Frankfurt and Risk Engines


This week I’m office to Frankfurt to being the handover process of the grid project I’ve been working on. The project has lasted 7 months, and have been challenging to say the least – legacy C++ code, mixed with a commercial grid product, and a sprinkling of Java.

My new project is working with the Pricing and Risk Management development team in the area of credit, equities, hybrid’s and rates (specifically the Risk Engine). This weeks engineering tasks are centred around C++/CLI, C++, Java and …. Python (via boost).

About these ads

~ by mdavey on January 31, 2006.

3 Responses to “Frankfurt and Risk Engines”

  1. Was Python something that the client already had in their stack or something you threw in for experience?

  2. Python was added to the stack recently. As a side note, traders often write code themselves in a variey of languages to play with the data (often the smile)

  3. thank you nice posting..

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

 
Follow

Get every new post delivered to your Inbox.

Join 653 other followers

%d bloggers like this: