BenKhaldoun KAMEL. http://Kamelben.free.fr . Phone 0032489331145 / 0033148909150 / 0033684062199.
TECHNICAL SKILL LANGAGES SOFTWERS C/SERVER METHODS Project M Data Base Internet Functional
Visual C++ SIMAN ORBIX OMT SourceSafe ORACLE 7 FrontPage Mathematics
C# CATIA ORBACUS UML DPat PVCS API C++ Java Finance
Pascal MICROSTATION CORBA Avec LOV/OMT Clear Case Of Oracle Servlet Front Office
Fortran CADCAY PERSISTENCE Rational Rose MS Project SYBASE RMI BackOffice
SQL TopCAD COM/DCOM MERISE Engineering ACCSES Java Script CAD/CAM
GKS AutoCAM MFC AMC*DESINOR Software
IUA. ACORD ATL
EJB, JSDK Satellite
JSP
PROFESSIONNAL EXPERIENCE ING Brussels: analyst and developer
04/08-02/10
Development of a Framework for parallel calculation (or request): with MFC Sockets. It was used to implement many Sophis applications naming: 1. Sophis to Bots interface application: witch mainly calculates theoretical values for a list of instruments (or tickets) to send to Bots interface (back office system used by Amsterdam) 2. Update Instruments: calculates dividend and Credit Risk for a list of instruments 3. Price instruments: calculates theoretical value for a list of instruments 4. VegaVar : calculates volatilities for a list of instruments 5. INGPnlHisto:: PNL calculation using calculation server Sales fees development and added to deal window. Realisation of merge between Amsterdam and Brussels tickets window. Single back project: the Bots interface must be replaced by Sophis Back office. I also have to maintain the development for some Amsterdam’s applications, naming: AutoQuote: Client /server application that must calculate the quotation in real time using Sophis events QuoteMaster: COM application retrieves prices from Sophis INGSophisReports: data extraction from Sophis data base to files or tables. Sophis2Excel : COM application Sophis ACR interface development: catch deal (creation, modification, cancellation) from Sophis Client and sent it in form of XML to ACR. Products in scope equities ISDA application development Environment: Dev Studio Visual 2005, C++, C#, COM/ATL, Oracle, and MFC, SourceSafe, SVN ING Amsterdam: analyst and developer
04/07-03/08
Development of Client/Server application about the quotation under C# and C++, calculations are managed in C# multiples calculators (parallel calculus) interfaced with Sophis RT Server via a COM/ATL component. The communication Client/Server is done under the instant messaging server Jabber (http://www.jabber.org) Different events are managed with a Scheduler module and another module of Jabber transport. In terms of functionalities, it concerns the equity derivatives environment. The server asks calculators to extract theoretical value, Bid, Ask, Volatility, expiry, Maturity, Accrued Coupon. Another specific calculator has been developed to check the curves limits (Y –Y point before). In deed, this module is linked to an ATL/COM component (connexion point mechanism) that extracts specific yield curves via Sophis events and checks the point’s limits.
[email protected]. Phone 0032489331145/ 0033684062199 / 0033148909150
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BenKhaldoun KAMEL. http://Kamelben.free.fr . Phone 0032489331145 / 0033148909150 / 0033684062199.
Development of Client/Server application of valorisation under C++/MFC/Socket, interface with Sophis RT Server via a COM/ATL component. Sophis API. Credit Derivatives Front to Finance Project
Design of the technical architecture of the Sophis interface with the system CRS de ING. 3 different flows (pre-deal check, deal closure and MtM EOD). Different protocols: client side Sophis: catch events of deals with a COM component. Server / CRS side connexion avec with sockets Environment: Dev Studio Visual C++ 7.0, C#, COM/ATL, Oracle, and MFC, SourceSafe Reuters software Paris: analyst and developer
03/06 - /04/07
Calculation server and desktop development under C++, COM/ATL Client-Server architecture. The calculation server is used by Kobra GUI. Environment: Dev Studio Visual C++ 7.0, COM/ATL, Sybase, and MFC.CVS BNP Paribas London: Team Leader and developer
01/04-10/05
Management, Development and audit of Asset Pricing of Bonds under COM/ATL Client-Server architecture. Bond pricing against Benchmark, curves, CDS and BASIS. Contribution and live feed via Reuters TIB/RV. GUI under VB. Server architecture, audit and optimisation Environment: Visual Basic, Visual C++ 6.0, COM, Sybase, and MFC. SourceSafe, CVS, TIB/RV
For my account
09/03-XXXX
Development of pricing software of exotic options: naming Plain Vanilla, Asian, Look back, Barrier, Cap & Floor, Digital, Swap option, Future, currency, Quanto. Used methods are: Black & Scholes, Cox-Ross-Rubinstein, DPE including three models: explicit, implicit and theta-Crank-Nicholson. The software is able to view the price of Call and Put, within delta, gamma, Theta, Vega and Omega. It is able also to de visualise different curves, for example the Call depending on maturity, spot or strike. Moreover, with the software, we can visualise different 3D surfaces, for example, the price of the call depending on maturity and spot. More development will be done are: EDP finites elements, Monte Carlo applied to Asian options. Environment : VC++ 6.0, MFC. See the section “Pricerdes Options” in my website: http://kamelben.free.fr/ CDC IXIS niche market : Developer and analyst engineer
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05/02-06/03
Development of option on baskets hedging and order management software under Client/server architecture o Loading of Sophis positions and deltas calculation o Loading of baskets from Sophis o Management of positions in portfolios imbedded in groups o Possibly, replication baskets configuration with there compositions o Algorithms of hedging and generation of orders vector o Order management o Events reception after order passing o Possibly, restart of hedging calculus o Data matching with broker’s orders
