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| Counterparty Exposure Profile |
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Services |
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The derivative trading has grown exponentially in last few years. However the growth in the system and analytics front has not experience the same pace. The most of the trading desks have been operating with their ad-hoc tools developed in-house in piece meal. Simplifying the trading operation they will require consolidating their analytics infrastructure and streamlining the workflow, spanning FRONT OFFICE and MIDDLE OFFICE.
Numerisk provides quantitative services to financial institutions like banks, hedge fund, dealer/broker, etc. Our team spends substantial time with customers to understanding detailed requirements. Depending on the nature of projects we devise a balanced onsite and offshore development strategy. This helps customer reducing both, the cost and development time. Numerisk owns a wealth of in-house analytics which is deployed in various projects. This further reduces the overall project time. |
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| Key Focus |
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| A |
Front Office – Quant development |
| B |
Middle Office – Derivatives Risk Management |
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| :::.. Range of Solutions and Methodology |
- Model development
- Front-office application
- Back/stress testing
- Model validation
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| :::.. More often the projects involve: |
- Consolidation of ad-hoc analytics and streamline various software systems and tool used for pre-and-post trade analyses.
- Building new models based on customer guidelines, enhancing computational algorithms and extending existing analytics libraries.
- Developing highly scalable software systems to capture dynamic nature of customer requirements. These projects require specialized domain expertise and therefore, need significant customer involvement.
- Setting up high-performance computing environment (e.g. GRID) for offline mark-to-market valuation and risk calculation.
- Derivative analytics including models and implementation methodologies is treated proprietary by financial institutions. While distributing work between onsite and offshore we ensure that the confidentiality is maintained. Numerisk follows the practice of model development and testing at customer site whereas peripheral development is performed at offshore offices.
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