Unified Portfolio Management
Native-Cloud and Blockchain
Big & Fast Data
and AI
Passion:
Data science and technology have reached a singularity point, transforming dimensions of human organization. Our mission is to fuel this revolution.
Effect:
We have built a Unified Portfolio & Risk Management System, consistent across all asset classes, products, and functions. We leverage the latest models in AI and deep learning to optimize the investment process and provide an edge to our clients.
Logic:
We combine our deep expertise in markets with a strong foundation in mathematics and innovative technologies, to create cloud-native, Blockchain-ready, AI-augmented software systems.
Advanced Multi-Asset Analytics
Complete Asset Class coverage: Corporate Loans & Bonds, Treasuries, Swaps, Credit Derivatives, Equities, Mortgages, Munis, CMBS, Private Deals, LPs and Cash Flow Based Securities
Unified and consistent models across data, functions, and products
Modular, configurable, and transparent pricing and risk models
Portfolio Management
Construct: Portfolio within defined goals and constraints (with AI)
Calculate: risk factors & metrics across risk dimensions
Aggregate: exposure and sensitivities, pivot and drill-down (with Big and Fast Data)
Analyze: Portfolio risk against scenarios and benchmarks
Optimize: Portfolio risk adjusted objectives & constraints – rebalance to benchmark
Real-time Trading & Risk
What happened: Aggregated Risk & PnL dashboards and reports
Why it happened: Multi dimensional & granular Portfolio and Transaction Analysis.
What is happening: Real-time, end-to-end market analysis and calculations
What if this happens: User defined market, time, and trade based scenarios.
Do this when it happens: Balance, hedge and optimize portfolio relative to expectations & scenarios
What will happen: Forecast market exposure using augmented intelligence.
Performance & Attribution
Attribution of Returns, Risk metrics, VaR, Scenarios, Stress
Benchmarking analysis and tracking error Factor risk attribution ETF / Index decomposition and analysis Asset-liability (cash flow) management AI based factor and benchmark measures
Collateral & Capital Optimization
Transaction Cost Analysis & KVA
Collateral Management on total ownership cost basis
Dynamic Limit management
Pre-trade compliance
Capital allocation and efficiency analysis
Cloud
Using the latest tools and techniques for a multi tenant high available elastic and performant platform
- Micro Service based with total decoupling and seamless continuous upgrades
- Ontology driven Schema that supports multiple versions with bi temporality built in
- Multi data center 99.9999 uptime
- Modern UX driven HTML5 dashboards accessible as web or desktop applications on any OS and device
Big & Fast Data
there is no more segregation between your transactional data and your analytical data. They all can be access for reporting and business intelligence seemlessly
- Multi Peta bytes and Multi Data Center DB
- Real Time millisecond based Complex Custom Aggregation
- Access from Hadoop & Spark APIs with complete entitlement
- Notebook style access for free form computations and scenarios
Blockchain
Matrics sees blockchain as means to implement distributed workflows and to orchestrate exchange between participants to networks with complete transparency, traceability and without operational risk.
- Services are built to interact as Smart Oracles to operate on any blockchain network
- Workflows are implemented using a high level construct to map to any Smart Contract language
- Matrics is a development Partner to the main consortiums: R3, Ethereum Enterprise Alliance and CLS.
- Matrics is working with a major consortium in a production based blockchain implementation in Europe
AI & Machine Learning
those algorithms are key to sift through all data and unveil otherwise hidden patterns and provide ahead of time recommendations
- consumer / mortgage loan default
- rich / cheap analysis
- trading portfolio compression
- portfolio rebalancing and optimisation
Team augmentation in collaboration collaboration with:
External Partners
