2009 - 2013SUMMIT ICC FT (V 5.2.0) Fixed Income Developer
Interest Rate Options/FX Options Pricing
Integration, testing and validation of an external pricing library
Calculus of options prices and greeks (Black & Scholes/Heston/SABR).
Pricing & development rates and credit derivatives.
Refactoring Code, Development API Summit.
Business Analysis, data modelling
Problem solving and analysis
Creation of Windows Forms application with. NET Framework (C#, C++, Python, SQL Server).
C++, PERL, Java, VB, PHP, (X)HTML, CSS2, PL /SQL, XML.
