation methods & financial analytics Full stack Web Development: Conception of the various web sites (including the main product's plateform), using- Angular, Angular Material, @ngrx, d3.js, Socket.IO- Express/Node.js- DockerBusiness Development
- RiskeliaDirector of Research and InnovationBANQUE & ASSURANCESfévrier 2011 - avril 2016 (5 ans et 2 mois)In charge of R&D at Riskelia. My research projects cover a variety of topics related to portfolio management and the modeling of market dynamics;• Asset allocation, GTAA, analysis of existing allocation methodologies and development of new heuristics,• Dynamic and adaptive trend-following systems, bubble detection mechanisms, systemic risk detectors,• Detection and modeling of cross-assets dependencies,• Markovian regime-switching replication of funds, for analysis and hedging purposes,• Data-mining, machine-learning, network and graph-related methods applied to finance (development of a framework for the dynamic clustering of financial time-series)• Relative-value break detectors, for applications in trading and portfolio management,• Trend-following based hedging strategies (notably for commodities hedging),• Tail correlation measures between assets,• Stress-tests methodology based on the live identification of driving factorsSome of this work has been documented in academic publications (peer-reviewed) and "CIR" Reports.http://papers.ssrn.com/sol3/cf_dev/ AbsByAuth.cfm?per_id=2039469I am also in charge of some consulting missions and a cowriter of the Radar newsletter.
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Formations
- Doctor of PhilosophyBirkbeck, University of London2010PhD, Mathematical Finance
- Msc, Applied Mathematics. Signal processing and Automatic machine Learning (MVA)Ecole Normale Supérieure de Cachan2006Msc, Applied Mathematics. Signal processing and Automatic machine Learning (MVA)