With demonstrated financial industry expertise we'll enable you to meet challenges and achieve your goals. Our attention is always focused on helping you get the information and technique you need to make better decisions. Implementation of financial technology is one of our core competencies. ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...

Financial markets, risk management, processes & systems

Front-to-back systems & processes

Customization and enhancement of trading systems (e.g. Sophis Risque, Calypso, WallstreetSTP, Tradestation, TWS)
System migration and upgrading issues (gap analysis, requirements engineering)
Product evaluation, vendor selection processes, proof of concept
Analysis, design, review and optimization of front-to-back processes, e.g.

- Pre- and post-trade analysis
- Order algorithms
- Straight-through processing (STP)
- Market & credit risk measurement and management
- Portfolio and cash flow management
- Settlement, accounting, auditing, compliance

Financial engineering & modeling

Design and review of risk and pricing models for all major systems
Structuring of derivatives (retail and OTC)
Index and ETF composition

Trading, hedging and portfolio strategies; market research

Market research using proprietary smart auto-adaptive technical indicators
Strategy design, review, testing and implementation
Order book / T&S transactional flow analysis and distribution pattern identification algorithms (self-learning neural networks)
Short-term and high-frequency trading setups
Mid-term statistical arbitrage (e.g. spread trading, sector rotation)
Stress testing, back testing, what-if-scenarios
Performance measurement and attribution
Strategy libraries and technical analysis indicators as add-ons for all major systems (e.g. Calypso, Murex, TradeStation, InteractiveBrokers TWS, InteractiveData / ESignal, NinjaTrader, WealthLab)
Implementation of proprietary pattern detection algorithms (based on neural networks and genetic algos) into all major systems

Risk management & compliance

Servicing the complete risk management process

• Identifying risk exposures
• Measuring risk exposures
• Assessing the effects of exposures
• Finding ways to shift or trade risks
• Assessing costs and benefits of the different ways
• Forming a risk mitigation strategy: Keep, avoid, transfer, mitigate
• Evaluating performance

Market risk: VaR, simulations, stress tests, scenarios, EVT
Credit risk: LGD, PD, EAD, EDF, ratings/transition matrices, systems (KMV, Credit Metrics, Credit Risk+)
Operational risk: LDA, severity & frequency, methods (top-down, bottom-up, IMA; BIA, SA, AMA), model risks
Design and implementation of risk management programs and GRC concepts
Assisting in compliance issues: BaFin, MiFid, Basel, Solvency, DerivV, KAG, MaH, MaRisk, NPP, IFRS, IAS, SOX, OpRisk, SEC, FSA, CFTC
Value-at-risk (VaR): Delta-normal, historical simulation or Monte-Carlo-simulation; LVAR, CFAR
Regulatory and economic capital, assessment approaches: Standardized, Foundation, Advanced (IRB) 

Should you have any enquiries or require further information, please get in touch with us.

Your contact for financial consulting issues:

Christian Weiss

APRM, Senior consultant
Risk management & financial technology, financial analyst, quantitative strategies specialist since 1990
Consulting, research & development, legal/tax/accounting
Member of AFA, PRMIA, GARP, STA

Phone +44-20-3514-3784  ext. 222

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