OUR EXPERTISE

 

QUANTITATIVE EXPERTISE

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  • Modelling expertise: Front office, cross asset pricing models, risk models (Market, Credit, Counter-party, Operational, Liquidity...)

  • Model validation expertise: Pricing models, risk models, Benchmark & Review 

  • Methodology

  • Quantitative development: C++, C#, Python, Java…

  • Machine learning: Supervised learning, unsupervised learning

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RISK MANAGEMENT

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  • Risk analysis & Management: Market Risk, Counterparty Credit Risk, Liquidity Risk...

  • Stress Testing

  • Reporting & Control

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TRANSFORMATION & CHANGE

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  • Business Analysis 

  • Project Management

  • Programme Management

  • Project Management Office (PMO)

  • Planning, Resourcing, Budgeting, RAID…

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TECHNOLOGY

 

  • Generalist: 1st, 2nd & 3rd level functional & technical support, Production support

  • Vendor expertise: ION MarketView, Murex, Symphony...

  • Specialist: Oracle development, Risk system, Object oriented programming (C++ / C# / Java…), Scripting, Front end & Back end development

  • Rapid application development: Front office / pricing tools

  • High performance computing - Grid computing, Distributed systems, Low latency / multithreading

  • Architecture (Enterprise, Business & Solutions)

  • Technical analysis, Implementation, Upgrade, Migration

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REGULATORY CHANGE

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  • Basel III (FRTB, BCBS 239...)

  • Dodd Frank Act & EMIR

  • IFRS9

  • GDPR

  • Markets in Financial Instruments Directive (MiFID)

  • International Accounting Standards & International Financial Reporting Standards

  • Prudential Regulation Authority

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