qds007
commented
7 years ago Quant Dev
JPMC Option Market Making/Rate Trading Eng -- Desktop C++ Connectivity to Linux C++ server -- Bash and Python for configuration, Deployment, Linux Server log tracing and data operation -- C++ surrogate to connect 32 bit keypad to 64 bit WPF app. -- C# for Windows Trading GUI and Trading Keypad development -- Git, Nuget, Team City for agile develoment and deployment
GMO Quant Research and Trading developer -- Quantlib C++ open source based option, solver and optimization math. -- work closely with Quant Analysis, Portfolio manager on math model, simulation and data -- Windows Server C++ code for Trade Execution -- C#/C++ Server Order Allocation Algorithm implementation
JHA .net Developer, Web and Server
Fidelity C++ and Database Actuarial Calculation Developer
Continuous Life calc PIQ Fair Allocation Econ Data vs Future contract Optimized Portflio weights
http://www.academia.edu/23340430/Options_Futures_and_Other_Derivatives_9th_Edition_by_John_C._Hull_Dr.Soc_
https://www.tastytrade.com/tt/