Youssef BOUHA

– Architect & Developer Consultant at Crédit Agricole CIB for 3 years, embedded in a capital markets risk & pricing platform. – Contributed across the full stack of the Orchestrade front-to-back system, from market data and trade lifecycle management to grid computing infrastructure and risk valuation engines. – Contributed to the integration and operation of Orchestrade as a front-to-back trading system, supporting trade lifecycle management, position keeping, and risk workflows across asset classes – Designed and developed a task orchestrator with a proportional dispatch strategy to distribute pricing workloads across multiple computing grids, dynamically routing batches across clusters based on configurable allocation ratios to improve throughput and resilience – Implemented new indicators pricing by interfacing the quant library within the risk & valuation system – Designed and developed market data aggregation APIs to consolidate and supply shifts from multiple heterogeneous sources to downstream consumers – Developed an automated database migration solution from SQL Server to PostgreSQL using C# and Perl, ensuring data integrity and minimal operational disruption – Built a web application for monitoring pricing jobs using Angular & DevExtreme, with integrated automation of repetitive diagnostic tasks via PowerShell scripts and modules

– Design and architecture of Market Risk framework, process digitalization & revamping using modern technology – Design & development of a new data feeders Web API enabling market risk process automation (Market data, VaR/VaR Explain data, P&L with Explain Data, Referential data ...) – Design & Development of market data shifts calculator used for VaR Explain approximation – Set up workspace for business teams (Python, PyCharm, Git Repository ...) – Trained and motivated market risk team member take part of the digitalization process (enabling) – Design & development of a tool set based on PowerShell & Python to automate repetitive tasks – Revamping of legacy services to be wrapped in a Web Api to be used in Python by MarketRisk – Developed RiskWatch tool that outlines Market Risk indicators along with managing limits setup and life cycle – Made daily reporting and provided market risk indicators analysis – Set-up of first version of Python Risk Framework(Riskpy) solution used for Market Risk Reports generation and for daily risk analysis and – Participated extensively in architecture discussions and provide assistance of others Market Risk teams on automation & digitalization

– Production follows up and revamping different parts of global front to back system (Meteor: COM centric system automated using dotnet technolgies) – Design & development of new features on a grid-computing based risk engine for P&L, VaR, and risk analysis calculations – Revamp and fine-tuning of MRM jobs calculation system – Design & development of a tool set based on PowerShell to ease investigation of incidents – Revamping of legacy services based on vb6 for a high availability (overcoming memory leaks issues) – Developed an active monitoring tool to follow up and tuning MRM calculations jobs and tasks – Design & development of theta Effect in the VaR of MRM (impacts all MRM parts) – Design & development of the MRM release validation tool which compare jobs results across many databases (C#, DevExpress, T4, SQL & SQLLite) – Benchmarking of data analytics technologies to use for GEM future projects (ActivePivot, SSAS, Qlikview) – Implementation of additional PNL explained indicators – Set-up of first version of Active Pivot data analytic solution used for VaR results analysis – Design and development of ActivePivot Adapter used to adapt MRM results to Active Pivot requirements. (Job results & data enrichment) – Refactoring of data access of ParamExo application by migrating code from DataSet based to object oriented style base on DataReader and Plain object – Improve RLE mechanism for doing write backs while saving Risk Limits. – Development of PowerShell scripts used for managing OLAP data partitions – Making store procedures less blocking by using portioning data updates into small batches – Participated extensively in architecture discussions – Recovering of existing legacy tools usage without any help document

– C#/C++ and SQL Server design/development of new features on a front-to-back portfolio management system – Developed new a performance contribution engine of mutual funds (C#/Winforms) – Modeled Credit Default Swaps (CDS) and developed their life cycle on the portfolio management system (instrument, transaction, cash-flows, credit-events, spreads capture and valuation) – Developed a COM API publishing CDS features to other satellite services (C#/COM/VB6) – Developed new features on the portfolio holding engine (C++/CLI/C#) – Designed and developed an alert manager system using (C# WPF/Entity Framework and SQL Server) – Developed a data aggregator engine in a generic manner so as to be used in different data analytics scenarios

– C#/C++ design and development on the AGRISK calculator (portfolio valuations and risk analyses) – Designed and developed the new AGRISK configuration system that replaces the legacy configurations based on windows registry and .ini files with database-centralized ones – Designed the configuration system database in a way that allows parameter value inheritance – Developed PL/SQL Stored procedures that implements the inheritance mechanism (makes use of Oracle analytic requests) – Developed a configuration provider in C# and integrated it in the user interface of the AGRISK calculator (C# consuming in MFC client via C++/COM) – Designed and developed a C# command line to be invoked in PowerShell so as to migrate the legacy configurations – Refactored and made some enhancements on the AGRISK Gateway(that distribute the calculations over a Symphony computing grid (C#/Thread Pooling and thread synchronization, Tibco Rendez-vous) – Refactored an SQL Server OLAP database (that permits storing the AGRISK calculator performance counters for better resource usage) and updated the related SSIS packages and others performance feeders (C# windows services invoked asynchronously by AGRISK components)

– Design/development/maintenance of valuation and fees management system – Designed and developed a Winforms application that allows dynamically retrieving mutual funds' performance and risking indicators (these indicators are generally stored in big tables) – Migrated and deployed ASP .Net based intranet from .Net 1.1 to .Net 2.0 taking profit from .Net 2.0 new features: connection pooling, user management, themes, caching, Ajax/jQuery) – Developed automatic data import modules using SSIS packages scheduled via VTOM – Handled the visualization of complex mutual fund attributes and their binding by customizing DevExpress Winforms components – Developed SSIS packages to import portfolio and market data to the performance attribution system B-One – Maintained and optimized portfolio and index performance computing engine (chain of stored procedures orchestrated with SSIS) – Suggested and introduced a .Net typical architecture (database/data access layer/business logic layer/user interface) – Implemented a transversal authentication module based on ASP.Net 2.0 membership provider for Winforms application