For securities firms

• market research on proposed new stock indices
• market research on proposed new derivative instrument
• specification and programming of Monte Carlo model to replicate a portfolio of property derivatives
• course in appreciation of asset allocation for securities staff dealing with investment managers

For insurance company fund managers

• review of available databases, platforms, models and modelling systems for international equities
• advice on introduction of quantitative techniques into the investment process
• market research into strengths and weaknesses of fund managers, as perceived by consultants
• evaluation of contribution to investment process of existing qualitative and quantitative systems
• advice on choice of asset allocation and stock selection software
• advice on quantitative staff recruitment and training
• advice on mandate evaluation and adaptation of investment process to meet SIP guidelines
• creation of software to ensure a single policy is applied consistently to a multiplicity of mandates
• creation of software analysing risks of all managed funds automatically
• specification of back office system to value OTC
• derivatives training courses

For other fund managers

• specification of an in-house system to measure the implementation of quantitative stock selection
• advice on, and reprogramming of, property valuation model
• devising a consistent risk-based system of guideline ranges for all asset classes and factors
• acting as "facilitator" at corporate rethink weekend
• establishment of risk management system for hedge fund manager

For the global risk management departments of banks

• specification and programming of an integrated system applying options theory and portfolio investment management techniques to the analysis of a credit portfolio
• review of existing RORAC systems and calculation of empirically based default frequencies
• specification and programming of empirical transition matrix based credit portfolio management system

For property surveyors and investors

• preparation of material demonstrating the benefits of French, German, Dutch, Belgian and UK property as additional asset classes for institutional investors
• preparation of bespoke property sector indices for selected markets
• creation of allocation model allowing for varying lot size in different sectors

For quantitative and other software firms

• advice on product improvement (based on information in the public domain)
• advice on unexploited market niches
• advice on staff recruitment
• advice on implementing a bond performance attribution system

  Similar projects appear only once