Description
Contract RiskGrid about a customized solution. RiskGrid is powered by a scalable and modular risk platform from Algorithmics which can be configured to support:
- User defined pricing models or third-party model integration
- User defined reference data, aggregation keys, pricing data, or benchmarks
- Customized curves models, risk factors or scenarios sets (single or multi-step)
- Additional risk metrics such as monte-carlo and parametric VaR at different confidence levels
- Dynamic trading strategies and reinvestment rules
- Scenario Optimization and portfolio replication
- Deploy in Virtual Private Cloud (VPC) environments connected to local networks
