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).
Was Python something that the client already had in their stack or something you threw in for experience?
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)
thank you nice posting..