Front Office

The variety of products available on world-wide capital markets has grown enormously. Development is speeding up on a day-by-day basis and trading activities are becoming ever more complex.

This brings with it new demands on the financial service provider along the length of the process chain and high expectations of the system architecture. The Nagler & Company team has many years of experience in capital markets, and therefore both knows and understands the product palette from shares to exotic derivatives.

The specialist know-how and expertise in methodology of our consultants enables them to maintain an overview of the complete process chain – front to back. This includes rules for capturing structured products, all aspects of pricing, limit- and collateral management and, last but not least, the accounting of derivatives and other financial products. Our consultants always consider the various components both from specialist and technical points of view. Only then it is possible to develop a highly effective framework in which all facets are favourably aligned. We implement comprehensive plans for our customers, such as development of a system architecture, tapping into new product classes and introducing appropriate trading systems. This support helps our customers remain competitive in the ever changing, dynamic financial sector.


Our specialist consulting focus in the front arena environment

Risk Management

  • Development of risk models and control procedures
  • Regulatory requirements
  • Basel III, EMIR, ISDA SIMMTM, FRTB, -IBOR reform
  • Value at Risk (VaR)
  • Limit management workflows

Valuation models

  • Development and validation of models for valuation and hedging
  • Regulatory requirements
  • XVA framework
  • ISDA SIMMTMOptimization
  • Development and integration of proprietary valuation models in Front Arena
  • Profit & loss attribution workflows

Back Office & Operations

  • OTC confirmations matching
  • Collateral management
  • Trade actions and booking flows
  • Front Arena Accounting

System Integration & Infrastructure

  • ARENA BI
  • ARENA WEB, PACE
  • Design of system architectures
  • Auditing of the existing configuration

Our technical consulting focus in the Front Arena environment

Front Arena / Prime

  • Development of Python scripts with the Arena Extension Framework (AEF)
  • Customization of ASQL queries
  • Setting up workbooks with AMAS/AFG
  • Risk and scenario simulations with the Scenario Editor
  • Implementation of GUIs with the AUX framework
  • Setting up virtual trading manager sheets with the Arena Calculation Interface (ACI)

AMAS/AFG

  • Setting up (hedge) order flows
  • Setting up validation rules in AIMS
  • Adding FIX mapping and routing rules in FIX-AMAS
  • Checking & validation of orders in OMNI
  • Troubleshooting / debugging with TNPFind

AMBA/XMBA/TAB

  • Customize instrument/trade/order book creation in XMBA
  • Setting up TAB and customizing AMBA hooks
  • Optimization of existing AMBA hooks
  • Testing XMBAs for new releases

Performance

  • Set up Arena Pace Server (APS) for Quote Manager & Risk Manager
  • Migrating workbooks to PACE
  • Analyzing ADFL code for performance issues
  • Identify memory leaks in workbooks
  • Improve start times
Thomas Gebhard Nagler & Company
Contact Person

Thomas Gebhard

Location Graz

+43 676 58 68 08 9

E-Mail

Expertise