OUR EXPERTISE
QUANTITATIVE EXPERTISE
-
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
RISK MANAGEMENT
-
Risk analysis & Management: Market Risk, Counterparty Credit Risk, Liquidity Risk...
-
Stress Testing
-
Reporting & Control
TRANSFORMATION & CHANGE
-
Business Analysis
-
Project Management
-
Programme Management
-
Project Management Office (PMO)
-
Planning, Resourcing, Budgeting, RAID…
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
REGULATORY CHANGE
-
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
