Financial Services Consulting

  • Risk Modeling. Portfolio risk model development and automation
  • Market Risk Management. VAR. Fixed Income Pricing and Valuation
  • Product Expertise: Derivatives, Fixed Income. Credit/Rates. Delta One. ETFs. Emerging Markets.
  • Big Data. Amazon AWS / Google Cloud / Google Tensorflow
  • Machine Learning and Data Analysis
  • Predictive Analytics and Modeling

Investment Management and Hedge Funds

  • Investment Reporting and Analytics (P&L, Risk, Attribution). 3-4 week full-cycle solution development cycle using out-of-the box BI tools (Qlik, etc.), open source technology (Python, Angular, etc.) and cloud-based platforms (Amazon AWS, Google Cloud)
  • Investment Product Development. Long / Short portfolio modeling
  • Forecasting & Trading Signal Development. Linear and non-linear strategies, including RNN LSTM/GRU, etc.
  • Systematic strategy development (options, equities, ETFs, futures). Systematic forward test / back test
  • Machine Learning - Factor-based and time-series based models (Python, Pandas, Numpy, Tensorflow)

Investment Technology / Change Management

  • If you answer yes to the below questions please call us for confidential assessment
  • Has your internal investment analytics or Risk IT project run into the sand?
  • Has you project been in a permanent state of development without delivering actual business results?
  • Do you feel that there is a gap between investment management / front office needs and availability of back office resources to deliver the solution?
  • What we will do for you:
  • We will do a short study to assess what kind of change / improvement is required
  • Conduct cost / value / budget analysis whether your fund needs to implement a new system, and / or optimize any additional business processes
  • Deploy the investment analytics / reporting solutions on budget and time
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