IT Strategist - BNP CIB - AMM

Over a period of 1.5 years, from September 2021 to January 2023, I served as an IT Strategist for the Automated Market Making (AMM) desk at BNP CIB. My role centered around enhancing the technical operations of the AMM trading platform to ensure its stability and optimized performance.

A substantial part of my responsibility involved developing and maintaining specialized trading tools and comprehensive monitoring systems to streamline operations. I also managed complex reporting systems, providing effective Level 3 support, which contributed to the seamless functioning of the trading platform.

On the technical front, I utilized my proficiency in Python, SQL, Linux, and Bash to efficiently manage an extensive network of RedHat servers and handle complex software systems. I adhered to Agile methodologies, driving efficient and iterative development, ensuring that our technical solutions were aligned with the evolving needs of the trading team.

Key Points

Functional Skills

• Automated Market Making (AMM): In-depth understanding and experience in monitoring and improving the AMM trading platform's technical operations.
• Trading Tools Development: Experience in creating dedicated tools for trading decision-making, enabling more efficient strategies. Especially built specialized tools for managing the expiration processes of major European futures (STOXX50, CAC40, etc.), which provided traders with precise, timely information to handle expirations effectively.
• Monitoring: Developed and oversaw a comprehensive suite of monitoring tools, tracking everything from server hardware and software states to automated procedures and database statuses. This extensive monitoring system ensured smooth trading operations and swift detection of potential issues.
• Reporting: Managed complex reporting systems, generating daily PnL reports, automated script reports for the start and end of the day, and middle-office reports. These reports provided vital insights and status updates to facilitate proactive issue identification and streamline operations.
• Level 3 Support: Proved reliable in providing third-level business support, ensuring swift resolution of platform issues, and maintaining seamless trading operations.
• Issue Resolution: Demonstrated efficiency in identifying and resolving technical issues that impacted trading operations. Employed skills in code inspection, log analysis, and understanding of complex, interconnected software systems to diagnose problems. Maintained strong communication with trading and market access teams during issue resolution to ensure minimal disruption to trading activities.
• Strategies Development: Collaborated with the trading team on the tools for various trading strategies, including market-making, statistical arbitrage (stat-arb), and index arbitrage (index-arb).

Technical Skills

• Python Programming: Comprehensive knowledge of Python2 and Python3 for scripting, package management, and data science applications.
• SQL Database Management: Regularly handled millions of data rows in Oracle DB, showcasing a strong grasp of database management.
• Linux and Bash: Expertise in managing multiple RedHat servers using Linux and Bash, including troubleshooting, bug fixing, and performing maintenance tasks.
• Version Control with Git: Proficient in using Git for code versioning, enabling effective collaboration and change management.

Soft Skills

• Proactive Problem-Solving: Demonstrated a proactive approach in resolving real-time issues, managing after-market tasks, and ensuring the platform's stability.
• Collaboration & Communication: Worked closely with trading and middle-office teams, reflecting strong team collaboration and communication skills.
• Agile & Iterative Development: Proficient in Agile methodologies, emphasizing iterative development. Participated in two-week sprint cycles and task management using tools like Taiga for optimal development efficiency. Collaboratively planned sprints and tasks with the team, ensuring alignment with trading needs. This process facilitated prioritization and rapid delivery of high-quality, business-oriented solutions.

Responsibilities

• Kickstarted the trading activities before the markets opened, supported throughout the day, and performed after-market tasks to ensure smooth operation.
• Developed and maintained various monitoring tools for expirations of major European futures (STOXX50, CAC40, etc.), which facilitated a more efficient trading process.
• Worked on a continuous enhancement of the platform, including refactoring systems for improved stability and maintainability, developing new tools dedicated to trading decision-making, and providing third-level business support.
• Ensured the operation of management and reporting systems, performed reconciliations, and liaised with the middle-office.
• Collaborated with the trading team on the tools for market-making strategies, statistical arbitrage (stat-arb), and index arbitrage (index-arb).
• Created and updated trading tools such as dashboards and other reporting systems.
• Provided Level 3 support for the business throughout its activities, remaining alert to react quickly whenever a problem occurred on the platform. This included bug fixing, crash investigation, code and log reading, and applying hot-fixes.

Tech Stack

• Python: Leveraged Python extensively for scripting, package management, and data science. This included both Python2 and Python3 for the development and maintenance of our support and monitoring tools.
• SQL: Used Oracle DB as our primary database. Millions of rows were inserted into the database each day.
• Bash: Used Bash for script writing and machine management. This required extensive knowledge of Bash to dig into bugs and logs and manage a significant portion of our tools.
• Linux: Managed multiple RedHat servers as the whole infrastructure (100+ servers across different data centers) ran on Linux, requiring proficiency in Linux.
• Git: Employed Git for code versioning and tracking changes.