Description
Market Data 3D Visualization Specialist
This role will evaluate and implement the following business requirements regarding 3d visualization of volatility surfaces and skews.
Detailed specification of visualization of market data:
- Plot Real Time volatility surface and skews in 3D
- Users can rotate, view slice by slice, in both dimensions, fly over market data curves
- First manipulation of data will be done inside Excel
- Optionally manipulate the plot directly and feed the results back into Excel
- Optionally generic market data time series plots/charts - similar to commercial technology analysis package
- Standard market data time series technical analysis indicators
- Multiple chart types with multiple curve display
- Drag-n-drop spread
- Real Time calculate/update
- Optionally evaluate ways to visualize massive amount of market data using GPGPU memory and 3D technology
- Retrieving data from HTTP RESTful APIs
- Develop prototype 3D visualization of composite time series market data, some of them are geo-spatial by nature as well (eg historical vessel movements)..Composite here means market data for 3D visualization evaluation is in broader sense, financial market data as well as physical energy trading assets, plus twitter, research reports are all market data in BP.
Key Accountabilities:
- Analyse existing volatility and skews usage in market trader spreadsheet, identify potential ways to visualize data in 3D, controlled by Excel spreadsheet
- Learn and utilise existing in-house frameworks and infrastructure as foundation technology stack, especially Discovery + foBUS + TIBCO Web Messaging to meet users' specifications above.
- Document technology selection criteria, score board, prototype code, compile process, runtime limitations/requirements, known bugs/issues
Essential Criteria:
- Computer 3D Graphic theory and hands-on knowledge
- Programming 3D Graphic in C/C++ with OpenGL, JavaScript with WebGL, or C# with WPF 3D/Managed DirectX
- Financial market data, especially market data for trading spot/forward/futures, options in all major financial/commodity products/assets
- Market Data Technical Analysis