2019-present – NVIDIA, Developer Technology Engineer
Optimization of GPU code for
- Quantitative Finance
- Medical Imaging
- Oil and Gas
2008-present – ALTIMESH, Founder
Development of Hybridizer Software Suite
From MSIL, JVM or LLVM-IR, Generating:
- CUDA source code
- C++ source code with vector instructions for AVX,AVX-512 and VSX
Participated in response of requests for proposals
- Academic Research:
- Quantum chemistry (FFT, Monte Carlo)
- Fusion (PDEs)
- Oil and Gas:
- RTM
- Seismic image compression
- Radon transform
Development of accelerated libraries for financial calculations.
Consulting financial institutions for deployment of GPU in their compute environment, assisting them in code modernization.
2005-2008 – ANEO, Consultant
Quantitative Research team at BNP Paribas – 18 months
- Work on portfolio management software – compression and data management (32 bits application)
- Stochastic volatility model calibration using GPU
Electronic markets team at Société Générale – 18 months
- Listed products data-base management in dot net.
- Market making automaton for government bonds.