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.