Company Presentation


Reference Derivatives is a company dedicated to providing services related to financial derivatives valuations and market risk determination:
  • Consultancy on quantitative platform-building or optimising, including risk engines;

  • Derivatives-revaluation platforms, either OEM or as a Web-based service;

  • Market Risk-determination platforms, either OEM or as a Web-based service;

  • Derivatives Portfolio Mark-To-Market and Risk Determination, as a service.

Consultancy services include:

  • Problem-solving scenarios, business process analysis
  • Contribution to the budgeting / cost of ownership analysis
  • Evaluation of the return on investment
  • Design of the transition roadmap
  • Advice on applications and systems architecture: Scalability, Efficiency, Adaptability, Reference standards and best practices (technical, security, documentation, system-testing)
  • Presentations and Specifications at the level of granularity required for each corporate level: Drafting, Review (system robustness, completeness, quality of system integration/interface)
  • Identification of common issues across business and technical silos so as to maximise technical commonality
  • Liaison  between systems development and infrastructure teams
  • Project Management, Quality Assurance

Reference Derivatives' founder has considerable expertise in the field of Quantitative Platform development, stemming from a 18 year-long career at Capital Market departments of premier international banks and a 7-year career in industrial IT before that. Across his career, the founder has overseen the development of full quantitative platforms and architectures across a wide spectrum of asset classes.

In addition, Reference Derivatives' Management Advisory Board brings significant expertise in the domain of energy trading, hedging and related business processes.

Please contact us at info@referencederivatives.com to find out how we can be useful to your business today.


(c) Reference Derivatives 2011

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