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.