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 (20)
routines10
python9
graph9
data-preprocessing9
replication8
model-comparison8
visualization7
pattern-mining7
algorithm6
r-package6
r6
graph-algorithms5
sector4
temporal-data4
complex-networks4
Programming languages (6)
Github contributions (5)
lecfab/mrremind
Jul 2024 - Aug 2025
The mrremind packages contains data preprocessing for the REMIND model.
Contributions:36 pushes, 3 branches in 1 year
lecfab/volt
Feb 2022 - Nov 2022
Vertex Ordering to List Triangles: a fast C++ tool for triangle counting or listing in big graphs. See associated paper: https://arxiv.org/abs/2203.04774
Contributions:19 commits, 16 pushes, 1 branch in 9 months
cppgraph-algorithmspattern-miningreal-world-datasetstriangle-counting
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