Software Engineering for Risk Management and Trading

Arturo Gonzalez

0

Backend Engineer

Consultant

Software Engineer

C++

Python

SQL

A couple of Equity Derivative pricing models were crated in C/C++. Such pricing models were plugged-in to Excel to run a validation against the outputs supplied by the Quants.
Once the the pricing models were validated successfully the models were deployed and integrated into the main trading and Risk management systems such as Murex and ORC.
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Posted Feb 29, 2024

Implemented and integrated pricing models written in C++ with downstream and upstream trading systems

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Clients

Westpac Life-NZ

Tags

Backend Engineer

Consultant

Software Engineer

C++

Python

SQL

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