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We are currently looking for our new Computer Science Trainee (6 months) who is enrolled in a Master in Computer Science/Communication Systems and looking for a Master Project.
The project’s goal is to improve Greeks computation by using up-to-date algorithms and provide a reliable and efficient solution.
In mathematical finance, the term "Greeks" describes a set of variables representing the dimensions of risk involved when trading derivative products such as Options or Warrants, and measure the sensitivity to changes in underlying parameters.
Greeks encompass many variables, each one holding with a value that reflects how the derivative moves, or the risk associated with that derivative. They are used by traders to hedge risk and understand how their profit and loss could behave as prices evolve.