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 |