Apr 2023 – Present · 3 yrs 1 mo · Montreal, Quebec, Canada · Hybrid

• Automating workflows to boost deal volume and execution speed.
• Enabling 24/7 trading with cloud migration.
• Aligning teams with unified KPIs and custom dashboards.
• Cutting reporting and decision-making time significantly.
• Reducing FX hedging costs with advanced algorithms.

Sep 2022 – Feb 2023 · 5 mos · Montreal, Quebec, Canada · Hybrid

• Managed backlog and maintenance of in-house applications and data marts used by investment teams (equity, fixed income, derivatives)
• Led a cross-functional developper team to ensure timely delivery of software solutions aligned with investment needs
• Negotiated feature delivery timelines with clients and project managers to meet business objectives
• Collaborated with broader project teams to ensure alignment with organizational goals and integration of new features

Jun 2021 – Jul 2022 · 1 yr 1 mo · Montreal, Quebec, Canada

• Led the development and backlog management of a SaaS solution that optimized FX risk exposure modeling for SMEs and brokers, improving their financial strategies
• Spearheaded the automation of currency exposure modeling by implementing advanced treasury and cash flow management algorithms, enhancing forecasting accuracy
• Defined and transformed complex business strategies into scalable features, aligning product development with broader business objectives
• Collaborated with an external development team to deliver high-impact features, ensuring streamlined workflows and faster time-to-market
• Prototyped the whole solution in python to documented requirements, reducing QA time and improving development efficiency
• Expanded product capabilities to accommodate seasonal cost patterns, broadening the user base and increasing the solution's market reach

May 2020 – May 2021 · 1 yr · Montreal, Quebec, Canada

• Oversaw the transformation of a legacy software solution into a modern performance engine to calculate returns across diverse portfolios at a major pension fund
• Developed a Python-based automation tool to validate data and capture key mistakes, significantly improving the accuracy of portfolio performance calculations
• Identified miscalibrations in exotic portfolios, prompting a re-evaluation of project priorities to meet critical deadlines and ensure accurate reporting
• Collaborated with cross-functional teams to ensure the smooth integration of the new system and alignment with business objectives

Sep 2017 – Nov 2019 · 2 yrs 2 mos · Montreal, Canada Area

• Designed automated trading strategies for the northeastern power markets using statistical and machine learning techniques
• Developed and maintained a Python-based backtest engine to validate and trade multiple models, improving strategy performance and risk assessment
• Created custom benchmarks to evaluate risk across different markets, enhancing decision-making for trading strategies
• Monitored market performance to assess ongoing trades and optimize trading outcomes
• Led initiatives from evaluating new software to engaging potential investors to support business growth

Feb 2016 – Sep 2017 · 1 yr 7 mos · Montreal, Canada Area

• Developed and maintained models for various financial instruments, monitoring over $3B in AUM across 25+ hedge funds, including global macro, credit, and long/short strategies, to track risk metrics and P&L
• Push for the implementation of various modern development tools, such as python for faster prototyping, GIT for source management and JIRA for bug tracking;
• Maintenance and improvement of an SQL and Tableau dashboard infrastructure, and adapt it to external clients needs;
• Coordinate a team of over 10 persons across 4 teams to produce KPI reports for clients, presenting operating, risk and performance data;

Sep 2014 – Feb 2016 · 1 yr 5 mos · http://cwpenergy.com

• Developed a Python-based ETL pipeline to retrieve and process data, and used R to build forecast models for northeastern power markets
• Designed and implemented a BI solution in R Server to automate market transactions, enhancing decision-making for 24/7 trading operations
• Successfully advocated for the hiring of a dedicated risk manager to support front office operations, and defined the key technical requirements for the role
• Led the review of hardware and security needs, facilitating the migration of front, middle, and back office activities to AWS CloudOps for improved scalability and security
• Created quantitative trading strategies for virtual trading, improving performance and risk management in the NYISO market

Jan 2013 – Apr 2013 · 3 mos · Montreal, Canada Area

• - Review academic litterature on multicurve bootstrapping and OIS discounting; Program algorithms in MATLAB

May 2011 – Aug 2011 · 3 mos · Montréal

• - Database maintenance; Improve analytical process; Various actuarial calculations;

Sep 2010 – May 2014 · 3 yrs 8 mos · https://www4.fsa.ulaval.ca/la-faculte/salles-des-marches/

• Extract data with various software financial software (Bloomberg, Capital IQ...), and teach other how to use them
• Organize stock market simulations, prepare cases and create mathematical models based on financial reality
• Assist professorsin their research and teaching