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Software Developer (Senior)
Arup works in Front Office FX Derivatives at Citi Investment Bank. Five years of developing Pricing applications, including FX options desk, covering Exotics, Structuring, Sales and also including time at Trading Floor. He has 11 yrs technical experience developing in OOO, C++, STL , Boost and recently C#.
His core interests are Stochastic Pricing , Volatility.