The São Paulo-based brokerage will use Numerix's advanced analytical framework to produce pricing and portfolio analytics across multiple asset classes for its buy side-focused Valebroker platform.
The implementation will apply to fixed income, equities, and investment fund distribution, and will enable Valemobi to produce more sophisticated market risk calculation, historical and Monte Carlo value-at-risk calculation, and scenario analysis.
“To serve the growing needs of our hedge fund client base, we needed to strengthen our analytics platform not only for breadth and depth of coverage, but for advanced risk analysis. The Numerix analytical engine is underpinned with extensive model coverage for complete cross-asset coverage—as well as the most sophisticated tools for automated structuring and pre-trade analysis,” said Nelson Massud, CEO of Valemobi. “Now our platform is better equipped to perform mark-to-market valuations and ad-hoc risk measures, in addition to portfolio-level analysis and risk aggregation. With Numerix as the backbone of analytics on our platform, our solution is more robust not only from a coverage and capabilities standpoint, but from a performance point-of-view as well.”
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