Fachwissen Banking & Asset Management

Risk Management

• Option Pricing & Hedging
• Trading & Treasury Support
• Asset Classes:  FX, Equity, Fixed Income, Money Market, PM, Commodities
• Immobilien Fonds
• Derivatives & Structured Products
• Asset/Liability Management

• Risk Control, P/L-Reporting
• Market-, Credit- & Op-Risk-Reporting
• Regulatory Reporting
• CAD, Value at Risk, Matrix Sensitity

• Applications:

♦ Sungard Front Arena Suite (OMNI, OPTAS, INTAS, PRIME)
♦ Real-time data feeds (Reuters, Bloomberg)
♦ Backoffice-Systems (OLYMPIC, MIDIX, FINANCE ACTIVE)
♦ other (Fenics, Kondor+, Imagine, Avaloq, Odyssey Triple'A, ...) 

Portfolio Management

• Portfolio Simulations & Optimization
• Risk/Return-Analysis
• Performance Attribution
• Portfolio Strategies (Long-Short, CPPI, REIT)
• Fund Management & Research
• Investment Control
• Regulatory Aspects (Tax, FINMA, MiFiD)
  
  
• Systeme:

♦ Odyssey Triple'A, MIDIX
♦ Excel, Acces, Matlab, Reuters, Bloomberg

Daten- und Produktmanagement

• Marktdaten (real-time, historisch)
• Valoren Stammdaten
• Data Feed Systems (Reuters, Bloomberg, Telekurs, ...)
• Fund Data Systems (Morningstar, Feri, ...)

• Product-Development
• Financial Engineering
  
  
• Applikationen:

♦ Mathematica, Matlab, FinCAD, R 
♦ Excel, Access, Oracle
♦ Reuters, Bloomberg