| Hedge Funds |
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Quantitative Analytics |
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Econometric and Statistical Modeling |
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Probability distribution analysis |
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Regression analysis |
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Monte
Carlo simulations |
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Simultaneous equation systems |
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Trend
analysis |
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Time Series Analysis |
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Estimation and forecasting of asset prices and
volatilities |
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Cointegration analysis |
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Vector Autoregression, Granger
causality, Variance decomposition and Impulse responses
to quantify dynamic relationship among asset
prices |
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Building portfolios using various
strategies such as long/short market neutral strategy,
event-based strategy or any other client specified
strategy |
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Testing and validation of trading
hypotheses |
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Maintenance of proprietary models |
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Testing of trading strategies |
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Fixed Income Modeling |
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Calculation of price and yield for generic
fixed-rate mortgage backed securities |
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Determination of the price, yield, discount
rate, and cash-flow schedule for debt instruments |
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Calculation of swap rates and interest rate
sensitivities |
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| Fundamental Research |
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Company Research |
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Preparing stock-briefing reports |
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Updating valuation models |
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Providing stock updates based on quarterly
results |
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Compiling broker report summaries |
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Tracking Industry news and trends |
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Financial modeling |
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Earnings and cash flow projections |
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Segment analysis |
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Sensitivity analysis |
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WACC
analysis |
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Peer
analysis |
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Tracking M&A deals |
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Industry analysis |
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Macroeconomic analysis |
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| Fund Accounting and Administration
Services |
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Net Asset Value (NAV) calculation |
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Independent price verification of
securities |
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Tax lot Maintenance |
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Calculation of performance and management
fees |
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Expense accrual and payment processing |
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Financial reporting |
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Realized / unrealized gains and losses
computation |
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Partnership accounting |
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Customized reporting |
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Audit support |
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Administration services |
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Account opening |
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Shareholder records maintenance |
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Shareholder transaction processing |
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Investor reporting / communication |
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Anti
money laundering checks |
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Investor eligibility checks |
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Investment / redemption request
accounting |
| Middle and Back Office Services |
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Risk Management Services |
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Model
based Value-at -Risk computation |
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Volatility modeling |
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Stress testing |
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Scenario analysis |
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Sensitivity analysis |
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Style Monitoring |
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Security master and historical data
maintenance, risk engine configuration and calculations
(using Pixys) |
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OTC Derivatives Pricing |
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Back
testing using Epitome models |
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Back
testing using market models |
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Decomposition of complex products to analyze
risk elements |
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Trade capture & Validation |
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Reconciliation |
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Post-trade exception resolution |
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Compliance (surveillance, trade activity
review, email filtering, etc.) |
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Reference data
maintenance |
