À propos de Cheick Ahmed Tidiane
Quantitative Developer ( IT QUANT ) with over 13 years of experience in investment banking, specializing in Front Office development and Pricing & Risk solutions integration.
Proven experience of redesigning complex systems. Good knowledge of quantitative finance and software development.
Education :
Software Engineer + Master’s in Quantitative Finance + Executive Master’s in Financial Markets
(OnGoing) Executive PHD in Machine Learning for Trading
13 years’ experience :
ENGIE : Commodity Derivatives | Quant Developer Front Office | C#
ENGIE : Commodity Derivatives | IT QUANT ORCHESTRADE | C#
HSBC : Fixed Income | Quant Developer Front Office | C++
SOCIETE GENERALE : Equity Exotic Derivatives | IT Quant Pre-Trade | C# Python
HSBC : Equity Derivatives | IT Quant SOPHIS | Java C++
BNP Paribas : Structured product | Financial Software Engineer | C++ VBA Java
Français
Bilingue ou natif
Accepte de travailler sur site
Paris (jusqu’à 50 km)
Expériences
- ENGIE Global energy management solutionsQuant Developer, Commodities, Front Office - ORCHESTRADE Toolkitjanvier 2021 - Aujourd'hui (5 ans et 5 mois)Paris, FranceIntegrate New Pricing Library Integrate New Commodity Products Orchestrade Toolkits Develop Grid Splitter Computing Develop Risk Analysis and PNL Report << C#, Python >>
- ENGIE Global Energy Management &Sales (GEMS)Quant Developerjanvier 2021 - Aujourd'hui (5 ans et 5 mois)Nivelles E19 Paris Brussels, BW, BelgiumCommodity Derivatives – ORCHESTRADE – C# (4 years and 3 months) -Consulting• Quant Developer Front Office – Quantitative Research Team – Since Sept. 2023 Paris & BrusselsEngie is working on developing a unique Pricing and Risk Calculation library for its entire Commodities Trading activity. This new library "Eden" is being developed by Quantitative Analysts and Quant Developers. For nearly two years, I have been working as a Quant Developer within this team on the trading floor.• Enhancing the "Eden" Pricing library for Front Office use• Improving the code written by quantitative engineers and documenting it• Managing technical debt and production incidents• Redesigning the Greeks calculation engine• Performs code reviews
- HSBCQuant Developer, Fixed-Income, Front-Officefévrier 2020 - janvier 2021 (11 mois)8th arrondissement of Paris, 75008 Paris, FranceFRTB• Reconciliation between SUMMIT And New Pricing Library Target Architecture (Pandora AQS) As part of the Quantitative Analyst team in charge of interest Rate Derivatives, I participate to enhance and support the New Fixed Income Pricing Library for Vanilla Products << C++ >>
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Formations
- Education Executive PHD, Quantitative Finance, Machine LearningTBS EducationOngoing PhD Thesis TOULOUSE BUSINESS SCHOOL Thesis : Machine Learning for Trading
- Master of Quantitative FinanceUniversité Paris Dauphine2018Executive Master, Quantitative Finance