À propos de Laurent
Anglais
Capacité professionnelle complète
Français
Bilingue ou natif
Expériences
- S&PDeveloper PythonBANQUE & ASSURANCESseptembre 2018 - Aujourd'hui (7 ans et 8 mois)Hong Kong, R.A.S. chinoise de Hong Kong1. Developed App to create PCF (ETF composition)✓ Started with a POC on Excel/VBA for HK team✓ Built Python App for APAC w. PyQt5 interface✓ Expanded to PCF made in Bangalore, US, UK✓ Provided training & Tier 3 support✓ Synergized on GitLab & Managed team of 3 dev✓ Multi-Threading for time consuming actions asDownloading Files✓ Class (dB, FTP, XLS) and decorators (singleton,timeout on process w. Thread)✓ Beta: Migrated to Flask (Jinja, html, CSS)2. Initiated Data Science in HK Office✓ Is PHP Bonds Liquid within an Index?▪ Logistic Reg. - Charts w. Matplotlib, seaborn…✓ Hackathon on Kaggle. 12th/150 teams acrossthe globe. Using lightgbm, xgboost…3. Quality Check (QC) - Stale ETF, missing Data✓ Front E: Initiated Data visualization on Tableau✓ Back End: Created SQL MERGE to feed QC dBfrom Production (set on Power Shell)
- Crédit Agricole CIBCommando Lead in APAC (Linear & Exotic FI)BANQUE & ASSURANCESseptembre 2017 - août 2018 (11 mois)Hong Kong, R.A.S. chinoise de Hong Kong1. Assisted day to day Trading✓ Supported all Asians trading desk✓ Linear: Participated to Quant libraries calculusand distribution into VBA tools✓ Exotics: Helped on PnL calculation withintegration of Risks (Greeks) & mkt moves2. Managed team and new project✓ Supervised Junior developers✓ Refined tools and simplified information flows✓ Set SQL server dB up and connect tools✓ Data Mining on Korean Website w. VBA/html✓ Designed report display w. Tableau
- Société GénéraleData Analyst / Commando VBABANQUE & ASSURANCESavril 2016 - août 2017 (1 an et 4 mois)Paris, France1. Data Visualization: Tableau✓ Migrated Reports online with Tableau✓ Pioneered Google Analytics reports✓ Initiated expected NNA model2. Manage Data: SQL Server db✓ Consolidated consistency of Data✓ Remodeled of Views & Requests✓ DB Owner: Managed db access rights3. Developed Visual Tool: Python + VBA✓ Implemented and improved Libraries (*.xlam)✓ Connected VBA to Bloomberg & FTP server✓ Pandas: Calculation & report of volatility, TE…
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Formations
- Master en Finance de MarcheCNAM2013