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).