Financial Services Offering
JMI offers a robust, efficient and proven model for Financial Services and Asset Management firms to provide financial analytics services at scale. We have a team of experts with deep experience in financial modeling, risk management and regulatory compliance. Our analysts come from some of the most respected global financial firms and top tier universities. We take pride in our capabilities and financial domain knowledge. This combined with our data science DNA gives us an opportunity to add tremendous value.
Services
Financial Modelling
- Customized Models Based on Key Business Drivers
- Operational / Valuation / M&A / Leveraged Buyouts Modeling Expertise
- Pre-Earnings Drivers Analysis
- Post-Earnings and Event Based Model Updates
- Scenario Analysis
Pricing & Valuation Models
- Securitized Products: CLOs / RMBS / CMBS, Bonds, Convertible Bonds, CDS
- Lattice-based models: Binomial / trinomial models for Equity, Bond Options
- Interest rate hedge model: pull-through linear regression model for residential mortgages
Risk Analytics
- VaR models: Historical / Monte Carlo simulations, hybrid approach
- Analysis and forecasting: defaults, delinquencies, prepayments, CLOs / RMBS / CMBS deal severities
- Mortgage surveillance: monitoring of key attributes, cure / resolution / roll rates
Credit Analysis
- Debt Structure and Leverage Analysis
- Distressed Credit Screens
- Credit Rating Models
- Covenant and Indenture Analysis
- Yield Comparable Analysis
- Cash Flow and Recovery Model
- Sovereign Credit Analysis
- Country Risk Analysis
Data Analysis
- Reporting and Automation (Excel-VBA-Macros)
- Predictive Modeling
- Text Cleaning and Mining
- Web Scraping (Publicly Available Data)
- Dashboards & Visualization
Regulatory Compliance
- Stress testing / Scenario analyses for CCAR, DFAST, ICAAP
- Reverse Stress Testing – ensuring linkage between Capital and Liquidity.
- BCBS 239 data compliance
Quantitative Analytics
- Develop and test strategies to generate quantitative alpha
- Conduct portfolio performance attribution and risk analytics
- Analyze market neutral, long-short and enhanced index portfolios
Middle Office Solutions
- Reference Data Maintenance
- Transaction Capture
- Validation and Enrichment
- Settlement Support
- Compliance Reporting
- Straight Through Processing
