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Yann MaquinYM

Yann Maquin

Senior Python/C++ Engineer — Capital Markets

1 200 €/jour
Genève, CH
15 ans et +

Délai de réponse moyen : 1h

À propos de Yann

Senior software engineer with 10 years of experience designing and delivering Python and C++ solutions for capital markets clients, including tier-1 investment banks and central clearinghouses (CCPs).

Domain expertise— Multi-asset coverage across OTC derivatives (interest rate swaps, FX, credit), listed derivatives and clearing workflows (margining, trade lifecycle, post-trade processing), and equities & cash products.

Quantitative background— Several years as a Business Analyst at a leading capital markets technology vendor, working alongside quants and trading desks on pricing libraries, risk models, and front-to-back platform integration. This gives me a working understanding of the quant side (model inputs, calibration, P&L attribution) that I bring back into engineering work.

Technical stack— Python (Pandas, NumPy, scientific libraries), C++, SQL, Git. Comfortable across the full delivery lifecycle: requirements gathering, design, implementation, testing, deployment.

Available for missions remote — open to Software Engineer, Quant Developer, or hybrid BA/Dev positions.
  • Français

    Bilingue ou natif

  • Anglais

    Bilingue ou natif

En télétravail uniquement
Travaille majoritairement à distance

Expériences

  • ING
    Senior Software Engineer
    BANQUE & ASSURANCES
    janvier 2024 - janvier 2026 (2 ans)
    Amsterdam, Netherlands
    -AVA computation tools — Python development— Designed and implemented in-house tools for the computation of Additional Valuation Adjustments (AVA) in a regulatory context (prudent valuation framework). Built in Python following SOLID principles for maintainability and extensibility, and leveraging Pandas and NumPy for efficient computation on large data sets. Delivered production-grade code reviewed and consumed by the Risk teams.
    - Data preparation for model validation— Contributed to data cleaning and pre-processing of large source data sets as part of the AVA model validation workstream, ensuring consistent and reliable inputs for benchmark runs and back-testing exercises.
    -Iterative delivery with Risk teams— Worked closely with the Risk teams in an iterative prototype-and-validate cycle: implemented successive prototypes of AVA computation logic, presented results to Risk for review, and progressively converged towards the fully validated implementation. Translated risk requirements into clean code and arbitrated trade-offs between modelling exactness and implementation pragmatism.
    -CI/CD & test automation— Industrialized the software delivery process by setting up CI/CD pipelines and extensive automated test coverage (unit, integration, regression), shortening release cycles and improving production reliability of the AVA tooling.
    Numpy Python Pandas Git Prudent Valuation
  • LCH
    Software Engineer
    BANQUE & ASSURANCES
    janvier 2022 - janvier 2024 (2 ans)
    Paris, France
    -Equity Clearing — Software Engineer (CCP environment)— Hands-on Python development on the Equity Clearing platform of a central clearinghouse (CCP). Designed and implemented in-house tools in Python / Pandas / NumPy to automate functional and regression testing of the clearing engine and to monitor production behaviour across daily clearing cycles — surfacing anomalies on positions, margin computations, and end-of-day processes.
    -CI/CD & cloud delivery— Industrialized the software delivery process by setting up the CI/CD toolchain end-to-end: source control and branching strategy with Git, automated build and test pipelines, and deployment to AWS. Reduced release friction and improved traceability of changes reaching production.
    -Quant collaboration on VaR features— Worked directly with the CCP's Quant team to validate the implementation of new VaR-related features on the margin calculation framework: aligned on model specifications, designed test cases against quant benchmarks, and drove resolution of discrepancies between quant prototypes and production implementation.
    Python clearing Pandas Listed Derivatives Git
  • Neoxam DataHub
    Product Owner
    EDITION DE LOGICIELS
    mars 2021 - décembre 2021 (9 mois)
    Paris, France
    -Roadmap definition— Gathered and prioritized requirements from Product Managers, Pre-sales teams, and key client stakeholders to shape the DataHub software roadmap, translating business needs into a structured backlog of epics and user stories aligned with commercial strategy and delivery capacity.
    -Agile delivery management— Led a cross-functional Scrum team of developers and QA engineers, running sprint ceremonies (planning, daily stand-ups, reviews, retrospectives) and acting as the primary point of contact between business stakeholders and the engineering team to ensure smooth, predictable delivery.
    -Backlog ownership— Owned and groomed the DataHub product backlog: wrote user stories with clear acceptance criteria, defined release scope, arbitrated trade-offs between new features, technical debt, and client-specific requests, and validated deliverables against business intent.
    product owner Post-trade Software Development Life Cycle (SDLC) Management d'équipe Requirements gathering

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Formations

  • Advanced Master in Financial Techniques
    Essec Business School
    2009
    Advanced Master in Financial Techniques
  • Engineering degree in Telecommunications
    IMT Atlantique
    1999
    Engineering degree in Telecommunications

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