Derivative Analytics for

Active Margin Management

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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Trusted by over 50 financial firms

OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.

Trusted by over 50 financial firms

"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."

Trusted by.

"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.""

Trusted by.

"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."

Trusted by.

Our Product Features

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:

OpenGamma Feature - Validate

Validate

Ensure margin called from clearing brokers is accurate

OpenGamma Feature - Track

Track

Understand the drivers of margin changes, day-on-day

OpenGamma Feature - Monitor

Monitor

Check for limit breaches and track threshold utilisation

OpenGamma Feature - Forecast

Forecast

Anticipate future margin calls and cash requirements

OpenGamma Feature - Simulate

Simulate

Calculate pre-trade margin requirements and identify the cheapest way to trade

OpenGamma Feature - Optimise

Optimise

Reduce margin requirements across clearers and exchanges

Our Industry Partners

OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.

Why OpenGamma?

Why OpenGamma - Quantitative Depth

Quantitative Depth

We have spent over 10 years building our analytics in-house

Why OpenGamma - Unique Model Coverage

Unique Model Coverage

We have replicated over 50 margin models across OTC, ETD, FX, Equity, Fixed Income

Why OpenGamma - Leading Provider

Leading Provider

We have developed our product in partnership with the most sophisticated financial firms in the world

From Our Blog

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2019 UMR impact analysis research report

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.

Download the ebook
OpenGamma Gated Content

Our Technology

Data security is built into our heart of our technology.

SOC2 certified with 80+ internal security controls reviewed annually by EY.

We make industry data management our problem.

We take responsibility for mapping, cleaning, and maintaining data directly from over 150 industry sources every day.

We are always available in the cloud.

We deliver code changes into production within hours to keep the system running, even when industry data providers make unannounced changes.

Technology brand used by OpenGamma. Technology brand used by OpenGamma. Technology brand used by OpenGamma.

Backed By

OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.
OpenGamma Backed By Brands.

Our Margin Experts

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.

Questions?

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General Enquires

For all enquiries about our product, our technology, or general industry regulation, click here: info@opengamma.com

Help and Support

If you are an existing client and are needing assistance with our analytics, click here: support@opengamma.com

Press and Media

For any press or media enquiries, get in touch with our Marketing division, here: team@opengamma.com
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