[email protected]. Phone 0032489331145/ 0033684062199 / 0033148909150
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BenKhaldoun KAMEL. http://Kamelben.free.fr . Phone 0032489331145 / 0033148909150 / 0033684062199. o Dawn to back-office Calculation and Sophis loading of positions and baskets were realised in different CORBA servers. But, Order Management (passing and reception) were stored in Sybase database via OLE DB Development of software able to integrate different software’s based in user management stocked in oracle database. User interface with Visual C++/MFC/COM/Excel DLL development let use to integrate excel views with Excel main menu in different user interface Development of positions loading application under MFC/XML/HTML Brother Environment: VC++/MFC, Excel/COM, Oracle 8, Rational Rose, Telelogic, CORBA, Orbix 2000, Sophis API, XML Parser, OLE DB
Sophis, Paris: Developer and analyst engineer
01/01-04/02
User interface development, maintenance, integration and migration to MFC for Sophis-Risk software Development of 2D/3D Graphs to visualise : Risk analysis. Prices history. Volatility. o Risk matrix: Spot, beta of spot, underlying portfolio, beta of underlying portfolio,
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Over-rate, Volatility, Variation of seized stage. o Monte-Carlo: Probability measure based on the theory of the great numbers. o Cox-Rubinstein: evaluation of options with binomial theory, discritized version of Black & Scholes Bonds sensitivity o •
Development of Asset Management and trade Allocation applications: o Funds management as instruments. o Get funds manager the necessary indicators at portfolio level (fund creation, subscription of the funds shares, end of day procedure, Portfolio seen as Asset Management
Development of a CORBA Server to compute Sophis portfolios limits. Environment: Visual C++ 6.0, Oracle 8, Rational Rose, CleareCase, CORBA, Orbacus, MAO, IMR, Sophis API and Toolkit
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3SI, Paris: Developer and analyst engineer
03/99-12/00
I. Graphic interface design and development for the compensation software CMS. This one communicates with the system of compensation Clearing 21 of the SBF via the MAPI. Reception of flows including multiple instruments in reel time from MATIF, MONEP and SBF markets. Reception of private and public messages Decomposition of flows by market segment Flows translation or data formatting received from C21 Get request of positions from C21 Trades management, posting, give-up, take-up, internal correction and accounts management. Environment: VISUAL C++ 6.0, Rational Rose 98, Oracle 7, SourceSafe, and PVCS. II. User interface development with Visual C ++ MFC / Oracle via ODBC and Oracle C++ API III. Reverse Engineering at BNP: Realization of technical and functional documents concerning an application risks proratisation of the ratio Cooke. To clarify rebuilt algorithms Environment: C, PL/SQL under UNIX, Business Object. MFC/Visual C++, ATL, COM/DCOM MAESTRO - MATIF, Paris: Developer and analyst engineer
03/98-01/99
Development of Back Office Editions (BO reports) in 32 bits with VISUAL C++. This project was integrated in NORMA software of financial and administrative management. Environment: VISUAL C++, VISUAL BASIC, SQL under SYBASE, Fast SQL, and Windows NT. Missler Informatique, Paris: R & D engineer
12/97-03/98
Feasibility study and algorithmic Search for a software machine in 3D of the complex forms (NURBS). Machining on parallel plans: Plan / Surface Intersection, Offset, Connection of the offsets on sections Inventory
[email protected]. Phone 0032489331145/ 0033684062199 / 0033148909150
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BenKhaldoun KAMEL. http://Kamelben.free.fr . Phone 0032489331145 / 0033148909150 / 0033684062199. Parts management: Processing of the not machined parts. Machining on the Isoparametric Environment: Visual C++ and TopCAM. SEMA GROUP, Paris: Developer and analyst engineer
03/97-11/97
Management of rights of farmers PACAGE project realised in the Client/Server architecture Design of the basic diagram with OMT starting from the functional documents, and development of IDL interfaces and the functional applications in C++ under UNIX. Environment: SYBASE, ORBIX, CORBA, PERSISTENCE, C++ under UNIX, OMT Method Montreal, Canada: Analyst R& D engineer and Consultant for 3 companies
VIASAT Géo-Technologie: Analyst Engineer 08/96
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09/95-09/96
04/96-
Calculation by satellite in static and kinematics mode, positioning GPS and in remote sensing. Directed Object Oriented Optimisation of the software module of remote sensing per satellite. Drafting of documents and development Environment: Borland C++ 5.2 under WINT, OMT, and VISIO • Info-Jed: Consultant 02/96-04/96 With the request from "College of Business And Technology " located in Montreal and elaborate Toronto, I worked out a didactic course witch is composed of 6 modules including exercises and projects on the P.O.O in C++. Environment: WORD 6: drafting of documents and construction of figures, Borland C++ 4.0. • ICAM: Engineer R&D CAD, Consultant 11/9502/96 ICAM develops the post-processor for numerical control CAM-POST and the software of simulation machining AutoCAM. Feasibility study of a software module surface of NURBS to be integrated in AutoCAM. Environment: VISUAL C++ under WINDOWS, AutoCAM structure, C under UNIX, WORD 6.
