Experienced developer, with 4 years VBA & C# development experience in the financial services industry. Expertise in developing efficient calculation algorithms, and front-end presentation frameworks in VBA & C#. Experienced with developing graphical user interfaces using WPF & creating multithreaded applications.
Have developed numerous fixed income & derivative pricing algorithms, as well as having created implementation for risk management models such as VaR. Stochastic model implementation in VBA: Black-Karasinski, Hull-White.