Hideki Indou
Software Engineer
Kokubunji,Tokyo
Summary
Engagement in the system, application implementation or valuation library implementation of financial derivatives' risk analysis and position calculation from 2001, and experienced every phase ranged from project planning, basic business analysis, team building, stakeholders organization and system maintenance after system cutting over. At the moment, in daily basis, managed front application development team consisted of 4 quants IT member.
Overview
9
9
years of post-secondary education
22
22
years of professional experience
Work History
Engineering Team Leader
Mitsubishi UFJ bank
Chiyoda-ku, Tokyo
03.2020 - Current
- Managed application development team of derivatives pricing applications in End of Libor project, and done numerical test with teams by controlling project risk
- Maintained development infrastructure environment for derivatives quants team which uses Jenkins, Github and HPC computing of Windows HPC 2016 on private cloud environment
Data Scientist
Cognirobo
Minato-ku, Tokyo
08.2020 - 06.2021
- Learned and investigated basic of recommendation algorithms
- Done numerical test by applying actual data
- Achieved numerical validation under lots of recommendation model
Data Scientist
Congnirobo
Minato-ku, Tokyo
07.2019 - 02.2020
- Learning and investigated reinforcement learning basic algorithms
- Implemented prototype of reinforcement learning model (Actor Critic model) in pytorch
- Done numerical test with actual data by simulating environment in order to seek optimal device number
Software Engineer
Mitsubishi UFJ bank
Chiyoda-ku, Tokyo
11.2018 - 02.2020
- Organized and launched development scrum team for xva pricing application used by front traders and sales
- Wrote data interface specification and implemented it for deal data, and market data mapping between upstream system and deal specification language in quants library, or market which calculates xva risk position across various financial assets in booking system.
Team Leader of Derivatives Management System
Mitsubishi UFJ bank
Chiyoda-ku, Tokyo
11.2013 - 10.2018
- Engaged team management of derivatives night batch calculation system with tasks like cost estimation, budget application and writing contract with business partners in various project
- Built relationships with users of system, or any other stakeholders like risk management division, market control division, sales or traders
- Managed task progress of development team and issue tracking in each phase in various project
Quants Engineer
Mitsubishi UFJ bank
Chiyoda-ku, Tokyo
10.2012 - 11.2013
- Implemented dual curve stripping logic in quants valuation library with C++, taking care of lots of market instruments type (basis swap, short swap, one maturity swap, futures, etc...), and experiments it in numerically
- Implemented interest rate derivatives vanilla products pricing application for traders and sales with C# windows form, and managed development team. Lead successful achievement from the view of UX
Derivatives New Products Planning Engineer
Mitsubishi UFJ bank
Chiyoda-ku, Tokyo
11.2011 - 12.2012
- Collected derivatives new products requirement from derivatives sales team, and prioritized them through the discussion about the feasiblity of implementation difficulty from the view of valuation model or system implementation
- Negotiated with stakeholders like risk management division, or whole sales section about how much they allow trading position, or any other limitation in trading the products
- Managed quants and system development team for new products development project for successful launch
Credit Derivatives Quants
Mitsubishi UFJ Morgan Stanley Securities
Chiyoda-ku, Tokyo
10.2009 - 10.2011
- Wrote down credit derivatives' new products valuation numerical logic, implemented it in spread sheet for numerical testing and pricing application for traders
- Supported credit trading team by developing trading support tool in Excel
Quants Engineer
Mitsubishi UFJ Morgan Stanley Securities
Chiyoda-ku, Tokyo
11.2005 - 09.2009
- Built derivative valuation library to make quants model development process effective and faster, and introduced valuation library developed in London to Tokyo derivatives system development
- Implemented building block of derivatives valuation logic like yield curve, products evaluation in C++
- Investigated London library and feedback the investigation result to Tokyo quants team
- Did technical support to system developers involved to London library's introduction project
- Bridged between London and Tokyo quants team
Quants
Sanwa bank
Chiyoda-ku, Tokyo
04.2001 - 10.2005
- fx valuation model development by writing down valuation logic of fx products which is comparatively simple, like average fx option, day count option, knock-in/out option with simple model (in BS model)
- Implemented valuation logic with C++ and did numerical test on spreadsheet, and wrote logic application for risk division
Education
Master of Science - Systems Science And Theory
Graduate School of Kyoto University
Kyoto City 04.1999 - 03.2001
Bachelor of Science - Information Science
Kyoto University
Kyoto City 04.1995 - 03.1999
High School Diploma -
Takamatsu Nishi High School
Kagawa Prefecture 04.1991 - 03.1994
Skills
Product development
undefinedTimeline
Data Scientist
Cognirobo
08.2020 - 06.2021
Engineering Team Leader
Mitsubishi UFJ bank
03.2020 - Current
Data Scientist
Congnirobo
07.2019 - 02.2020
Software Engineer
Mitsubishi UFJ bank
11.2018 - 02.2020
Team Leader of Derivatives Management System
Mitsubishi UFJ bank
11.2013 - 10.2018
Quants Engineer
Mitsubishi UFJ bank
10.2012 - 11.2013
Derivatives New Products Planning Engineer
Mitsubishi UFJ bank
11.2011 - 12.2012
Credit Derivatives Quants
Mitsubishi UFJ Morgan Stanley Securities
10.2009 - 10.2011
Quants Engineer
Mitsubishi UFJ Morgan Stanley Securities
11.2005 - 09.2009
Quants
Sanwa bank
04.2001 - 10.2005
Master of Science - Systems Science And Theory
Graduate School of Kyoto University
04.1999 - 03.2001
Bachelor of Science - Information Science
Kyoto University
04.1995 - 03.1999
High School Diploma -
Takamatsu Nishi High School
04.1991 - 03.1994
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