Platform
CRISIL provides long-term support by delivering the right mix of products, process and technology skills to help build scalable and robust platforms across banking and financial institution infrastructure.
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Platform Development and Re-engineering
- Risk engines, position management, trade repositories, market data repositories and reporting
- Extensive trading platform development with expertise in trading technologies like Python, Java, C++/Cuda, .NET, Big Data, Apache Spark, Hadoop, TensorFlow
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System Rationalization, Integration and Migrations
- System and platform integration across asset classes and business units
- Migration of Trading and Risk platforms: Legacy to Strategic, third-party platforms and version upgrades
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Platform Support
- Specialist support on trade capture, risk management and new issuance platforms across equity derivatives, FX & commodities desks
- Support in testing during migrations from vendor to in-house platforms and vice versa
- Training and on-boarding business users onto newly developed / migrated platforms
Sample Platform Experience - Murex
Our BAU support for Murex leverages both our understanding of the system and deep domain expertise. We provide support in testing, documentation and validation of FX/IR/equity models on Murex platforms.
![Model Validation]( "Model Validation")
Model Validation/Model Documentation
- Pricing and Risk Model validation – Implementation tests that validates every aspect of model, product payoff
- Model benchmarking with legacy models, Bloomberg, and vendor systems
- Model configuration review, Model Tiering, Model Governance framework
- Documentation as per regulatory guidelines and bank’s internal guidelines
![Data-Configuration]( "Data-Configuration")
Data Configuration and Set up
- Market data configuration including import/export across systems
- Book/Hierarchy, cost center setup and their migration across systems
- Static data configuration required for trade booking and pricing
- Sensitivities report configuration, downstream report configuration
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PL Attribution and Testing
- Adept at using in-built tools & functions of Murex –e-Tradepad, Portfolio Simulation, ONYX
- Design simulation views for trade P&L analysis, Greeks analysis
- Validation of PL attribution and risk sensitivities across products and business
- Systematic testing of re-booking
![Trade-Reviews]( "Trade-Reviews")
Trade Reviews
- Vanilla and exotic trade review covering multiple product typologies within Murex
- Experience of performing trade reviews across asset classes
- Workflow management including Query management for trade review
