Portfolio Management

Portfolio management is a core process in any investment activity. Luxoft’s solutions for portfolio management include order management, position monitoring with advanced trade capture capabilities, real-time tracking of multi-asset class positions (i.e., equities, derivatives, commodities, indexes, and FX), profit and loss reporting, and risk mitigation and management.

Pricing analytics functionality is represented with creation of customized pricing and calibration models based on Black, Black-Scholes, Hull-White, Vasicek, Ho-Lee, Black-Derman-Toy, Heath-Jarrow-Morton, multi-factor Gaussian models, Monte Carlo simulations as well as the advanced correlations and stochastic volatility.

Our solutions successfully perform monitoring of portfolio credit quality, portfolio optimization, hedge allocations, risk analysis on the various individual names and basis risk positions inherent in the portfolio, supervision of portfolio economic, capital, risk-weighted asset targets and much more.

Luxoft’s portfolio management systems incorporate enhanced analysis features including drill-down analysis from aggregated portfolio information down to detailed data, expected risk exposure analysis, time series analysis (real-time and historical) and arbitrage-finding strategies.

Quality and reliability are inherent in every solution we deliver to help you maintain a financially sound portfolio.

For more information please contact our business representative