Josh Langley
C++ • Python • Rust
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Software Craftsman
Hi!
Passionate about Software, and inspired by people; here is a little bit about me.
I have been a software engineer since 2015 working primarily in financial services. Currently I work for Bloomberg LP as a Software Developer but the thoughts and opinions here are my own.
Currently a practising C++/Python programmer with a particular interest in compile time meta-programming.
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Background
BLOOMBERG L.P.
Multi-Asset Risk London
TECHNOLOGY CHAMPION
C++ • Python • Rust
Working as a Technology Champion and Senior engineer in Market Risk analytics. Developing aware-winning sell-side solutions for greek and VaR statistics, delivering reporting requirements for clients worldwide. My role consists of horizontally elevating the stack and driving wide spread initiatives that deliver performance, reliability and developer experience across all functions.
BLOOMBERG L.P.
Multi-Asset Risk London
Software Engineer
C++ • Python • Groovy
Developing C++20 Compile time libraries for a group of 150 engineers globally. Primary SME for FRTB and developing Market Risk Applications, my role consisted primarily of training engineers and maintaining partnerships with clients and stakeholders to deliver necessary features for market risk reporting for all jurisdictions.
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Additionally acting as rep and SME of our CI/CD pipelines and actively developing tooling in Groovy which accommodates all workflows that company actively maintains.
Credit Suisse
Credit Risk 2018
SOFTWARE ENGINEER
C# • Python • F#
Maintained an re-designed a sell-side credit risk solution with a focus on structured products. Leveraging a distributed F# Pricing farm and developing massively parallel compute platform. Laster implementing the initial FRTB specification focussing on Taylor series expansion and providing analytics for CVA.