Technology Consulting for Fixed Income

Data & analytics engineering built for structured finance

We help capital-markets and mortgage teams turn loan- and security-level data into fast, reliable, auditable analytics, from the data warehouse to the trading desk.

What we do

Five practice areas. One goal: faster, more trustworthy analytics.

01

Data Architecture & Management

Data foundations designed for analytics at scale.

  • Data warehouses and lakes optimized for current and historical analytics workloads
  • ETL pipelines that move data from source systems into your analytics infrastructure
  • Loan-level and security-level data structuring for fast analytics and reporting

02

API & Integration Services

Put your calculations and data wherever they are needed.

  • Analytics APIs that serve internal tools, trading systems, risk platforms and client applications
  • Spreadsheet workflows migrated to scalable, auditable APIs
  • Third-party data and platforms integrated into your analytics ecosystem

03

Custom Analytics & Modeling

Models built for the realities of mortgages and structured credit.

  • Daily P&L attribution
  • Custom prepayment models
  • Loan-level and cohort-level analysis
  • MSR and whole loan valuation and management at scale
  • Model versioning and testing, with CI/CD for analytics code
  • Portfolio and risk analytics

04

Analytics Optimization

Faster results at a lower cost.

  • Speed up existing analytics systems and reduce computational cost
  • Streamline analytics processes and automate manual steps
  • Optimize database queries, calculation engines and data pipelines

05

Analytics Application Development

Tools your teams will actually use.

  • Custom web and desktop applications: BI dashboards, risk platforms, trading tools and compliance reporting systems
  • Integration with market data providers, portfolio systems and trading platforms

Platforms & data providers we integrate with

Intex

Bloomberg

ADCo

LSEG

Moody’s

MarketAxess

Tradeweb

BondXn

Yield Book

…plus your portfolio management systems and trading platforms.

How we engage

A practical path from assessment to production

01

Discover

We review your data flows, models and workflows to pinpoint bottlenecks and risks.

02

Design

We define an architecture and roadmap that fit your stack, controls and priorities.

03

Build

We deliver iteratively, with testing, version control and documentation built in.

04

Transfer & support

We hand off with full knowledge transfer and stay available to optimize.

Ready to modernize your analytics?

Tell us where your data and models are slowing you down. We will show you what is possible.