A Grid software platform for valuations and portofolio risk analysis in mathematical finance

The aim of this one year position is to contribute to the definition of a software platform in order to run valuation and portfolio risk analysis in the mathematical finance area.  As financial services are more and more complex to program, deploy and computational intensive, they are good candidates for grid and virtualisation solutions (see e.g. Grid in Financial Services). This platform aims at providing the following features:
The position is to be held within the OASIS project, which is a joint research project between INRIA Sophia-Antipolis, Univ. of Nice Sophia-Antipolis, and the CNRS I3S laboratory, and in strong collaboration with the TOSCA (ex. OMEGA) INRIA research team. TOSCA provides its competencies in mathematical finance. OASIS develops ProActive, an environment for distributed and grid programming.

ProActive is a GRID Java library (Open Source code) for parallel, distributed, and multi-threaded computing, also featuring mobility and security in a uniform framework. ProActive provides a comprehensive toolbox simplifying the programming of parallel applications:
executing on Multicore CPUs, distributed on Local Area Network (LAN), on clusters, on data-center servers, or on multi-site Grids.

PicsouGrid is the existing software platform for pricing and risk evaluation in finance developed using ProActive, developed as part of the ANR French funded project GCPMF "Grille de Calcul pour les Mathematiques Financieres".
Currently, European Option Pricing and Ibanez-Zapaterro Bermudean pricing methods are available, and have been subject to parallelisation and benchmarking efforts using ProActive to deploy on computing grid resources [1,2,3].
The aim of the position is to pursue this effort, by continuing the software development and maintenance of PicsouGrid, introducing alternative parallelised methods of e.g. American/Bermudean option pricing, continuing PicsouGrid integration within the set of ProActive based applications, participating with other GCPMF partners to the project research agenda, collaborations and dissemintation. More generally, the matter of the research is to push an innovative, convenient approach for the design, programming, grid deployment and execution of financial trading services, addressing the complexity of interaction between the finance and IT roles.

We are expecting a young researcher skilled in distributed Java programming, software engineering for grid and distributed systems, possibly already aware of the principles and computational methods required in mathematical finance (e.g such as Monte Carlo simulation techniques), and skilled in the parallelisation of numerical methods.

[1] S. Bezinne, V. Galtier, S. Vialle, F. Baude, M. Bossy, V. Dung, and L. Henrio.
A fault tolerant and multi-paradigm grid architecture for time constrained problems. Application to financial option pricing.
In 2nd IEEE International Conference on e-Science and Grid Computing, December 2006

[2] F. Baude, M. Bossy, V.D. Doan, and I. Stokes-Rees.
Picsougrid - a framework for financial computations on the grid.
In International Symposium of Grid Computing, Taiwan, 2007, march.

[3] V.D. Doan, M. Bossy, F. Baude, and I. Stokes-Rees.
Comparison of parallel distributed american option pricing: Though continuation values classification versus optimal exercise boundary computation.
In
Sixth IMACS Seminar on Monte Carlo Methods (MCM 2007)

How to apply:
For immediate consideration, please contact:
    mailto:francoise.baude@inria.fr,Patricia.Maleyran@sophia.inria.fr
Important: the Subject has to mention: "MathFi-Grid application"
Include with your application:
   - CV
   - Motivation letter for this position