Consulting

Our expertise lies in

• equity derivatives and structured products
• markets, trading and investment
• software and math

Within that, we advise on subjects such as:

• Risk management, Valuation and Modelling
• The wholesale OTC and IDB markets
  
• Business model analysis and strategy for certain financial institutions
• Market insights, trading strategies, execution
• Analysis of quantitative and computational systems
• Portfolios hedging

Our small team can assess needs and deliver quickly (e.g. often just a few days) - though we also work on long term "retainer" advisory contracts, especially for our software customers.

• Customising our software tools to provide specific features
  
  
• Advising an eastern european bank on how to  enter the equity derivatives business

• Risk management for an institution market making exchange-traded options: assessment of situation, recommendation for improvements, help in implementation

• Advisory work on constructing volatility surfaces for illiquid underlyings

• We assessed the options available off-the-shelf for a large financial institution needing a system for live valuation of OTC derivatives on a major index. The cost/benefit analysis showed that a bespoke solution was preferable, so we delivered the whole system, including training of the users in the skills of calibration to market inputs.
  
  
• Consulting for a regulatory centre on training, OTC derivatives. and risk management.
  
  
• Study to assess the feasibility of a new venture into proprietary trading of listed options, with a (negative) decision reached quickly and effectively.
  
  
• Expert witness work.

Contact us for more information, and/or register.