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“We engaged Epsilon to validate our mission critical valuation and hedge accounting model. We were impressed with the level of expertise of the Epsilon team members…”

Federal Home Loan Bank
Risk Group, Vice President

April 28, 2015

Work-Flow Solutions

SOLUTION IMPLEMENTATION’S

Epsilon Consulting Business Analysts provide accurate current and future state work flow analysis for all integration and implementation stages in the trade life cycle project.   We conduct performance optimization analysis and strive to maintain best practices throughout the front, middle, and back office trade life-cycle.

FINANCIAL MARKETS

  • Derivatives – Cross Asset
  • Interest Rate Derivatives ( IR )
  • Swaptions
  • Structured Products – CDS, ABS, CMBS, CLO
  • Mortgage Pools
  • Mortgage Backed Securities MBS
  • Bonds – Agency, Government
  • Municipal Bonds
  • FX Options
  • Commodities
  • Equities, Options, Funds
  • Indices

QUANTITATIVE MODELS

  • Yield Curves
    • Curve construction and validation
  • Volatility Surface
    • Black Scholls
    • Short Rate Model
    • LIBOR Market Model
  • Credit Exposure Analysis
    • VAR Models
    • Effective Default Models
    • Cash Flows
  • Hedge Effectiveness Models
    • Dollar Offset Model
    • Regression Analysis

REGULATORY

  • Data quality and Integration
  • BCBS 239 FIBO Standard
  • Dodd Frank Compliance
  • Volcker Rule

CONTENT

  • Bloomberg
  • Interactive Data Corp
  • Factset
  • Thomson Reuters
  • Intex
  • Markit
  • Corporate Actions
  • Open Source codes and symbology

SOFTWARE ENGINEERING and INFRASTRUCTURE DESIGN

  • Workflows and performance optimization
  • Software development and implementation
  • Architecture build and review
  • Project Scoping
  • Relational Databases
  • 24/7 Support Services
  • C++, J2EE, Python, .NET, Windows, Linux, etc.

Contact Us

 

 

Epsilon Consulting Services

90 Broad Street, Suite 2003
New York, NY 10004

 

(347) 770-1748

(212) 931-0572

 


 

Careers

 

If you are interested in joining Epsilon’s financial consulting firm in New York City, please visit our Careers page to view jobs and submit a resume for consideration. See our service areas page for specific locations we provide consultations in.