Finance

Active Projects

Credit and trading book risk management system
We led the strategy, architecture & development for risk management systems at top-tier investment banks, designing scalable platforms to monitor and mitigate trading and credit portfolio risks. Our solutions enabled real-time risk assessment, compliance, and data integrity, tailored to the demands of global financial markets. We delivered cutting-edge capabilities for calculating and aggregating risk metrics such as Greeks, RWA, PFE, and XVA, leveraging grid computing for high-performance processing. This allowed banks to optimize capital allocation, respond quickly to market changes, and manage risks with greater accuracy and efficiency.
Advanced Hypothetical (what/if) and stress scenario analysis
We delivered advanced hypothetical (what-if) and stress scenario analysis capabilities, enabling clients to assess the potential impact on their portfolios under various conditions. This included analyzing the effects of hypothetical trades, market shifts, and changes in model parameters. Our solution empowered investment teams to proactively evaluate risk, test different scenarios, and make informed decisions to mitigate potential adverse outcomes. By providing real-time insights into portfolio performance under stress conditions, we helped financial institutions optimize risk management and enhance overall portfolio resilience.
Cross asset pricing, risk across products from IR, FX, commodities, equities and credit
Our company delivered comprehensive cross-asset pricing and risk management solutions across financial products such as interest rates, FX, commodities, equities, and credit. Our platform provided real-time, accurate pricing and a unified view of exposures, helping institutions optimize risk management and pricing strategies. By integrating multi-asset data and analytics, we empowered clients to make informed decisions and respond swiftly to market dynamics. We also offered advanced simulation capabilities using Monte Carlo, historical simulations, and other stochastic methods, enabling precise risk quantification, scenario analysis, and forecasting. These tools supported dynamic risk management and strategic planning, helping organizations navigate market uncertainties with confidence.
P&L management/Reporting
Our company delivered a robust solution with APIs, UX, and UI interfaces for seamless access to real-time risk and P&L explanations, tailored for traders and downstream systems. We enabled immediate consumption of risk and P&L data, empowering clients to make faster, data-driven decisions. Our platform featured advanced time series data management, risk measures, market data, and P&L explanations with full data lineage for traceability and historical analysis. We also implemented real-time risk streaming for monitoring P&L based on live market changes, supporting proactive risk management. For end-of-day reporting, we integrated data warehousing to store and analyze risk data efficiently, ensuring transparency and accuracy across both real-time and historical views.

Domain expertise

Agriculture
Oil & gas
Finance
Healthcare

Let's talk

Get in touch today to talk about your project vision. We’ll work together to bring it to life.