Ktalysis Business Transformation team assists a leading Canadian bank in Strategy Execution for a global business operations overhaul.

Ktalysis Business Transformation team assists a leading Canadian insurance company in the delivery of a post-merger integration program.

Ktalysis Information Management team assists a leading Canadian auto and home insurance provider in the selection of strategic Business Intelligence platform

Ktalysis is happy to announce the inauguration of their new offices downtown Toronto on Yonge Street

Capital Markets ⏵ Mandates

Market Risk Consulting

Implementation of Stress Test Reporting for IRD and FXMM activities
Implementation of Various Commodities Report for Risk Purpose by using SQL Datamart Feeders, Datamart Extraction and Simulation Viewer
Implementation of Commodity Historical VaR
Assistance to FX & IRD teams in the VaR migration from 2.x to 2.11/3.x
Assistance to the definition of Stress Test Scenarios on FX Smile
VaR module Migration Testing from 2.11 to 3.1 for client databases
Definition of template for the import of VaR and Stress Scenarios
Performance issue analysis on client environment
Client request Support for P&L Vectors, Historical VaR and Backtesting calculations

Treasury Operations

P&L and Greeks daily reporting to Senior Management and for FX-IRD Traders
Set up of new products being traded and bringing the Reporting Adjustment

Front Office Support

Settlement of Real time and Closing prices issues for equity derivatives
Test of Import using Mxml and BBG for Bulk Upload of Static Data
Support front office requests on exotics bonds configuration
Move of the Closing P&L source from an in-house system to Murex
EQD Smile configuration

System Analysis

Implementation in Murex of the structure for an issue of a multi asset class leverage ETF with a total value of 2.5 Billion
Implementation in Murex of an activity of Distress Debt and Bank Loan TRS for Marathon
Murex upgrade from 2.10 to 2.11
Migration from Lucy to Murex for money market activities
Viewer and P&L Variance Configuration for Market Risk Purpose
E Trade Pad Strategy Configuration(Average Rate Forward and Exotic Options)
Flow Charts Design for the creation and explanation of the business cases
Training user on Murex and Derivatives

System Configuration

Configuration of Viewer, Datamart Tables & Feeders to manage the EQD Vega Risk
Participation to Murex Upgrades to 2.1139 and 2.1142 on FXD, IRD and EQD
Analysis on the implementation of new products (CFD)
Provide training to static data users for the creation of exotic bonds
Update of Procedure for the Exotic Warrants held by the bank