Fixed Income Research and Quantitative Modeling
- Our Fixed Income and Quantitative Modeling analysts support both buy- and sell-side clients (investment banks and hedge funds) through a range of services including credit research, fixed income modeling, distressed debt analysis, and quantitative analysis services across asset classes (equity, fixed income, structured products and commodities, etc). On the credit side, we analyze risk and off-balance sheet exposure as well as conduct issue-based analysis at a company or sector level. We also provide research and analysis on credit risk and support for proprietary quantitative analysis requirement.
- Our Quant team plays a critical support role in the development and implementation of alternative investment strategies. Spanning the entire value chain from conceptualization to back-testing and debugging of models, our quant analysts work with clients (onsite and offsite) to deliver trading and risk mitigation solutions.
- The specialized Quant team comprises analysts with advanced degrees in mathematics, statistics, and computing. Programming skills include VBA, Matlab, C++, C, and Java. The team has extensive experience in Fincad XL.
- Fixed Income Research
- Credit and other capital research
- Advanced financial modeling of credit instruments
- Distressed, defaulted, and high-yield debt analysis
- Debt covenant analysis
- Leveraged loans/CLO monitoring and maintenance
- Analysis of credit investment cases
- Detailed credit reports
- Macroeconomic trending on variables such as interest rates/exchange rates
- Impact assessment of accounting guidelines
- Relative value analysis
- Quantitative Modeling
- Fixed income/rates/currency quant services
- Equity/derivative quant services
- Structured credit/credit derivative quant services
- Commodities quant services
- Econometrics-regression analysis
- Time series forecasting using seasonality trend decomposition, ARIMA methodology, and smoothening techniques
- Technical analysis