Note:As of January 14, 2019, Acyclic services are indefinitely suspended, as I am working full time for Morgan Stanley.
Software Engineering Services
More than 25 years of experience in the architecture, engineering, implementation, deployment and management of large-scale derivatives risk management applications.
Beautiful, robust, appropriate solutions to complex problems.
Coding and design with modern languages and architectures.
Massively distributed computing and data systems.
Hiring, organization and management of technical and quantitative staff.
Requirements gathering and refinement.
Derivatives structuring, risk measurement and aggregation, scenario analysis, regulatory control, algorithmic execution.