[email protected]. Phone 0032489331145/ 0033684062199 / 0033148909150
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BenKhaldoun KAMEL. http://Kamelben.free.fr . Phone 0032489331145 / 0033148909150 / 0033684062199. PIXIS, Cholet: CAD/CAM R& D engineer and
04/93-09/95
PIXIS is software publisher, develops LIMA control software of machined parts. Mathematical research about numerical analysis implied in CAD/CAM Realization of the algorithms for the control of the parts modelled by surfaces Bspline and NURBS: point projection on NURBS and surface. Realization of one-dimensional project of check concerning the cylinder and the cone: fitting points by Cylinder and cone. Realization of a surfaces library of modelling with the tools. Mathematical algorithms. Environment: Borland and VISUAL C++, Microstation, Interfaces SET and VDA. Anger University: part-time lecturer of mathematics
10/94-06/95
SN GIMEOR Group UNIC, Paris: Trainee
04/92-10/92
I developed one module on interpolation, fitting and smoothing by surfaces NURBS & Bspline in the structure software ARCHITRION. C Programming under PC. Numerical analysis laboratory of Paris VII University: Trainee
04/92-10/92
It concerns training course of the D.E.A, about the liquid crystals and the applications to values in Sk. Minimum energy estimation corresponding to the configurations of steady balance, under the constraints: the position and the topological degree of the singularities are prescribed or free. Academy of CAEN: mathematics teacher
10/87-11/91
Caen University: part-time lecturer of mathematics
10/98-11/91
[email protected]. Phone 0032489331145/ 0033684062199 / 0033148909150
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BenKhaldoun KAMEL. http://Kamelben.free.fr . Phone 0032489331145 / 0033148909150 / 0033684062199.
BACKGROUND CNAM, Paris: Finance
09/99-05/00
Financial markets: definition, hedging, evaluation and risk analysis, portfolio and risks management C3E - CNAM, Paris: Realisation of data bases
12/96-03/97
ORACLE V7 and architecture Client / Server. Realization of one application in company. Environment: Amc*designor, SQL*Win, Pl/Sql, Procedure, Triggers, Package. FORMS 4.5. MERISE. ENSAM, Bordeaux: MASETERE CAD/CAM
11/91-11/92
Diploma of specialized engineer in CAD/CAM. Environment: FORTRAN and GKS. Under: IBM 9377 (VM/SP), ACORD 2D/3D. CATIA, IBM 5081 VM/SP Concordia university: English
04/96-06/96
Paris VI university: DEA mathematics
10/88-09/89
Non-linear analysis and application to the P.D.E, hyperbolic Operators, Lagrange maps and P.D.E, liquid Crystals. PARIS VII university: MASTER of mathematics
10/87-07/88
REASERCHE Nantes university: preparation of PHD
1993-1997
Works on Bspline and NURBS Curves and Surfaces. CAD Algorithms for the Surface. ENS of Cachan: preparation of PHD
1990-1991
Study of the explosion in finished time of the equations of heat • • • • •
Orthogonal Projection of a point on a NURBS surface. Method of decomposition Distance Point to NURBS surface. Method of optimisation. Smoothing of a set of points a cylinder and a cone Smoothing of "non regular" set of points by a NURBS surface: Optimisation of the weights Intersection / Surface: approximation by regulated surfaces.
EXTRA PROFESSIONAL ACTIVITIES Half Marathon, Voyage, Literature, History, Do-it-yourself, Mechanics. Member of social associations.
[email protected]. Phone 0032489331145/ 0033684062199 / 0033148909150
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