We design, model and manage customized overlay solutions that can shape a client’s portfolio risk profile and improve the risk/return profile of their investments.
We help clients optimize portfolio beta and eliminate uncompensated or unwanted risk across a broad range of risk types – from currency, to credit, to interest rates, to equity – and manage more than $60 billion in derivative notional value in overlay portfolios.
Our solutions are built upon an experienced derivative trading platform and quantitative research expertise. Our in-house derivative operations are an end-to-end solution, with dedicated front, middle and back offices that provide:
- strong market relationships and long standing portfolio manager expertise
- a sophisticated understanding of derivatives combined with in-depth quantitative research
- a highly scalable straight-through-processing infrastructure
- an experienced legal team for negotiating derivative agreements
- counterparty credit and liquidity risk management expertise
- valuation, settlements and collateral management services.