INDUSTRY: Asset Management
PROJECT: Data management and validation for all data types. Distribution to bespoke derivatives valuation platform.
A US-based asset manager wanted to enhance internal processes around capturing and storing market data, analytics and valuation models. Their investment portfolio included a variety of complex assets and derivatives, including credit, FX and various futures and swaps. These asset classes required a variety of input data, market data and model data such as volatilities, correlations, curves, spread curves and more complex datasets such as swaptions skews.