Hi, I am working for a bank in Quantitative Valuations team and we recently switched our derivatives pricing/ risk sensitivity library from licensed software to opensource software called ORE. The source code of ORE is written in
C++ and as such would like gain experience in
C++ to extend it further
Objective: Gain
C++ knowledge for derivative pricing library development
Programming Experience: R,
Python,VBA
, SQL
Current work: Risk Modelling/Derivative Pricing at a Bank
Intended Pace: As soon as possible