Quantitative Finance

Quantitative development in C++. Implementation of derivative pricing models. Risk engine and grid controller technology.

System Design

Design and development of informations systems in distributed environments. Web and client/server applications. Database connectivity and object-relational mapper technology.

Model Calibration and Data Analysis

Interest rate model calibration. Data analysis with MATLAB and R. Development of quantitative add-ins for Excel.

Consulting Services

Custom software development. System architecture and design. Model validation and review. Articles on financial economics.