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Credit Trading Update
14 April 2005
Credit Data Management, Pricing and Analytics
Brian Sentance, Xenomorph
Data management for credit markets is potentially very complex, especially given the breadth and diversity of data involved - from counterparty data to deriving spread data for a CDS curve. How best can all of the different data sources and types of data be captured, cleansed, analysed and distributed within a credit trading operation?
Brian Sentance
Before joining Xenomorph as a Managing Director in 1995, Brian worked at JP Morgan, London, in the equity derivatives group. He was responsible for the design, development and testing of option pricing algorithms used in trader analytics and in the group's risk management engine.
Brian gained his PhD in Finance from the Centre for Quantitative Finance, Imperial College, University of London, under sponsorship from British Telecom Group Treasury. His research on the application of optimisation to interest rate management won the Psion Award for the best Management School Thesis of 1993. He also studied for his MEng degree in Electronic Engineering at Imperial College.
Xenomorph
Xenomorph is the leading provider of enterprise-wide data management and analysis solutions to the equities, fixed income, credit and derivatives markets. Clients of Xenomorph’s solutions include global investment banks, major asset management companies and hedge funds across the world's main financial centres, where they are used by traders, risk managers, quantitative analysts, IT and back-office staff.
Xenomorph’s TimeScape solutions unite data management, connectivity and analysis, accelerating decision support, risk analysis and financial product innovation, all within a consistent framework that is able to meet the latest regulatory requirements.
For more details about Xenomorph, please visit www.xenomorph.com/aboutus