Banner Image

All Services

Programming & Development

Other - Technology Projects

$100/hr Starting at $25

Computational engine for the FX spot market-making platform for majors (G4) and low liquidity currencies (ZAR): CEP StreamBase and Matlab, 1000+ lines of code; Parameter optimization of risk warehousing engine (Variable Netting Algorithm) for majors and low liquidity currencies: Matlab, 1000+ lines of code; FX spot platform for majors (expert system with embedded risk management tools and parameter optimization engine): Matlab, 2000+ lines of code, Shell scripting (Bash, few hundreds lines); Default, prepayment, and severity loss models for Mortgage Backed Securities (MBS) bond pricing: SAS, SQL, Matlab and VBA, 2000+ lines of code; Automatic system for US mortgage market reports generation: SQL, SAS, Matlab and MS Excel, 1000+ lines of code; ERWIN – parallel high-order accurate solver for 3D systems of nonlinear time-dependent PDEs with visualization engine: Fortran 90 with MPI, 3000+ lines of code; visualization: Matlab, 1000+ lines of code; ported on the IBM SP6 super-co

About

$100/hr Ongoing

Download Resume

Computational engine for the FX spot market-making platform for majors (G4) and low liquidity currencies (ZAR): CEP StreamBase and Matlab, 1000+ lines of code; Parameter optimization of risk warehousing engine (Variable Netting Algorithm) for majors and low liquidity currencies: Matlab, 1000+ lines of code; FX spot platform for majors (expert system with embedded risk management tools and parameter optimization engine): Matlab, 2000+ lines of code, Shell scripting (Bash, few hundreds lines); Default, prepayment, and severity loss models for Mortgage Backed Securities (MBS) bond pricing: SAS, SQL, Matlab and VBA, 2000+ lines of code; Automatic system for US mortgage market reports generation: SQL, SAS, Matlab and MS Excel, 1000+ lines of code; ERWIN – parallel high-order accurate solver for 3D systems of nonlinear time-dependent PDEs with visualization engine: Fortran 90 with MPI, 3000+ lines of code; visualization: Matlab, 1000+ lines of code; ported on the IBM SP6 super-co

Skills & Expertise

3DAlgorithm DevelopmentBashCC++DesignEnglish LanguageERwinExcelFortranGraphic DesignHebrew LanguageManagementMathematical ModelingMATLABMedicalMedical ImagingModelingMsMs ExcelProgrammingReportsSASSQLVBA

0 Reviews

This Freelancer has not received any feedback.