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Deep expertise across asset classes – Equity, FX, IR, Commodities, Credit Extensive technology exposure across RMS, RFQ platforms, Market Data, Trade Capture, and e-Trading solutions
Sound knowledge of various derivative products – Vanilla, Exotic, Structured Notes, ETFs Solution accelerators through process automation and proprietary utilities, tools, frameworks and templates
LIBOR Transition updates: November Edition
Back-testing, stability testing, benchmarking and documentation of Pricing Models for regulatory submissions for a Global Bank
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End to end Funds Risk Management support for a large UK based Firm
Migration of Trades from MUREX to Proprietary System
Quant and Trading support including intraday pricing support, initial valuation reviews for new trades, resolving valuation issues for flow and exotic desks
Deployment of a unified interface for pricing of FX and Equity Derivative products, enabling significant efficiency, for a large Europe based Investment Bank
Integration of an exception based daily front to back P&L Analysis and Control process across business divisions for a large investment bank
End to end Structured Notes support for a large US based Investment Bank
Deployment of a RFQ Platform / Structure Customization Tool enabling customers to generate online quotes for derivative products as well as place orders
Integration of a Customer Lifetime Value metric for a mid-sized US based Retail Bank to assess the value of its customers over the course of the relationship