Our main focus areas
WHAT WE DO
Business
Our unique selling proposition is our ability to cover a broad range of business topics at the same time offering in-depth and detailed knowledge of products, processes, frameworks and models. We can support you in implementing risk management solutions, designing and validating your quantitative models, regulatory changes as well as back office and and operations processes.
- Development of risk models
and control procedures - Regulatory requirements
- Basel III, EMIR, SIMM,
FRTB, -IBOR Reform - Value at Risk (VaR)
- Limit Management workflow
- Development and validation of models for valuation and hedging
- Regulatory requirements
- XVA Framework
- SIMM Optimization
- Development and integration of proprietary valuations models in Front Arena
- Profit &Loss Attribution Workflows
- OTC confirmations matching
- Collateral Management
- Trade Actions and booking flows
- Front Arena Accounting
- Selection and configuration of Front Arena components
- ARENA BI
- ARENA WEB, PACE
- Design of system architectures
- Audit of existing configurations
WHAT WE DO
Technical
With our in-depth knowledge and experience of Front Arena technologies, we can not only only support you in implementing best practices for various Front Arena components, but also assist you in evolving your system configuration, performance review and improving your organization’s digitization process.
- Developing Python Scripts
with AEF - Customizing ASQL Queries
- Setting up workbooks with
AMAS/AFG - Risk and Scenario
Simulations with the Scenario
editor - Implementing GUIs with AUX
- Setting up virtual Trading
manager sheets with ACI - Upgrading and testing
workbook/Scripts for upgrades
- Setting up (Hedge) Orderflows
- Defining validation rules in AIMS
- Adding FIX mapping and routing rules in AMAS-Fix
- Checking Orders in OMNI
- Debugging with TNPFind
- Implementing FIX Gateways to external systems
- Customizing instrument/Trade/O rderbook generation in XMBA
- Setting up TAB and customizing AMBA Hooks
- Optimizing existing AMBA Hooks
- Testing XMBAs for new releases
- Setting up APS
- Migrating Workbooks to PACE
- Analysing ADFL Code towards performance issues
- Determining memory leaks in workbooks
- Improving startup times
Why us
