Commodities Risk Management
Required knowledge: .NET, C#, Java, PHP, Visual Basic
Please read the description carefully. I will be engaging only programmers that have done this kind of project before (and they will need to demonstrate or substantiate that they have done this before. We are an oil trading firm and require quotes on the development of a risk management system. We trade oil futures and oil swaps and require a system that does the following Trade capture (stores all details of trades) Risk Reports - shows delta positions by commodity and calendar bucket Profit and Loss calculation Price curve database storage (storage of prices) VAR calculation Middle Office Accounting : captures broker costs, clearing costs etc Electronic Deal Flow : captures trades automatically that have been executed on an electronic exchange. I will require references from previous projects that are similar to this one for this project to be awarded. |
Job Categories: |
.NETJavaPHPVisual Basic |
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