Matthieu Croquelois
Engineer - Team Leader at Bloomberg LP
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolMatthieu Croquelois is an experienced engineering leader with 12+ years designing and delivering high-availability, distributed market-data and risk systems at Bloomberg, specializing in complex derivatives, FX lifecycle management, and collateral workflow. He combines deep quantitative skills (stochastic calculus, VaR, CVA/CSA) with hands-on software expertise across C/C++, Java, Node.js, Python and database technologies to bridge finance and engineering. As a team leader he drives consistency of vol surfaces and curve-level data, near-real-time valuation, and scalable APIs for multi-asset risk platforms. He has a track record of automating pricing and risk processes and supporting major regulatory programs (EMIR, Solvency), reflecting both client-facing and product delivery strengths. Outside Bloomberg he contributes to open-source smart-contract tooling, notably implementing and testing order-book logic for Scrypto challenges, showing an appetite for low-level trading mechanics and rigorous testing. Based in London, he pairs formal training in math, computer science and finance with practical architecture and team management to turn intricate financial models into production-grade systems.
12 years of coding experience
8 years of employment as a software developer
courseraMaster, Computer science and applied mathematics, Master, Computer science and applied mathematics at Ecole Nationale Supérieure d'Informatique et de Mathématiques Appliquées de GrenobleBachelors, applied mathematics, Bachelors, applied mathematics at Université du Littoral Côte d'OpaleMaster, Economics, finance and law, Master, Economics, finance and law at Institut d'Administration des Entreprises
English, French
Github Skills (6)
smart-contracts10
scrypt10
scrypto10
testing10
rust9
builders8
Programming languages (6)
Github contributions (5)
radixdlt/scrypto-challenges
Feb 2022 - Jul 2022
Compete with other Scrypto devs and claim your place among the Scrypto champions
Role in this project:
Back-end Developer
Back-end DeveloperContributions:7 commits, 2 PRs in 4 months
Contributions summary:Matthieu primarily contributed to the implementation and testing of an order book functionality within a smart contract environment. They wrote tests for the `CroqOrderBook` contract, focusing on functionalities such as registering users, pushing bids and asks, and cancelling orders. The code changes also involved formatting and bug fixes, with additional comments to explain parts of the code. The commits demonstrate a strong focus on testing and refining the core logic of the exchange.
placeethereumcompeteclaimdevs
croquelois/bootstrapSwap
Mar 2016 - Jan 2020
Quantitative finance: how to extract rate and discount factor curve from swaps
Contributions:2 PRs, 9 pushes, 2 branches in 3 years 11 months
stock-marketdiscountfactoredgartrading
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