Cédric Lemaire
...
France
34 years old, married, 1 child
Computer Scientist
Training
1992 Post-graduate diploma in Technical and Scientist Information INSTN/Paris VII
1991 Research Degree in Mathematics Lyon I
1990 Mathematics Degree Lyon I
1989 Ordinary Degree Mathematics and Physics Lyon I
1987 Scientist A level St Just/Lyon
Technical abilities
Systems : Windows NT, UNIX SOLARIS
Languages : C++, JAVA JDK 1.4
Distribution : CORBA 2 (Orbix 2.2), J2EE
Object Methods : UML (Rational Rose), Design Patterns
Various: source code generator CodeWorker
Professional skills
Since December 1997 GIE Ingénierie Options (BNP Paribas)
Financial engineering of Equity Derivatives of BNP Paribas.
Study, conception and development of a graphical tool for pricing various options (1997-1998)
Application written in JAVA, intended to sales and traders. Project under my responsibility.
Environment: Windows NT, JAVA JDK 1.1.5 / 1.2, OrbixWeb
Study, design and implementation of a graphical tool for pricing listed and OTC vanilla (1998)
Integrated as a DLL into an application that enables feeding market data into a market-data repository, written in C++. Project under my responsibility.
Environment: Windows NT, Visual C++ 5.0, StingRay 6.0
Creation of a reusable objects library of our Front Office financial business world (1999-2002)
Dynamic library written in C++. Be alone on the project for two years.
Description: it provides a view of FO objects that satisfy various kinds of financial applications written in C++, offering high level reusable components. It composes the core of at least 35 applications and a lot of little one.
Environment: Rational ROSE, Visual C++, SUN C++, Linux C++, Orbix, CodeWorker
Modeling of a UML design merging both FO and BO representations (1999)
Taking part to the improvement of the UML FO design, which has been presented above, so as to converge with the OTC Back Office point of view.
Environment: Windows NT, Rational ROSE 98
Study for providing a straightforward Front / Back process into the System Architecture (2000)
Participation in debates, interrupted during the merge with Paribas.
Discussion about how to provide a distributed architecture that will allow accessing to Front Office and Back Office servers (databases, pricing tools) and services (monitoring of deals, management of positions, audit track, risk management…), and that will offer reusable components as much as possible (taking back of the reusable object library described above, which will be extended). Client applications will subscribe on events that may interest them and be notified thanks to a message bus.
Creation of a tool to handle the content of Financial articles automatically (2001-2002)
Application written in C++, which has to recognize more electronic data sources and to provide more indicators.
Description: retrieval of Financial data coming from newspaper’s articles or dispatches to extract some measurements, which may be exploited by automata working on Electronic Markets, or by analysts and traders. The indicators that provide the measurements are graded from historical quantitative data.
Use of the engine Code Worker to generate as much source code as possible, which acquire the extended UML design of the application to produce C++.
Environment: Windows NT, Rational ROSE 98, Visual C++, curl, CodeWorker
A framework to improve the resourcefulness and the reliability of applications (2002-)
Intensive exploitation of the scripting language proposed by CodeWorker, to add/modify objects into the framework with exactly no manual development. An adapted modeling language was specified for obtaining this result.
Description: starting from a structural and behavioral modeling of all financial objects handled by the Equity/Fixed Income derivatives pricer, fully generation of Business Object libraries in C++ (JAVA under construction). Once inserted into the framework, these objects take advantage of some interesting features, with nothing hand-coded:
Interest: a new financial object (OTC Derivatives product, special underlying) integrates itself with no human effort in the heart of the Information System and in the core of applications. A developer might have required a few days to do this job by hand, introducing more bugs.
Environment: Windows NT, Rational ROSE 98, Visual C++ 6.0, JAVA, CodeWorker
Since 1996 AT HOME
Source code generator CodeWorker
Considering that a lot of tedious and repetitive tasks of coding may have been automated, creation of an engine to generate source code. This tool enables to implement Design Patterns, or to generate a great quantity of source code once the UML is enriched from some extensions, or to choose another language to express a design adapted to the application to build.
Description: CodeWorker interprets a scripting language, where the syntax is adapted to the 3 main concepts that play a part in the approach of this generator:
One of the advantages of this approach is to build up the Technical skills of engineers on a project, which may be reused (reuse of expertise). More information about that is provided on
Environment: Windows NT, Linux (under construction), Visual C++ 6.0, GCC
January 1995 – december 1997 MATRA SYSTEMES & INFORMATION
Supervision system for commandment of air and sea forces
Participation to a project of dozens of time men-year.
Environment: SUN Sparc, UNIX Solaris, C++, Xlib / MOTIF
Component for geographical visualization (nothing to do with the precedent project)
Participation to a project of 4 men-year.
Description: creation of a reusable Object library, which allow building quickly and efficiently any geography-based applications, working indifferently in standalone or in a Client/Server mode.
Environment: SUN Sparc, Windows NT, UNIX Solaris, C++, Orbix 2.0, Ilog Views
Creation of a geographical application
Built over the reusable Geographic-based Objects library seen above, and used in standalone.
Project manager assisted of 2 engineers.
Description: to visualize the best flight path of a missile used to destroy airport runways.
Environment : SUN Sparc, UNIX Solaris, C++, Ilog Views
December 1993 – September 1994 In forces (Service militaire in French)
Setting up of the Total Quality unit for the Signals Corps as officer cadet (6 months).
During this time, sale of a software for doing logic puzzles, out of military context (july 1994)
Expert system implemented in C++ and started in September 1993. Sold 90,000 FRF for a license.
Description: to create, visualize and resolve some logic puzzles, like "who owns the Zebra?".
Environment : Windows 3.1, Borland C++ 4.0
October 1992 – November 1993 Media Holding (Press Agency)
Waiting for recruitment in the Army.
Correctness support and improvement of an archive manager for slides and a Business monitoring:
Environment: Windows 3.1, PROGRESS 5.0
Period of training
May 1992 – august 1992 SYSTEX
Creation and implementation of an algorithm to recognize phrases into a text.
This module is included into the linguistic process of SPIRIT, software that allows extracting significant documents from a database, starting from a request written in a natural language.
Description: creation and implementation of an algorithm to recognize any kind of phrase written in a natural language. To do that, the software provided an exhaustive list of normalized phrases (e.g. in the infinitive for verbal phrases for example). These phrases may admit derived forms (verbal phrases in French), embedding of words, and overlapping with other phrases.
Environment: SUN Sparc, UNIX, C++, C, FORTRAN
July 1990 – August 1990 Lyon I and Bourgogne universities
Study, design and implementation of an Object-Oriented spreadsheet program
This software was expected working on the « Minitel » (outmoded public access-information system).
Description: besides finding the classical functions of a spreadsheet program (to evaluate formulae in cells), it provided several spreadsheets (as Excel today), a language to create forms dynamically and another to define objects with encapsulation, polymorphism and inheritance. Forms and objects were handled from cells, and vice-versa.
Environment: MS DOS, PASCAL objet