The project is to extend an existing Python risk application for derivatives portfolios of options and futures.
The app should calculate Value at Risk and SPAN margin and display it on a desktop GUI.
Most of the app is already built, but it needs to include VaR methodology and needs to handle multiple portfolios.
It may be possible to make use of OpenSourceRisk technology: [login to view URL]
A full requirements spec will be given to shortlisted candidates.
16 freelance font une offre moyenne de $430 pour ce travail
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