Architecture and Implementation of Market Making Systems Different asset classes such as Equity, Derivatives, Commodity, Fixed Income, Crypto, ETFs, CFDs Front-Office relevant modules such as Pricing, Quoting, Execution, Risk Monitoring, Hedging, Booking
Intraday real-time risk figures Instant processing of new transactions, market data sampling every few seconds Split of delta, gamma, vega risk of traded instruments onto underlying stocks and assets Flexible risk split configurations for traders Programmatic access to risk figures from pricing/trading engines, and outside of the system
Innovative approaches to manage configurations on hundreds of thousands financial instruments Tree structure for flexible grouping Filtering language for complex data combinations including dynamic data such as risk positions Inheritable configurations