Tuesday, July 31, 2012

Random Walkers Roundtable: Pricing and Risk Management of Interest Rate Quantos

On 19th June, Maroon and CQF co-hosted the first Singapore Random Walkers roundtable to discuss the pricing and risk management of interest rate quanto swaps. Bringing together quant finance practitioners from a variety of leading global firms, including investment banks, auditors, and systems providers, it proved to be a lively and instructive session.

Led by a local expert in the field, a strong agenda focussed on the practical aspects of managing a portfolio of quantos from the sell-side perspective:

Thursday, July 12, 2012

Maroon Analytics Joins FINCAD Channel Program


VANCOUVER and SINGAPORE, July 11, 2012  FINCAD, the market leader for innovative OTC derivatives solutions, announced today that Maroon Analytics Pte Ltd, a Singapore-based professional services company specialising in the application of quantitative finance, has joined the FINCAD Channel Program as a Channel Partner and will be providing local sales, support and professional services to FINCAD's clients in Southeast Asia.

Maroon Analytics, founded in 2007, works with investment banks, hedge funds and sovereign wealth