Consulting Services

We have extensive experience of working directly with quants, traders, asset managers, risk analysts and compliance officers on trading floors and in investment houses across London, New York, Singapore, Tokyo and Hong Kong. Maroon also represents FINCAD in Southeast Asia.

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Quant Transformation

Your analytics framework spans a wide range of functions including trading, portfolio management, quantitative finance and technology. It also involves people, change-management and teamwork. Maroon has the unique blend of skills and experience necessary to analyse and understand the whole framework and to advise on transformation as well as best-practice enhancements.

This will enable you to:

  • Improve the productivity of your quant function, freeing your team to spend more time on modelling and less time on support.
     
  • Cut the lead-time for new risk-metrics and rapidly industrialise models so that they can be unleashed upon your entire organisation and applied across markets and assets. 
     
  • Reduce operating costs and risk through streamlined and automated processes that lower the potential for human error and decrease the time spent on manual, end-of-day tasks.
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FinancIAL eNGINEERING

Our Financial Engineering practice can solve your derivative modelling, implementation and technology problems, enabling you to:

  • Accelerate time-to-market for new structured products and strategies with proven, out-of-the box solutions and rapid implementation of bespoke models, risk measures and trading tools.
  • Increase the speed of calculations through model optimisation.
  • Validate and benchmark models against independent pricing libraries that are trusted, extensively documented and industry-standard.
  • Enhance your understanding of your market and counterparty risk and the impact it can have on your P&L through consolidated, intraday CVA, VaR and risk reports.
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Training

We currently offer the following courses which can be delivered in-house and customised to requirements:

  • Fair Value Accounting for Derivatives
  • Foreign Exchange Derivatives and Options
  • Model Validation, Control and Governance
  • Overnight Index Swap & Credit Value Adjustment Workshop
  • Structured Investment Products
  • Structured Treasury Management Products
  • Modelling Financial Products with Excel and VBA
  • VaR models and Methods
  • Counter-party Credit and CVA
  • Stress Testing

If you have any query or suggestion with regards to the courses we offer, or you'd like to see us offer,  please email us at: learning@maroonanalytics.com