|
Capital Markets
|
IaS has an experienced team of capital markets trading experts supported by risk, internal audit and developer specialists. We have a group of seasoned professionals who have extensive experience and knowledge of sophisticated trading platforms, capital markets risk management, capital management, corporate treasury and middle office operations.
Our experts have successfully delivered projects and services in many financial institutions. Our proven methodology supports an efficient, low-cost, low-risk implementation allowing a firm to optimize risks and rewards.
IaS can assist in providing an independent, objective assurance and consulting activity designed to add value and improve an organization's operations. We can help a firm accomplish its objectives by bringing a systematic, disciplined approach to evaluate and improve the effectiveness of risk management, control, and governance processes.
Our experts have successfully delivered projects and services in many financial institutions. Our proven methodology supports an efficient, low-cost, low-risk implementation allowing a firm to optimize risks and rewards.
IaS can assist in providing an independent, objective assurance and consulting activity designed to add value and improve an organization's operations. We can help a firm accomplish its objectives by bringing a systematic, disciplined approach to evaluate and improve the effectiveness of risk management, control, and governance processes.
Expertise
|
• Market and Trading Credit Risk Management
• Risk and Valuation Policy and Standard • Risk Capital and Its Allocation • Risk and Regulatory Reporting • Trade Support and Risk Oversight • P & L and Risk Analytics • Profit Attribute Analysis and Performance Measurement • Cash and Liquidity Risk Management • Pricing and Independent Price Verification |
• IT Strategy and Execution
• Trading & Risk Architecture Design and Development • Operating Procedures and Controls • Reconciliation • Market and Reference Data Management • Collateral Management and Margin Calculation • Vendor Selection and Contract Negotiation • Change Management and Organization Effectiveness • Project/Program Management |
Market Risk Leadership
Trading Platforms Team
Algorithm Development
Expert with 20 years experience in financial industry. Served in different senior management roles in major banks and consulting firms over the years and has expert domain knowledge. Ph.D. in System Design Engineering.
Expert with 20 years experience in financial industry. Served in different senior management roles in major banks and consulting firms over the years and has expert domain knowledge. Ph.D. in System Design Engineering.
Financial Engineering
An experienced consultant in Financial Risk Management who is equally at home in Risk Analytics or leading complex implementations. 19 years’ experience in Canada, the USA, and Europe with expert level skills in data analytics, risk analytics (Credit, Market, Liquidity), interpreting regulations, leading implementation of complex financial risk management software, and managing projects across multi-disciplines (IT, business, Group Risk, regulators, auditors, and modeling/ validation teams). Previous experience at a highly regarded Algorithmics company. MSc. in Statistics & Mathematical Finance.
An experienced consultant in Financial Risk Management who is equally at home in Risk Analytics or leading complex implementations. 19 years’ experience in Canada, the USA, and Europe with expert level skills in data analytics, risk analytics (Credit, Market, Liquidity), interpreting regulations, leading implementation of complex financial risk management software, and managing projects across multi-disciplines (IT, business, Group Risk, regulators, auditors, and modeling/ validation teams). Previous experience at a highly regarded Algorithmics company. MSc. in Statistics & Mathematical Finance.
Financial Risk Management
A Financial Risk Management professional with deep knowledge and experience in both bank trading platforms. Masters in Mathematical Finance.
A Financial Risk Management professional with deep knowledge and experience in both bank trading platforms. Masters in Mathematical Finance.
Data Engineering
An expert in Capital Markets trading and data analytics platforms and holds qualifications from Massachusetts Institute of Technology - Sloan School of Management.
An expert in Capital Markets trading and data analytics platforms and holds qualifications from Massachusetts Institute of Technology - Sloan School of Management.
Model Risk Managment
Financial Engineer responsible for model prototyping, model specification, product development for sell-side and buy-side organizations.
Expert in market, counterparty credit, liquidity & model risk management, model development & validation, capital markets sales & trading, investment management, and models & risk audit. PhD Engineering.
Financial Engineer responsible for model prototyping, model specification, product development for sell-side and buy-side organizations.
Expert in market, counterparty credit, liquidity & model risk management, model development & validation, capital markets sales & trading, investment management, and models & risk audit. PhD Engineering.
Trading Markets Risk Compliance
Specialist in audits that assure the full compliance with new regulatory requirements set out in FRTB and Basel III for market risk, credit risk and operational risk. PhD Physics.
Specialist in audits that assure the full compliance with new regulatory requirements set out in FRTB and Basel III for market risk, credit risk and operational risk. PhD Physics.
Data Analytics
An expert on data analytics utilizing SAS, Python, Excel, Excel VBA, Audit Command Language (ACL), Tableau, SQL, and IDEA. Advises on R, and QlikSense and is a certified programmer. University lecturer.
An expert on data analytics utilizing SAS, Python, Excel, Excel VBA, Audit Command Language (ACL), Tableau, SQL, and IDEA. Advises on R, and QlikSense and is a certified programmer. University lecturer.
Derivative Products
Expert on traded vanilla and derivative products across all underlying asset classes (FX, Interest Rate, Equity and Commodities) and extensive knowledge of regulatory frameworks for regulated institutions. A Capital Markets professional with over 20 years of experience spanning Front Office trading, Middle Office/Product Control, Back Office and Internal Audit roles. Highly proficient in internal controls across trading product lifecycle and has led many audit teams in a number of reviews of traditional, electronic and algorithmic trading businesses.
Expert on traded vanilla and derivative products across all underlying asset classes (FX, Interest Rate, Equity and Commodities) and extensive knowledge of regulatory frameworks for regulated institutions. A Capital Markets professional with over 20 years of experience spanning Front Office trading, Middle Office/Product Control, Back Office and Internal Audit roles. Highly proficient in internal controls across trading product lifecycle and has led many audit teams in a number of reviews of traditional, electronic and algorithmic trading businesses.
IT Project Management & Software Solutions
IT professtional with over 15 yrs of trading platform experience. Tools: Charles River,Summit, Bloomberg,Wallstreet, Calypso, Murex, Eagle and Pace systems.
IT professtional with over 15 yrs of trading platform experience. Tools: Charles River,Summit, Bloomberg,Wallstreet, Calypso, Murex, Eagle and Pace systems.
Data Standards
Data processing expert with over 15 years maintaining and publishing to the Canadian investment fund industry data standards. Data feeds, data normalization and standardization are essential to transaction processing, reconciliation and intelligence. Experience in all aspects of data processing.
Data processing expert with over 15 years maintaining and publishing to the Canadian investment fund industry data standards. Data feeds, data normalization and standardization are essential to transaction processing, reconciliation and intelligence. Experience in all aspects of data processing.
Trading Audit
An expert in auditing trading platforms to ensure they are operating within risk management frameworks and limits.
An expert in auditing trading platforms to ensure they are operating within risk management frameworks and limits.
