Our Market Solutions offering covers the entire lifecycle of trading, risk, back-office, and market data platforms: functional definition, implementation, integration, migration, custom solution development, and operational management. We partner with leading vendors in the financial sector and develop in-house platforms for CIB environments, ensuring stable operations, regulatory compliance, and business continuity. We incorporate artificial intelligence into our work—analysis, development, testing, and support—to deliver greater productivity, quality, and efficiency.
Specialists in Murex and Calypso for implementation projects, configuration, migrations, upgrades, and expert front-to-back support. Experience in pricing and curve validation, P&L, Greeks and sensitivities, VaR/Expected Shortfall, and FRTB compliance (SA/IMA).
We specialize in Gresham’s Enterprise Data Management suite: Prime EDM (formerly Asset Control) and Ops360. We cover the entire market and reference data lifecycle—acquisition, consolidation, governance, and distribution—including platform migrations, integration with providers (Bloomberg, Refinitiv, and ICE), yield curve and volatility engines, and data APIs.
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Development of in-house back-office and banking accounting platforms for CIB environments: financial and accounting engines (MTM, accrual, and portfolio), settlement, account management, and reconciliation, transforming manual processing into STP. We also have extensive experience with our clients’ global back-office platforms.
Managed support service (N1/N2) for evolutionary and corrective updates to a global bank’s Market Risk structural data application ecosystem, featuring a dedicated team, defined SLAs, and a broad technology stack.
Integration and orchestration of markets processes using TIBCO, Camunda, Kafka, and REST APIs. We design front-to-back architectures that connect trading platforms, Murex, Calypso, risk management, accounting, and data lakes, automating the end-to-end lifecycle of operations.
We offer end-to-end consulting services for MX.3, with professionals specialized in each of its verticals: from Front Office to Market Risk (MRB), including Datamart & Reporting, PAC, and technical integration of the platform. Our experience ranges from the validation of pricing models and yield curves to FRTB regulatory projects, including implementations, front-to-back migrations, evolutionary projects, and day-to-day (BAU) functional and technical support at top-tier banks.
We have over a decade of experience implementing, migrating, upgrading, and supporting Calypso in Europe and Latin America: fixed-income and equity back office, FX, money markets, and derivatives; clearing with CCPs and listed derivatives; collateral management; corporate actions; SWIFT and electronic confirmations; settlement, CLS, Nostro/Vostro accounts, and custody; and MTM, accrual, and portfolio accounting.
On the technical side, we perform version upgrades (including cloud environments), work with engines and scheduled tasks, optimize performance, and automate regression testing
Specialists in Gresham’s Enterprise Data Management suite: Prime EDM (formerly Asset Control) and Ops360.
We cover the entire market and reference data lifecycle—acquisition, consolidation, governance, and distribution—including platform migrations, integration with data providers, yield curve and volatility engines, fixed-income reference data, and data exposure via APIs.
We have experience with projects for banks and large corporations.
Technical experts in systems integration for highly complex banking environments, ranging from BusinessWorks 5.x to Container Edition and continuous integration pipelines.
We design and operate online and batch interfaces between trading platforms, Murex, Calypso, and back-office, risk, and accounting systems, eliminating manual tasks, reducing operational risk, and optimizing integration performance.
As Camunda partners, we use it as the central engine for the end-to-end orchestration and automation of critical trading processes: BPMN modeling of back-office workflows, migration from monolithic architectures to microservices, upgrading from Camunda 7 to Camunda 8, and integration with Kafka, REST, and core platforms.
Functional and strategic analysis in Treasury, Capital Markets, and Market Risk: defining requirements and business rules for core platforms, yield curve and pricing models, risk factors, back-office workflows, regulatory impact analysis (FRTB, EMIR, and IBOR transition), and defining scope and UAT in collaboration with business teams
Implementation of trading, risk, and market data platforms, and migration of operations across platforms and geographies: fixed income, FX, derivatives, clearing, collateral, and accounting. We manage the entire project—impact analysis, integrations, testing, go-live, and stabilization—including the decommissioning of legacy applications.
Development of proprietary solutions within the Markets ecosystem: in-house back-office and accounting platforms, risk calculation engines, functional APIs for market data and pricing, as well as customizations to Murex, Calypso, and Prime EDM.
Front-to-back integration architectures using TIBCO, Camunda, Kafka, and REST APIs: online and batch interfaces between underwriting, Murex, Calypso, risk management, accounting, and data lakes, with validations, error handling, monitoring, and performance optimization to ensure real-time traceability and consistency of information.
Testing strategy and execution on Markets' core platforms: automated regression testing, functional validation of migrations (operations, MTM accounting, and risk metrics), multi-system end-to-end integration testing, yield curve engine performance testing, and UAT support with business users during international rollouts
Managed services with defined SLAs and scalable, multi-geographic teams: N1/N2 support for core trading and back-office platforms, as well as market risk applications; evolutionary and corrective maintenance; and continuous adaptation to regulatory and business changes.
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