Software Engineer working as a C++ Associate in Risk Analytics and Pricing Systems.
My role is to redesign the Interface between Risk Analytics Applications (Dashboards, Calculators, Position Aggregators and the Exotics Pricing Library. This includes understanding business needs in terms of pricing models and risks calculation , preformance analysis (profiling, metrics collection), caching of data.
4 months - training in Python, Java, C++, Data Bases, Operating Systems
Introduction to Equity Risk Systems Team and Agile Project Management
Development of a User Interface to display Intraday Risk Scenarios.
Technologies used: ExtJS
C, Python, Java
Agile Project Management