Financial Markets Solutions
Structuring, hedging, research and trading solutions and technology for treasury and markets desks.
Structuring and hedging
Designing and testing structures against a client's exposure.
Structuring and hedging
Designing and testing structures against a client's exposure.
- Opportunity assessment covering market gaps, regulatory position and commercial viability
- Review of treasury, market risk, pricing and booking systems and the policies around them
- Products across swaps, caps, floors and swaptions, with depth in interest rate and credit derivatives
- Hedges structured at security and portfolio level with hedge accounting treatment considered
- IFRS 9 hedge effectiveness testing, including continuous monitoring where the client wants it
- Note structuring frameworks and securitisation frameworks for asset classes such as RMBS, CMBS and auto loans
- Profitability analysis and stress testing
- Novation and distribution through banks in the US, UK and Europe
Trading and treasury technology
Implementing, extending and replacing the systems a desk runs on.
Trading and treasury technology
Implementing, extending and replacing the systems a desk runs on.
- Implementation and enhancement across trading and treasury systems such as Murex, Kondor, Calypso and Wallstreet Suite
- Treasury module configuration and core banking integration
- Custom risk engines computing DV01, gamma, vega and other sensitivities
- Real-time and intraday risk and P&L platforms
- Platform migration and decommissioning including product mapping, trade migration and reconciliation
Delivery
Running the project from requirements through to live use on the desk.
Delivery
Running the project from requirements through to live use on the desk.
- Requirements documentation, vendor selection, RFP and negotiation
- Module and platform selection
- User acceptance testing and production deployment
- End-user training, post-deployment support and ongoing optimisation
Market research
Research for GCC institutions looking at markets outside the region.
Market research
Research for GCC institutions looking at markets outside the region.
- Coverage of UK, US, European and GCC markets
- Across equity, fixed income, commodities and derivatives
- Written research and market insight for treasury and investment teams
What sets us apart
Former G10 and emerging market rates structurers and multi-asset specialists who have built and run these systems inside tier-1 banks. Quants and engineers available for ad-hoc pricing, valuation and analysis.
Who it's for
Banks, Financial institutions, Asset managers, Corporate treasury