About I’m a freelance specialist with 20+ years of experience in Banking, Financial and Telecommunications Companies either as technological specialist/project manager.
During the last 5+ years, together with system development and integration, I focused onto VaR/RM/CCR/quant/HFT thematics.
On the quant side I’ve been working onto Algorithm Definition/ Model Validation and Library Implementation issues, pricing all types of options and products (OTC, FX, Equities etc).
Calypso and Murex Architecture and Devel Specialist, I’m currently engaged in definition and implementations of distributed architectures for pricing, VaR, CCR, RM, CVA,
automatic trading & matching algorithms, HFT.