Quant Developer · Expert · Stockholm, Sweden
Quant Developer
Réf. JS-C02936
pythonC++marketing digitalMurex📍 Stockholm, Sweden💼 25 ans d'XP
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Tomas Lågland is a seasoned Quant Developer with extensive experience in market risk, model validation, and quantitative analysis. He has worked with major financial institutions, enhancing software layers and developing pricing tools. Proficient in Python, C++, and financial engineering, Tomas has a strong background in operational research and stochastic optimization.
Export of trades, market data and market data configurations from Murex for the purpose of model validation. Development work on an independent price verification tool. Environnement technique : Python
Maintenance and troubleshooting covering all functional aspects like reporting, datamart, workflows, product templates, accounting, market data import, interfaces, fixing procedure etc.
Tactical development depending on requirements mainly from the trading function. Enhancement of the in-house analytics library. Environnement technique : C/C++/Korn shell/Sybase,Murex Flex API
Maintained and enhanced the software layer around the quantitative library. Areas covered: Value-at-Risk, Brazilian rate futures, bond model volatility/correlation parameter estimation. Environnement technique : C++
Improvement of data structure and algorithmic efficiency skills by solving hundreds of programming puzzles. Environnement technique : C++, FIX protocol
Developing, implementing and applying prediction models and related infrastructure for sports competitions. Environnement technique : R, C++, Boost, Poco and MySQL
Worked on the derivatives and credit desk with exposure to most asset classes, but predominantly FX. Environnement technique : QuantLib and C++
Lent quantitative support to clients in issues relating to model choice and mapping of deal parameters.
Implementation of statistical models suitable for predicting the outcome of football games. Environnement technique : C++
NumeriX is a software provider in the field of exotics pricing and risk analysis.
Development of a sports betting platform including statistical model estimation. Environnement technique : Perl/Matlab/MySQL
Design and implementation of a volatility and correlation calculation engine for electricity forward contracts. Environnement technique : Java/Oracle/Excel Add-In
Design and implementation of a Black-Litterman return and risk calibration engine. Environnement technique : C++/VB/MSSQL/Matlab
Implementation of a prototype for document classification using the self-organizing map algorithm (SOM).
C++ GUI development with Borland Object Windows Library.