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Advisory
Advisory

Senior industry professionals deliver services tailored to your specific needs

Our Advisory services are either project-based or subscription based and are performed by a team of senior professionals from the industry.

The solutions we provide are all centered on the same theme: Evaluation, Risk Management, Modeling, Statistics, Investments, Performance attribution and analytics

  • Financial Engineering Consulting
  • Evaluation & Risk Management
  • Model Management
  • Investment Management
  • Data Management
  • Evaluation & Risk Analytics

Financial Engineering Consulting

  • Financial Engineering Consulting: Our team of quant’s can meet all your needs in Statistical analysis, Model calibration, Model review, Modeling, etc.
  • Full Project from A to Z: Bringing together Math, Finance and Technology make us uniquely qualified to help you turn your business idea into a business in production relying on our analytics.
  • High Performance Computing: The need for more computing power increases every day and we can help you meet today’s and tomorrow’s need with several options.
  • High Performance Data: The latest technologies allow you more and better storage, while at the same time allowing you better and faster analysis/reporting and thus helping you extract the information needed.
  • High Performance Solutions: Thanks to our experience in cutting edge technologies, we can deliver the best performing solutions for new or existing financial applications.
  • Application Evaluation: Our experience uniquely qualifies us to review and assess financial applications: From the modeling or financial perspective to the technological perspective.
  • Support: We provide flexible service agreements that effectively allows you to have your own dedicated Quant Team at a fractional price and scale up whenever is needed.

Evaluation & Risk Management

Omnimarkets provides Evaluation & Risk management solutions that can be either independent or can be in support to client’s risk management team. In both cases, we provide the following expertise:

  • Asset/Portfolio Evaluation: Independent or directed evaluation (models, data)
  • Portfolio Risk Assessment: Omnimarkets quantifies the risk in a portfolio across all asset classes and all products. The risk can be segmented by counterparty, and additional solutions are available to optimize the capital allocation and improve liquidity management.
  • Risk reporting: Omnimarkets provides an extensive choice or risk reporting solutions from basic report for standard risk metrics and stresses to advanced risk reporting at the portfolio and at the position level.
  • Risk Analysis: Omnimarkets provides qualitative risk analysis of your portfolio exposure based on the market environment and how it could affect your portfolio. You can also choose to have a dedicated senior risk manager assisting you in understanding the complexity of your portfolio and advise on appropriate hedging strategy based on your specific needs.
  • Liquidity risk: Omnimarkets have extensive computational and analytics capabilities and provide independent valuation of risk on illiquid instruments
  • Audit of Risk Management System and Practice: Omnimarkets can perform and exhaustive review of your risk operation and suggest area of improvements.
  • Economic Capital/Regulatory Capital Risk Management: Our services are focused on the building blocks of a risk management framework. Depending on our client’s risk management practice maturity level, we provide customized services designed to build a tailored framework or to review and enhance the current framework.

Model Management

Omnimarkets provides a sound and comprehensive model risk management processes. This includes:

  • Model development and implementation: Omnimarkets provides expertise in developing and implementing models from both an IT and a quantitative approaches.
  • Model Use: Omnimarkets provides an independent evaluation on whether a model is functioning effectively and assesses its performance over time as conditions and model applications change in order to document productive feedback and insights from a knowledgeable internal constituency with strong interest in having models that function well and reflect economic and business. Omnimarkets evaluates the model's accuracy, robustness, and stability as well as information on model limitations for supporting efficient decision making.
  • Model Validation: Omnimarkets provides an effective validation process framework to ensure that model development is aligned with the intended use.
  • Model Governance Policy and Control: Omnimarkets helps client develop and maintain strong governance, policies, and controls over the model risk management framework and more specifically provides expertise in designing policies that define relevant risk management activities, procedures that implement those policies, allocation of resources, and mechanisms for evaluating whether these policies and procedures are being carried out as specified.
  • Model Audit: Omnimarkets provides a full and comprehensive audit of clients’ model management framework, identify gap and works with clients to implement changes.

Investment Management

Omnimarkets senior portfolio managers work with clients to define and implement an optimal solution based on their requirements and governance. They can also provide independent review of an existing strategy and identify area of improvement. More specifically, they focus on:

  • Investment strategy and risk-reward optimization
  • Capital allocation across all asset classes and products including alternative investment
  • Liquidity management
  • Portfolio/Hedging optimization
  • Performance Attribution

Data Management

Omnimarkets’ senior portfolio managers work with clients to define and implement an optimal solution based on their requirements and governance

  • Market and Position Data: Omnimarkets …
  • Quality Control: Omnimarkets provides solution to control the quality of the data and processes to clean data when needed.

Evaluation & Risk Analytics

Omnimarkets provide expertise in defining and implementing frameworks for managing capital market risk. Our risk experts work closely with clients to propose risk management solutions answering their specific needs. We implement risk analytics for specific risk analysis (market, credit, counterparty …) and we can also integrate each solution in a well structured and efficient enterprise risk management system in order to optimize capital allocation.

Omnimarkets provides standard and advanced risk analytics and help clients define the proper framework based on their needs or improve an existing framework.

Contact us for more information.