Branch Banking – Client Operations at BNP Paribas, Société Générale, Banque Populaire, Dupuy de Parseval (2020-01 – Present)
Seasonal and student contracts, recurring positions in branch banking and client operations
- Controls & Procedures: Executed regulated client operations under strict internal procedures (KYC/AML compliance)
- Operational Accuracy: Processed cash and secured-instrument transactions with zero recorded operational incidents; strong attention to detail
- Systems Adaptation: Onboarded quickly on multiple internal tools and workflows to maintain service continuity during seasonal peaks
Quantitative Developer and Trading Experience at Independent (2024-01 – Present)
Quant Derivatives Platform for derivatives pricing, risk monitoring, execution analytics, and reconciliation
- Quantitative Modelling: Developed a Rough Bergomi pricing & Distribution engine using a Hybrid Volterra scheme with Fast Fourier Transform accelerated convolution and Monte Carlo with antithetic variates, producing stable risk-neutral scenarios to support intraday tail-risk and convexity monitoring; calibrated short-dated volatility surfaces with a vega weighted objective for robust repricing and risk updates
- PnL Attribution: Built an explainable PnL attribution stack that decomposes intraday option PnL into leg- and portfolio-level Delta/Gamma/Vega/Theta contributions, enabling fast diagnosis of risk drift and tail-risk events under rapidly changing convexity
- Transaction Cost Analysis: Implemented a TCA ledger that timestamps order lifecycle events and logs execution quality, including slippage (bps) versus arrival mid and end-to-end latency (time-to-fill in ms), creating an auditable execution footprint for post-trade analytics and performance tuning
- Operational Reconciliation: Delivered automated reconciliation that persists strategy state to SQL and rehydrates on restart by reconciling stored positions/orders against live broker reality, enabling crash-safe recovery, consistent session-to-session behavior, and clean audit trails for operations and risk control
- System Architecture: Designed an event-driven, low-latency platform architecture with robust asynchronous orchestration, deterministic state transitions, and structured logging/telemetry, ensuring resilient execution and risk workflows across pricing, monitoring, trade capture, and reconciliation layers
