Commodities
Energy & Commodities
C++ front end with SQL server back end
Highly successful project that was delivered to LME trading houses and eventually expanded for the energy industry
Risk Management
Implementation of a risk management system to calculate the risk of changes in the underlying pricing structure, calculating the effects on derivatives in changes in delta, theta rho and gamma changes predicting possible profit and loss scenarios on the portfolio of trades.
Deal Portfolio
SQL Server back end with C++ MFC front end using a grid display to show trades that are due to be exercised or abandoned depending whether they are in/out of the money
Option Pricing
Calculate the pricing of options using the latest pricing models using derivatives models implemented by industry leading experts