Fingention

The valuation of products and risk calculations are often in the focus of our assignments. From the setup of market data, through the calibration of yield curves and volatility surfaces to the valuation model itself we are excited to utilize our modelling know how and knowledge of best practices.

We believe that Artificial Intelligence can be used to improve processes at financial institutions since they are processing large amounts of data on a daily basis. We have developed our own AI algorithm and we already proved that it is possible to integrate AI models into existing trading solutions.

We have used REST APIs in multiple projects developing on both the client and on the server side. We are experienced with the authentication protocols, endpoint querying, data modelling and documentation that are the standard for professionally built REST APIs.

One of our specialties is our solid background in the guiding principles of financial accounting. We are not certified accountants but we do know the meaning of terms like IFRS, OCI, amortized cost, hedge accounting, etc. This makes us a capable partner to the Finance department when implementing their requirements.

We have participated in several regulatory implementation projects related to EMIR and MiFID II. We understand the spirit of these regulations and how they have been implemented in practice both using vendor and custom solutions.

The FNG Compare tool compares the results of Front Arena workbooks from different environments and finds the differences between them. It comes with an attractive Web-UI but can also be used for bulk comparisons. It can be used in upgrade projects or Integration testing both by the IT and by the business users.

Is a AI tool based on novel machine learning algorithms. Its purpose is to find anomalies in data that reveal anomalies in the dataset or indicate data quality issues.