Maxime Lenoir

Work Experience

Software engineer

2022 - present

Squarepoint, Paris, France

Systematic strategy execution framework
- Improve robustness, testability and introspection of the framework
- Backport Rust's best-practice to C++

Software engineer

2013 - 2022

BNP Paribas, Paris, France

Project owner of a pre-trade instrument and listing referential system
- Architecture, development, support and maintenance of a performant in-house referential database (multi-feed data aggregation, custom storage backend and efficient querying engine)
- Key component in the integration of Deutsche Bank Prime Finance and Electronic Equities into BNP Paribas infrastructure
- Collaboration with world-wide teams (UK, Hong-Kong, New-York and Russia-based colleagues from BNP and DB)
Real-time intraday data service development
- Low-latency solution for real-time fair value and proprietary basket valuation
- Full historization of years of full-tick intraday data, over thousands of instruments
- Fault resistant with data replication, failover and automatic data repairing
- Streaming of historical and real-time data
- Bespoke querying based on a custom DSL allowing clients to upload bare-metal code near the data source for efficiency
Historical intraday data service development
- Full historization of years-worth of trades, quotes and order books over millions of instruments
- Low-latency with custom storage system
Maintenance and evolution of legacy systems
- Upgrade to latest technology stack with a focus on performance, simplicity, maintainability and extensive testing to achieve zero functional regression
Technical team manager
- Supervise a team of 2 to 3 developers
- Functional and technical training
Technical advisor for the Rust language
- 6 years of professional development in Rust
- Technical review of the team’s Rust code base

Skills

Technical skills
- Excellent knowledge of computer architecture
- Proficient in Linux system programming
- Advanced use of benchmark and profiling tools for software optimisation
- Extensive knowledge of Rust and Golang for building modern, efficient and robust backend systems
- Advanced knowledge of imperative programming languages (C, C++ and Python)
- Experience with modern web development
Soft skills
- Team player
- Highly pragmatic
- Efficient under pressure
Languages
- French (native)
- English (fluent)
Finance
- Experience with multiple providers’ product, including Bloomberg Data Licence, Refinitiv Elektron Data Platform and Refinitiv Datascope
- Good general understanding of sell-side activities through interaction various inner clients

Education

MSc. in Advanced Computer Science

2011 - 2012

The University of Manchester, School of Computer Science, Manchester, United Kingdom

Majored in security and machine learning with distinction
Thesis on automatic classification of music

School of Engineering

2009 - 2012

École nationale supérieure d'informatique pour l'industrie et l'entreprise, Evry, France

Engineer degree specialised in computer science

Hobbies

Museum, exhibitions and drawing hobbyist
Skiing, fitness training and cycling
Technology watch