Structured Notes

Structured Products For High-Vol Broker-Dealer

Client: Undisclosed, high-volume  broker-dealer Objectives:

  • Flexibly and frequently add user defined models/macros and connect external libraries e.g. Quantlib
  • Have models available across all bank systems or Excel
  • Rapid and efficient delivery of new products to market
  • Support for configuration of any products regardless of instrument data fields or financial attributes.
  • Automatic generations of marketing materials and delivery over mobile app and web-based portal
  • Design and Approval processes orchestration Why ENC was a good fit:
  • Addition or configuration of SP’s is handled by our client’s quants directly without vendor support
  • Structured Product templates allow for structuring any notes using cross-asset derivatives – FX, commodity, indexes, etc – with support for custom models, marketing material generation, and sales
  • API’s make models and products easily accessible across all internal and distributor systems
  • Integrated modeling module executes fast calculations using both proprietary libraries and external libraries, like Quantlib

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