Chief responsibility for the Quantitative and IT projects. Day-to-day team responsibilities include executing consulting assignments, presenting informational briefings on R&R Precision Metrics TM • Designed a graphical waterfall language used to price and structure ABS, MBS and CDO deals. • Ported and developed new functionalities (including multiple cross collateralized pools deals and CDS pricing algorithm) in ABS*TRAK, a periodically updated credit performance metric (entirely developed in Java) for ABS and MBS structured securities. Conducted the customization of the Delinquencies Markov Transition Matrices algorithm. • Consulting assignments include: CDS valuation engine, ABS ranking algorithm, ABX Index modeling in ABS*TRAK.

• Designed a complete Excel toolkit for hedge fund analysis (Drawdown analysis, Ratios, Indices returns, etc.) • Conducted a study for a new high performance portfolio: developed macro to compute optimized weights by maximizing different ratios (Sharpe, Annualized return, etc.)

Day-to-day responsibilities included supervising a team of seven engineers. · Designed and managed a complete Java based Portfolio Management system for the Private Banking Department. Components of this system included customer relationship management, benchmark management, order routing system and a complete reporting solution. · Managed and optimized the Private Banking information system based on ILOG CPLEX and ILOG JRULES Java components. System performed quadratic optimization of asset allocation grids, as well as human language rules for instrument analysis. · Designed and developed an Enterprise Information Exchange Java Application based on Bloomberg Data License, Reuters Data Scope and DataStream provider’s streams.

Consultant at Crédit Lyonnais Asset Management · Integrated a complete post-trade Straight Through Processing system (SALERIO E2E) in a DECALOG (SUNGARD product) based platform. Interacted regularly with connected brokers. Conducted a study with the London based software provider. Analyzed and developed interfaces with DECALOG. · Designed an Electronic Trade Delivery module for DECALOG Manager. Performed analysis of the new C component with the Middle Office. · Designed a Turn Over Monitoring System (Delphi) based on financial databases. (Generic query builder). · Participated in the design of the brokers’ statistics engine with the traders.