Project ID:
633035
Project Type:
Fixed
Budget:
$250-$750 USD
Project Description:
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.
Skills required:
.NET,
C# Programming,
Java,
PHP,
Visual Basic