Ludovic Quesnelle

Head Of IT Booking and Referential Calyon Equity Derivatives

Program manager in charge of Business Analysis and application development for:
- Product/Trade/Position Management including Sophis
- Market and Model Data, Counterparty management

Sector: Finance

Architect of the IDEA program. In charge of the design of the Post Trade Information System for Equity Derivatives, PnL Risk Analysis (Vanilla, Exotic), Product, Market Model Data, Trades etc...

Sector: Finance

Software architect in charge of the PnL, RiskAnalysis,VaR for exotic product. These business process are integrated in the IDEA program like the vanilla product.
This architect is massively distributed with clustered backend and is grid enabled.

Sector: Finance

Study for the distribution of a monolithic server that embeds pricing engine, parameter and instrument services. This architecture manages Quality Of Service using load balancing, fault tolerant and scalable mechanism. Parameters and Instruments servers mediates the interaction between all the clients and the database, and act as Event Server to notify the update on the business data. The pricing Engine is very scalable and can be deployed on server farm.

Sector: Finance

Responsible for the Govies Electronic Trading Platform.
Management of the transactional (order and trade management) and real time data (Market Prices and Market proposals).
Development of satellites to ensure the integration of the platform in CAI Information System and STP and reconciliation system.
Test, Validation, Integration and deployment of the ION components.
Definition of software and hardware (network, firewall, server) architecture.

Development of an Asynchronous Application Server. This architecture named “BOS” Business Object Server is built on top of CORBA. The Business Objects are developed in C++ with a dedicated framework and are deployed as Dynamic Library using XML descriptor within a container.

Development of an Asynchronous Application Server. This architecture named “BOS” Business Object Server is built on top of CORBA. The Business Objects are developed in C++ with a dedicated framework and are deployed as Dynamic Library using XML descriptor within a container.

Sector: Finance

Development of e-Care business logic for cell phone network in a J2EE environment using Weblogic and Netscape Application Server. Development of tools that generate the business logic in Java using a meta model.

Sector: High Tech

Design and implementation of a reliable, scalable and load balanced architecture for the deployment of Value Added Server in the Reuters Real time environment.
In charge of the CORBA part of the architecture.

Design and implementation of the GUI of Kobra's Spreadsheet. Kobra is the real time trading station of Reuters.

Sector: Finance