We deliver financial analytics solutions across asset classes including FX, fixed income, credit, equities, and commodities on both individual and portfolio levels. Our technological development group delivers flexible tools that can be used by financial institutions as stand-alone products or by financial consultants as “consultant-enabling kits” to benchmark audited results.
Our expertise in analytics, trading, structuring, and risk management, combined with software and information technology developments enables our clients to optimally solve their problems.
Our extensive background in the front-, middle- and back- office environments allows us to understand composition of trading books and product mix and assist in choosing the appropriate model framework and financial implementation.
We provide the following services:
- Assessing in choosing the model framework for trading and structuring
- Embedding pricing models into the existing front office environment, including the implementation of model calibration to live markets
- Model and product auditing and validation, and documentation
- P&L reconciliation
- Development of hedging strategies