Interactive Brokers C++ API solutions QuantLib extensions optimization risk management algorithmic trading NVIDIA CUDA econometric models
math. yes, I like math
I am a C++ programmer specialized in algorithmic trading and derivatives. Graduated Informatics and Econometrics with financial engineering specialization I have been working as a market risk system developer in PKO BP Bank, developing risk pricing mechanisms (i.e. algorithms for volatility surfaces conversion for FX options) and extensions (risk measures) to Algorithmics RiskWatch on Solaris using Algorithmics Risk++ framework written in C++. Currently I develop my own C++ trading client on Linux, using IB API, QuantLib, boost, STL, CUDA. My specialization is FX market.