Alexandre de Saint Blanquat

Alexandre de Saint Blanquat

Pricing Team Lead for a high-frequency Market Maker in Amsterdam.

Lead Developer in a trading company with 4 years of experience, I have expertise in designing and implementing C++ applications used for low latency trading. Proficient with C++ 17, Rust, Python, Linux, Vola Dynamics, CMAKE, Boost, Redis, ScyllaDB and Tbricks. In charge of guiding the pricing project developments and managing a team of 4 developers with excellent communication with stakeholders.

Experiences

Now

Mar 2021

Pricing Team Lead

All Options International, Amsterdam, The Netherlands

All Options is a derivatives trading company specialised in trading options. I am part of the technology department dedicated to develop new technologies and ensure the continuity of the trading platform.

Main projects:

  • Created a real-time pricing application based on Vola Dynamics used to trade single-stock options and index options. Since June 2023, I am leading a team of four developers aiming to expand to all products in the Europe and the US with a real-time and historical pricing framework.

  • Worked on processing market data for fitting the volatility to the market using the Vola Dynamics library. Used on EURO STOXX 50 and other liquid European indices.

  • Made a portfolio management application that automatically moves delta-neutral and vega-neutral positions. Used to create the company’s spread or dispersion strategies.

  • Rewrote a C++ trading strategy that places options orders in pre-open phase on Euronex. The application is required to manage order-book, send orders and cancel orders with a single thread asynchronously.

Aug 2020

Sep 2019

Software Developer Apprentice

Safran Electrical & Power, Interconnection Systems Eurasia, Design Office, Blagnac, France

In charge of testing the new Hololens 2 on how augmented reality glasses can be used in the plane cabling process.

Education

2020

Robotic and Interactive Systems Engineering Master's Degree

UPSSITECH, Université Paul Sabatier, Toulouse, France

2017

Electrical and Industrial Computer Sciences Professional Bachelor's Degree

IUT A, Université Paul Sabatier, Toulouse, France

Skills

Low latency

Experienced in developing applications with low latency and high reliability requirements. I have a methodic approach and always provide an abstracted design, enforce concepts separation and code profiling.

Using Linux as my working environment and proficient with C++ 17, CMAKE, Boost, the LLVM ecosystem, Python and Rust. Closely working with NoSQL databases such as Redis, ScyllaDB and InfluxDB.

I had training with VHDL and learned OpenGL. Would be interested in GPU-accelerated computing or FPGA.

Project Management

I manage projects through all different stages, from requirement to release, support and handover. I supervise the work of my team, guide the design, review and give constructive feedbacks.

I see myself as a team player and a problem solver who can offer tailor-made project management that suits the team and the company needs.

About me

I have a truly international profile, grew up in south-east Asia, studied in France and now living in The Netherlands.

I like photography, skiing and socializing after work.

Native French, fluent in English.

Mail: alexandredlsb@gmail.com

Phone: +33 7 83 89 52 43