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Savitar Consulting focuses on Capital Markets – trading, risk
management, analytics, transaction management, data management.
Our chief
consultant has years of experience in many aspects of the markets. Savitar’s consultants know technology and how to create
solutions for various areas of the capital markets. Savitar
is thus unique as it bridges the gap between market knowledge and
technology for the same.
With the ever evolving markets and increasing complexity of
markets and the growing sophistication and specialization of technology –
this gap has of knowledge in the industry has increased. Most firms have
distinct separation of IT and business units, many times resulting in major
communication gaps. Savitar assists in closing
this gap. Savitar could be a pure business
consulting company or a pure technology consulting company – but it chooses
to combine both in response to the needs of the industry.
With multiple practice areas and technology development and
financial engineering teams in locations around the world – Savitar can deliver anything from a small consulting
project to a full blown systems development project – in an efficient, cost
effective and flexible manner.
Savitar’s chief consultant, Ravi
Jain, has over 27 years experience in Trading,
risk management, quantitative strategies, volatility and options analytics
and technology development for the same.
He is particular interest in Volatility management,
derivatives risk and pricing and high-frequency and algorithmic trading.
Recent engagements include:
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Develop Customer Portfolio Margin
methodology for equity options, with real time replication of OCC
volatility surfaces enabling intra day CPM
calculation for options portfolios
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Analysis and development of pricing
and risk model for a custom commodity spread option
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High Frequency trading in Foreign
Exchange (FX). Monitoring trading,
developing algorithms and risk platform. Technology architecture
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Development of electronic market
making system for equity options in India – including pricing engines,
volatility management and risk monitoring
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Develop a sophisticated, custom risk
methodology for large electronic FX trading company
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