About Thierry
English
Native or bilingual
French
Native or bilingual
Experience
- LSEG / SwapClearMarket Risk Technologies LeadAugust 2021 - Today (5 years)FX & Rates e-trading infrastructure, real-time pricing, LIBOR/SOFR transition• • Technical lead for real-time FX and Rates market data ingestion, pricing engines, and risk analytics supporting the SwapClear electronic trading platform.• • Built high-performance Java services for P&L Explain and IM/VM margin calculation with integrated live market data feeds operating in a 24/5 trading environment.• • Designed overlay framework converting FX and Rates books from LIBOR to SOFR, including trade conversion logic, FpML enhancements, and pre/post-conversion pricing analysis.• • Modernised data pipelines for throughput and low latency; aligned scenario engines with upgraded simulation frameworks used by the front office.• • Led Murex binary upgrade (equivalent FX/Rates platform migration), ensuring zero-disruption continuity of live pricing, risk, and e-trading connectivity.• • Close daily collaboration with traders, quants, and sales teams, translating fast-moving business priorities into robust technical deliveries.• •
- Lloyds BankSenior Lead Java EngineerAugust 2020 - August 2021 (1 year)Greenfield FX/treasury e-trading platform, CI/CD, Agile• • Designed and built real-time trade management and risk analytics systems in Java for treasury trading; developed market-data and pricing interfaces from scratch in a CI/CD environment.• • Provided FO production support for pricing, risk, and e-trading connectivity issues; key contributor to the bank's first Agile/Scrum delivery programme.
- ICBC Standard BankMarket Data Analytics LeadMarch 2019 - December 2019 (9 months)Low-latency FX & Commodities market data, Murex platform• • Designed and implemented low-latency Java services for real-time FX, Rates, and Commodities market data ingestion and transformation, gathered requirements directly from trading desks.• • Delivered P&L reconciliation tools, EOD reporting pipelines, and CI/CD workflows (Maven, Git, Jenkins).
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Education
- PhDQueen Mary University of LondonPhD
- BScKingston UniversityBSc