Software Development
Here are some examples of the kind of development projects we have completed:
- Imperial Bank
A bond and repo (buy/sell back) calculation add-in for Excel with South African
bond conventions.
- London Clearing House
Repo curve fitting and Variation Margin components for the RepoClear clearing system.
- NatWest Markets
A flexible Monte Carlo engine with parser-driven payoff formula for flexible options
pricing.
These projects range from Agile-style on-the-trading-desk developments to very formal
large team waterfall projects. However, the thing they have in common is the use
of mathematical algorithms, advanced technology and aggressive delivery schedules. |