Specialties: C++ Software development under Linux and Windows for Low Latency trading.
Senior Software Engineer @ In the IT team, composed of 6 people, I work on the Market Data gateway, Order Passing
gateway, Strategy framework, Position Management and some other applications. From December 2014 to Present (1 year 1 month) Quant IT @ In the Systematic IT team, composed of 6 people, I work on the Market Data gateway, Order
Passing gateway, Strategy framework, Position Management and some other applications. The
team and the applications we develop, are dedicated to the proprietary trading desk and the
request comes from them directly with a daily interaction. The size of the team and the
configuration request us to be autonomous, reactive and knowing the front to back systems.
• Work closely and daily with the proprietary trading team for issues solving and requests.
• Design and develop new gateways focused on performance (China, Taiwan...).
• Trained team's people on in-house api and exchanges specificity.
• Morning support of the critical applications.
• Implementation in production of the new application packages.
• Perform performance test and regular test.
• Improve performance.
• Improve software stability by census the standard issue.
• Handover of all the market data gateway (14 applications).
• Maintain the strategy framework.
• Develop test strategy based on the framework.
• Develop Back-Office feeding for Options.
• Revamp Japan flow to handle fungible stock on PTS and Primary Market.
• Write some strategy like VWAP or Hedging.
• Handover of the risk management system with KDB+ Q. From August 2010 to December 2014 (4 years 5 months) IT Manager @ In the Market Access development team which is composed of 7 people, I took the lead of the team. I manage 20 applications and 5-7 new projects are created every year.
• Manage team of 8 people.
• Work closely with the proprietary desk on High Performance aspect.
• Communicate with different people: Trader, Head of desk, Compliance, Support, Exchange, Broker ...
• Implement SDLC standard for projects.
• Manage the migration of the TSE Arrowhead and co-location implementation.
• Manage the migration of the OSE Next Generation Derivatives and co-location implementation.
• Develop derivatives position management for NSE access.
• Work closely with the infrastructure team on the design and setup of network, servers ... to reach business expactation for High Frequency.
• Provide support level 2-3 for the applications.
Technologies: C, C++, GCC, VI, Insure++, CVS, Visio, Xerces, Excel. From July 2008 to July 2010 (2 years 1 month) Senior Software Developer @ I worked in the Market Access development team (5 people) to develop market gateway (OMS) on equities and derivatives Asian markets. The market gateway is composed of 2 systems: the order passing system and the market data feed system. The market gateways are written in C++ which work on Linux and Solaris systems.
• Study and develop position management for Japan, HKATS and NSE.
• Improve implementation of compliance requirements for Asian markets
• Work closely with the BT team for performance.
• Design and develop new market gateways focused on performance.
• Trained team's people on in-house market access core api.
• Improve software stability by census the standard issue.
Technologies: C++, GCC, VI, Rational Purify/Quantify, CVS, Visio, Xerces, Excel.
Market : HKex, HKFE, KHATS, SFE, ASX, TSE, OSE, TDex+, TFX, KRX
Methodology: Change and Release management. From June 2007 to June 2008 (1 year 1 month) Software Developer @ As a contractor from Kheops, I worked in the Market Access development team (14 peoples) to develop market gateway (OMS) on equities, derivatives and fixed incomes European markets. The market gateway is composed of 2 systems: the order passing system and the market data feed system. The market gateways are written in C++ which work on Linux, Solaris and Windows systems.
• Technical lead within firm market access group on Derivatives, Cash and fixed income markets
• Worked on our in-house market access core.
• Worked on improving reliability on our performance-oriented systems.
• Unit tested and liaised with QA teams before roll-out.
• Performed ongoing benchmarks on production architecture.
• Worked closely with arbitrage desk on specific projects: Warp Ten …
• Designed and developed a FIX engine for protocol versions 4.x.
• Created a FIX router, forwarding FIX messages by dynamic context.
• Assisted teams on international platforms.
• Trained newcomers and brought them up to speed.
• Production support, troubleshooting application issues.
Technologies: C, C++, Sunpro, GCC, Visual C++, Emacs, Rational Purify/Quantify, CVS, Visio, Xerces.
Markets: Meff, HDAT, EuroMTS, Senaf, BondVision, Eurex, Bloomberg repo, MTA/Sedex/MOT From January 2005 to May 2007 (2 years 5 months) Software Developer @ In a 4 people’s team, I worked on the Spin3D project which is 3D collaborative environment. The project consists of the interaction of remote users on virtual objects through their avatar in a 3D environment. The interactions are made through haptic devices. The projects written in C++ uses CORBA for the communication, OpenGL for the display and different scripts languages (Java and EcmaScript) to authorize third-party plug-ins.
• Designed and developed real-time 3D joints.
• Created CORBA interface for distant collaborative interaction on joints.
• Created C++ interface between Java plug-ins and the core with the JNI api.
• Create EcmaScript parser in C++ and interface between EcmaScript plug-ins and the core.
• Developed in real-time context and multi-threading context.
• Worked on Spin3D C++ core.
Technologies: C, C++, Java, EcmaScript, JNI, CORBA, OpenGL, Win32, CVS, Visual C++, Emacs, Bound Checker. From September 2002 to September 2004 (2 years 1 month)
Master, Computer Sciences @ University Lille 1 From 1996 to 2002 Alexandre Lambin is skilled in: Trading Systems, Equity Derivatives, Low Latency, C++, Multithreading, Electronic Trading, Unix, Market Data, Linux, Investment Banking, Trading Systems