Fabrice Lecuyer
Murex Flex Developer at Natixis
Paris, Ile-de-France
Summary
👤
Senior🎓
Top SchoolFabrice Lecuyer is a Murex Flex developer and quantitative analyst with over a decade of experience specialising in Fixed Income and Interest Rates. Trained in Mathematical Finance in Paris, he built and maintained C++ pricing libraries and multi-curve frameworks before leading model validation and automation projects at Commonwealth Bank. He co-founded QuantSOS to deliver cost-effective, independent validations of front-office vendor models and has since continued hands-on Murex development at Natixis. Comfortable coding across Excel, C++, C# and Murex scripting, he combines deep quant expertise with practical delivery and Agile project leadership. Notably, he has a track record of replacing spreadsheet-driven workflows with automated engines that reproduce pricing and risk figures for production use. Based in Paris, he brings both trading-floor experience and consultancy-minded efficiency to complex model validation and pricing projects.
11 years of coding experience
16 years of employment as a software developer
Master of Engineering (M.Eng.), Finance, Mechanics, Mathematics and IT, Master of Engineering (M.Eng.), Finance, Mechanics, Mathematics and IT at ESILV - Ecole Supérieure d'Ingénieurs Léonard de Vinci
English, French
Github Skills (12)
routines10
python9
preprocessing9
plotter8
graph8
data-preprocessing8
manipulation8
replication8
speedup7
sector6
visualization4
transport4
Programming languages (6)
Github contributions (5)
lecfab/remind
Mar 2024 - Apr 2025
REMIND - REgional Model of INvestments and Development
Contributions:6 PRs, 123 pushes, 24 branches in 1 year
lecfab/rescience-gorder
Mar 2021 - May 2021
This is the source code of the 2021 replication for ReScience of the paper "Speedup Graph Processing by Graph Ordering" by Hao Wei, Jeffrey Xu Yu, Can Lu, and Xuemin Lin, published in Proceedings of SIGMOD 2016.
Contributions:17 commits, 1 PR, 16 pushes in 2 months
resciencesigmodproceedingsorderingwei
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