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Back-testing, stability testing, benchmarking and documentation of Pricing Models for regulatory submissions for a Global Bank
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End to end Funds Risk Management support for a large UK based Firm
Migration of Trades from MUREX to Proprietary System
Quant and Trading support including intraday pricing support, initial valuation reviews for new trades, resolving valuation issues for flow and exotic desks
Deployment of a unified interface for pricing of FX and Equity Derivative products, enabling significant efficiency, for a large Europe based Investment Bank
Integration of an exception based daily front to back P&L Analysis and Control process across business divisions for a large investment bank
End to end Structured Notes support for a large US based Investment Bank
Deployment of a RFQ Platform / Structure Customization Tool enabling customers to generate online quotes for derivative products as well as place orders
Integration of a Customer Lifetime Value metric for a mid-sized US based Retail Bank to assess the value of its customers over the course of the relationship
Structured Trade Review for a large US Bank with highest self-review accuracy leveraging automation
Integration of a real-time margin management and intra-day collateral management system for a large US based Multinational Bank
Credit Support Annex (CSA) automation tool to update the bank’s internal ISDA data management system with new CSA data
Automation of OTC confirmation document generation process to improve accuracy and reduce document generation time
P&L Attribution Framework using the revaluation method
SIMM Model Development and Validation Documentation support for a top European Investment Bank
Streamlining of the end-to-end Structured Notes booking process including automated data mining process for coupon flow, LIBOR and other real-time data point capture
Automated collateral management solution facilitating reconciliation of margin calls for multiple asset managers for a large US based Hedge Fund
P&L Attribution process support to a large US based Investment Bank
Regulatory Reporting support for Anacredit, FINREP and COREP, including implementation of strategic reporting tools for a global Bank
Automation of Regulatory Reporting processes leveraging Robotics Process Automation (RPA) for number of large Banks
RWA data utility support to a large US Bank for harmonizing disparate regulatory reporting requirements
Data Quality Framework implementation support demonstrating robust risk data management for an European Bank
Integration of BCBS IOSCO Framework on margin requirements, streamline processes and architecture to improve efficiencies
Daily LCR Reporting support across legal entities and geographies for a large European Bank
Golden Data Repository for centralized finance and regulatory reporting for a large European Investment Bank
Support to a UK based Hedge Fund in analytical projects, leveraging public and third party data, cloud platforms such as AWS
Centralized Global Platform for closer collaboration between treasury and business units and efficient management of risks for one of the top sell side global Investment Bank
Analytics on Alternative Transaction Level Data for a US based Research Firm
Automated Data Lineage Generation for Risk Models for a Multinational Banking and Financial Services Corporation
Migration of cross asset digital banking system to cloud-based industry solutions
Risk Analysis and Capital Reporting Application to automate the data collection process, calculation, production and submission of routine regulatory reports
Systematically analyze SEC filings to feed insights into portfolio and risk management models using Natural language processing (NLP) for a UK based Buy-side Firm
Data Standardization and Measuring Data Quality Assessment for large scale migration from legacy risk management systems to a strategic system for one of the leading US Bank
Data Migration from legacy system to in-house proprietary system for one of the leading US Bank
Predicting missing values for various financial datasets through machine learning for consistency and better model predictive power for a US-based Quantitative Hedge Fund
Insights from quarterly earnings call transcripts using Natural language processing (NLP) to generate signals and insights for the airlines sector for a US based Investment Bank
Economic Risk Capital (ERC) Methodology Enhancement for a large Global Bank
Large-scale migration support from legacy risk systems to advance risk management system across multiple geographical location to one of the largest US based Investment Bank