Eric Reynolds

Eric Reynolds Email and Phone Number

Senior Software Engineer at Google @ Google
mountain view, california, united states
Eric Reynolds's Location
Tavarnelle Val di Pesa, Tuscany, Italy, Italy
About Eric Reynolds

Eric Reynolds is a Senior Software Engineer at Google at Google.

Eric Reynolds's Current Company Details
Google

Google

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Senior Software Engineer at Google
mountain view, california, united states
Website:
google.com
Employees:
219238
Eric Reynolds Work Experience Details
  • Google
    Senior Software Engineer
    Google May 2022 - Present
    Tuscany, Italy
    View
  • Google
    Software Engineer
    Google Feb 2017 - Apr 2022
    Zurich, Switzerland
    View
  • Mps Capital Services, Montepaschi Group
    Fx Derivatives Trader
    Mps Capital Services, Montepaschi Group Jan 2011 - Jan 2017
    Siena, Italy
    · Flow and exotics across all currency pairs.· Structured products for clients: TARNs, autocallables, flexible forwards.· Backtesting/live trading system developed in C# (spot, forwards, vol).· Quantitative tecniques: statistical arbitrage; ML estimators for market data cleaning; forward curve and vol surface construction and interpolation.
  • Mps Capital Services, Montepaschi Group
    Quantitative Analyst
    Mps Capital Services, Montepaschi Group Sep 2008 - Dec 2010
    Siena, Italy
    · Developed PDE and MC pricing engines for IR and FX structured products with realtimecalibration and pricing. Implementation in C++ interfaced with Excel/Python.· Multi-factor Cheyette, Hull-White stochastic rates FX model, Heston and SABR.· Hybrid FX/rates/credit simulation engines for regulatory compliance reporting.· Built and optimized a generic finite difference 2D/3D PDE solver framework.· Other responsibilities: IT tools for business process automation, liaising with tradingand structuring.
  • Bnp Paribas
    Quantitative Trading Support
    Bnp Paribas Sep 2005 - Mar 2006
    London, Uk
    Exotic derivatives pricing using scripable cross-asset pricing library.Developed fixed income options pricer in VBA for clients (single-factor HW model).
    View

Frequently Asked Questions about Eric Reynolds

What company does Eric Reynolds work for?

Eric Reynolds works for Google

What is Eric Reynolds's role at the current company?

Eric Reynolds's current role is Senior Software Engineer at Google.

Who are Eric Reynolds's colleagues?

Eric Reynolds's colleagues are Omar Pérez, Hogwarts-The Magical School, Deivide Martins, Kim Oosterhof, Gabriel Alves, Matthew Wettlaufer, Chhavi Sharma, Cfa.

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