Financial Solutions

Mitchell Martin has been servicing the Financial Services Industry since its inception in 1984. Our clients range from Fortune 100 global organizations to newly formed Hedge Funds and Private Equity firms.

Mitchell Martin has significant experience across the following domains:

Capital Markets

  • Fixed Income
  • Equities
  • Derivatives
  • Investment Banking
  • Foreign Exchange
  • Prime Brokerage
  • Prop Trading
  • Electronic Trading

Wealth Management/Asset Management

  • High Net Worth
  • Emerging Affluent
  • Private Banking

Consumer and Retail Banking

  • Credit Card
  • Student Lending
  • Auto Lending
  • On-Line Banking

Compliance & Risk Management

  • Credit and Market Risk
  • Basel II
  • Sarbanes Oxley

Insurance

  • Life, Home, Personal
  • Property & Casualty

One of Mitchell Martin’s key differentiators is our understanding and in depth knowledge of specific software packages and platforms that our specific to front office and back office applications. Our consultants and subject matter experts are experienced in

  • ADP
  • Netezza
  • Bloomberg
  • SAS
  • Calypso
  • SmartStream
  • Charles River
  • SunGard
  • Fiserv
  • Thomson
  • Guidewire

Representative Projects:

For a Global Investment Bank

As the Lead Business Analyst for the banks strategic market risk projects, Mitchell Martin participated in the following efforts:

  • Implemented a global scenario engine for all products (FX, Interest Rates, Credit, Asset Backed) using historical simulation based VaR using relative/absolute methodologies and stress. Regions in scope included New York, London, Paris, Hong Kong.
  • Standardized risk factors globally that included FX (Spot, volatilities), IR (Libor, Non-Libor, treasury, OIS, ATM and smile volatilities), Credit (single name, index spreads, Correlations), MBS (Mortgage rates, ABX, CMBX), Equity (Spot, Vol). etc. for different traded products for FX, Rates, Interest Rates Derivatives, Credit Derivatives, Metals, Equity Derivatives and MBS businesses.
  • Implementation of risk materiality for Cancel and Amended trades. Obtained trade data from Calypso, Summit, Bloomberg, Murex, Fidessa and internal systems and filtered trades that impacted valuation. Risk captured included CS01, PVBP, delta and FX risk for these trades.