Fusion Systems consultants have extensive real-world experience working with the risk management departments of investment banks and financial market participants around the world.
Our consultants are familiar with the computational models and simulation techniques required to support VaR reporting for risk measurement and decision analysis. Fusion Systems has helped its clients:
- Implement pricing models produced by in-house Quant teams. Fusion developers can translate working example pricing models (Excel, Matlab, etc) into time-efficient C/C++ algorithms for inclusion in the corporate risk management system
- Integrate off-the-shelf risk management products with existing IT infrastructure and workflow
- Migrate risk reporting platforms between Sun Solaris, Linux, and Windows platforms to minimize hardware and software spend
- Harness server virtualization to optimize run-time and on-time availability of critical risk reports
- Gain insights into the likely cost savings of software algorithm improvement versus additional hardware expenditure
In addition, Fusion Systems consultants are able to work with the open-source community in order to build bespoke VaR systems tailored to client specific needs. This approach represents a more suitable and cost-effective path to adoption of industry-standard VaR reporting for many of our customers.