Uncompromised Quality.
Determined Delivery.
These aspirations and the ability to harness a wide range of technologies set Radian Consulting apart as the software company to move your trading desks into the future.
Radian Consulting has its roots in the Defence Industry, where planning, attention to detail, documentation and above all a total absence of defect are paramount. Combine these qualities with the Rapid Application Development process and transfer to the Capital Markets. Add an in-depth understanding of Finance - and you have an exceptional combination. A winning formula. Magic.
liquid capital markets london
options space
- Design and development of Volatility and Pricing spreadsheets in Excel/VBA.
- Develop Delta-space volatility surface parameterisation in Excel/VBA.
- Develop Delta-space volatility surface analytics in Excel/VBA.
- Develop At-The-Money Vega exposure spreadsheet in Excel/VBA.
- Develop Interest Rate Pricing and Rho hedging spreadsheet in Excel/VBA.
- Development of intra-day option Pricing and Greeks data collector application in C++ using SQL Server database.
- Develop database sextraction and charting tool in Excel/VBA.
automated trading
- Development of Algorithmic Research and Trading platform in MATLAB.
- Development of Excel/VBA to Goldman Sachs semi-automated trading system.
- Development of MATLAB to Goldman Sachs fully automated trading system in C++.
- Development of Strategy Backtesting Engine in MATLAB.
- Develop 1 minute Historical Database in MATLAB using Bloomberg.
barclays capital
options space
- Refactor, optimise and develop FX Correlation Option pricing and structuring platform in Excel/VBA, using Barclays Capital analytics library, Bloomberg and XML data.
- Develop exotic option Risk management system using Barclays Capital math libraries.
kreon technologies
algorithm development
- Research and develop a mathematical model of missile telecommunication system.
- Mathematical model implementation, verification and simulation in MATLAB.
- Design of a control algorithm using mathematical model.
- Algorithm implementation in embedded software using C and Assembly.
- Design and development of C++ applications to analyze missile data and telemetry.
- C++ models and simulators developed for testing missile systems.
dresdner kleinwort investment bank
options space
- Design and development of Volatility and Pricing spreadsheets in Excel/VBA.
- Research and implementation of various volatility surface parameterisations.
- Design and development of Interest Rate spreadsheets in Excel/VBA.
- Design and development of Borrow and Dividend manipulation spreadsheets in Excel/VBA.
rbs sempra commodities
options space
- Design and development of Commodity Option Pricing spreadsheets in Excel/VBA.
- Research and implementation of various volatility surface parameterisations.
- Design and development of XML based Market Data collector.
- Design and development of VBA Compiler/Decompiler.
- Develop test suite using Trojan Horse concept.
castlestone management
automated trading
- Develop core fund management infrastructure modules in Excel/VBA
- Applied modules to develop advanced cross-asset P&L and Risk analytics system in Excel/VBA. This included an automated back-office reconciliation system.
- Applied modules to develop flexible, portfolio level, quantitative trading research and back-testing environment in Excel/VBA in the Commodity futures/CTA space.
