mg metals : additional areas to look at dear lloyd & richard ,
i have been discussing with eric gadd about two particular areas of concern
that will affect the london research group . i believe there are a number of
issues to address to ensure that the integration goes smoothly from a risk
management and quantitative analysis perspective , and i have put together a
( by no means exhaustive ) list : -
i ) seamless transfer of front and middle office systems from an exotic
options linking perspective ( e . g . their spreadsheets link to different option
pricing add - ins )
ii ) development of volatility curves and factor analysis to ensure that we
can capture metals risk in our var system ( we will require historical data
for this ) . i am sure bjorn will be looking to the research group to assist
in this matter .
iii ) ensure that mg staff on quant and risk side become familiar with our
methods and systems and vice versa
these tasks will involve a significant degree of cross - communication with
relevant contacts within mg metals , and so i look forward to starting on the
process as soon as possible - i hope to play a full part from a quantitative
research and risk management perspective to ensure that everything goes
smoothly in this exciting new development , so please do not hesitate to
involve me .
best regards ,
anjam ahmad
research
x 35383