Now, more than ever, firms that trade derivatives need to manage margin on a proactive - not reactive - basis. OpenGamma provides the tooling to understand and predict margin costs, reducing the liquidity impact of margin volatility.
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"We're constantly on the lookout for the right technology to drive efficiencies, and so are very excited to be partnering with OpenGamma. Their solution will form an important part or our overall approach to delivering operational efficiencies for derivatives for our clients."
"OpenGamma has been key in improving our margin management process, helping us track more closely intraday moves and removing inefficiencies that freed up over $100m in capital."
"This is natural add-on to the partnership we have had with OpenGamma and cleared derivatives for almost two years. Margin analytics is becoming more and more important for our business and OpenGamma provides the necessary tools for us to do these analytics."
The fundamental building block of all of our modules is our ability to independently calculate Initial Margin - be that for Exchange, CCP, SIMM or Bilateral CSA (incl. Cross Product) products. We enable firms to:
Validate
Ensure margin called from clearing brokers is accurate
Track
Understand the drivers of margin changes, day-on-day
Monitor
Check for limit breaches and track threshold utilisation
Forecast
Anticipate future margin calls and cash requirements
Simulate
Calculate pre-trade margin requirements and identify the cheapest way to trade
Optimise
Reduce margin requirements across clearers and exchanges
Quantitative Depth
We have spent over 10 years building our analytics in-house
Unique Model Coverage
We have replicated over 50 margin models across OTC, ETD, FX, Equity, Fixed Income
Leading Provider
We have developed our product in partnership with the most sophisticated financial firms in the world
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This research report summarises the findings from OpenGamma’s ‘Uncleared Margin Rules (UMR) impact analysis’ that we performed on behalf of 15 clients over the last 6 months. We also outline the steps your firm can take to minimise the impact of SIMM.
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We take responsibility for mapping, cleaning, and maintaining data directly from over 150 industry sources every day.
We deliver code changes into production within hours to keep the system running, even when industry data providers make unannounced changes.
Peter Rippon, Chief Executive Officer
Prior to OpenGamma, Peter spent 15 years at SunGard (now FIS) in a wide range of roles from Software Developer to Product Manager. Previously, Peter worked in Fixed Income technology for Lehman Brothers.
Maxime Jeanniard du Dot, Chief Operating Officer
Prior to his role at OpenGamma, Maxime worked at HSBC in Derivatives Clearing Technology and, prior to that, spent 5 years at Calypso Technology. His roles have included Market Specialist in the Clearing and Collateral areas, and also Analyst positions at Calyon and Accenture.
Jonathan Senior, Chief Technology Officer
Prior to OpenGamma, Jon was a developer on the Credit Derivatives desk at KBC Financial Products. He also worked on trading systems for the Equity Derivatives and Asian Warrants businesses, as well as Peel Hunt’s Equities business (then part of KBC).
Joe Midmore, Chief Commercial Officer
Prior to OpenGamma, Joe spent 15 years at Credit Suisse in various Sales and Relationship Management roles across the Prime Brokerage and Prime Derivatives businesses. Through his tenure, he worked closely with Hedge Funds, Family Offices, Asset Managers, Private Banks, Insurers, Pension Funds, Retail Aggregators and Blue-Chip Corporates.
Marc Henrard, Head of Quantitative Research
Prior to OpenGamma, Marc has served as Global Head of Interest Rate Modelling for Dexia Group, Deputy Head of Treasury Risk at the Bank for International Settlements (BIS) and Head of Quantitative Research and Deputy Head of Interest Rate Trading also at BIS.
Jo Burnham, Risk and Margining SME
Prior to OpenGamma, Jo occupied various senior roles at LCH.Clearnet including Director of Risk Management, and was one of the authors of the London SPAN methodology, as well as playing a pivotal role in the implementation of margining and clearing solutions for OTC products. Jo acted as the Risk SME for LMEClear, ensuring adherence to regulation across all areas of risk management.
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General Enquires
For all enquiries about our product, our technology, or general industry regulation, click here: info@opengamma.comHelp and Support
If you are an existing client and are needing assistance with our analytics, click here: support@opengamma.comPress and Media
For any press or media enquiries, get in touch with our Marketing division, here: team@opengamma.com
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