InfoHedge Technologies
747 3rd Ave 12th Floor
New York, NY 10017
Tel.: +1 212 531 5800
E-Mail: info@infohedge.net

Selective Experience

Systems & Infrastructure
Custom Software Projects

Custom Software Projects

Multi-Billion / Multi-Strat Hedge Fund

Risk Management System – Developed a comprehensive risk management platform for a multi-strategy hedge fund that includes the following features: Integration with an internal portfolio accounting system / fund admin accounting system; Integration with internal security master for terms, conditions, and pricing; Internal PNL Calculation engine; Exposure reporting; VaR Engine; Scenario Calculation Engine with parameratized spreads, yield curve, FX rates, equity prices; Custom valuation models to support every asset class (e.g. CDSs, Bank Debt, Ascots, IRSs, Converts, etc..); Correlation analysis tools; Liquidity Risk Module; Volatility Risk Module; Leverage Risk Module.

Multi-Billion / Multi-Strat Hedge Fund

Portfolio Management SystemDeveloped a portfolio management system that provides complete order management for all known asset classes including complex credit and fixed income derivates, as well as seamless integration with 3rd party execution management systems. The system centralizes firm-wide trade capture and provides customizable trade allocation rules across funds, strategies, portfolios, and prime brokers. The system provides full real-time P&L and portfolio analysis for all asset classes by leveraging custom and 3rd party pricing models. Additional features include: Customizable real-time portfolio slicing and dicing, P&L attribution; Multi-asset class support including OTC products; Complete audit trail and historical trade querying, filtering, and analysis; Automated transaction feeds to middle and back-office system and 3rd party applications.

Multi-Billion / Multi-Strat Hedge Fund

Security Master – developed a global repository of terms and conditions specifically for a hedge fund. The product consolidates multiple sources of security data into a single golden copy security database by using a rules-based approach to arbitrate between the data vendors. The database stores both listed and non-listed security types and may be updated in real-time as data becomes available from source vendors. The product provides a flexible user interface for processing corporate actions and portfolio events such as dividends, swap resets, and call dates; Creating OTC products, viewing posting notifications, and monitoring new or pending security setup requirements. Additional features include: Full instrument coverage including OTC, baskets, bank debt and other non-listed securities; Automatic corporate action alerting; Comprehensive legal entity hierarchy; Full audit trail of updates and edits; Document warehousing for OTC securities;

Multi-Billion / Multi-Strat Hedge Fund

Portfolio Pricing System – created a global repository of pricing and market data to support the pricing needs of a multi-strategy hedge fund. The product automatically gathers and stores pricing and market data from various data sources such as Bloomberg, MarkIT, Reuters, as well as from broker files, web sites, spreadsheets, and emails. The system provides a flexible user interface for analyzing pricing data including time series price variance, comparing price sources, and creating custom pricing rules based on firm-wide pricing policies and compliance requirements. Additional features include: Centralized pricing and positions database with full audit trail and historical reporting; Customizable views including color coding, real-time alerts, graphical analysis, and historical reporting; Price variance analysis tools; Default source assignment at a symbol, security type, security type level.

Multi-Billion / Multi-Strat Hedge Fund

Tick Data Capture & Analytics - Used OneTick (a generic tick data management and analytics platform) to compute intraday data statistics (VWAP’s, Historical Traded Volume Profiles, Time-weighted Spreads, Order Book Snapshots, etc.) for use in algorithmic trading by the automated trading desk and for transaction cost analysis. The system supports a billion dollar quantitative, high frequency trading strategy.


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