Beans & Intellect Financial Technology Pvt. Ltd. Mumbai, India. Beans India Treasury Technology, Derivatives Analytic, Institutional Treasury Risk Management, Financial MarketPlace Technology Solutions & Services. Derivatives Treasury Risk and Financial Engineering / Quantitative Finance, Financial MarketPlace Technology & Services. Risk Management for Structured Derivatives Products. Hand-holding in implementation of treasury technology systems. Development of custom pricing templates for derivatives notes. Testing / validation of treasury system models & instruments. Integration of pricing engine (Numerix) to treasury systems. Building & integrating custom quant modules in treasury system. Process: Input Model validation, Pricing Engine validation & Output validation. Stress test, scenario & sensitivity analysis with custom test cases. Performing boundary condition tests, Life-cycle tests on model. Building of independent derivatives pricing & valuation models. Reporting on model performance, behaviour and its applicability. Portfolio credit risk management solution for cash & derivatives. Web-based pricing and risk management technology system. Specific VaR / derivatives technology application development. Quantitative technology solutions for traders, brokers & funds. Deal capture & portfolio optimization portfolio management system.
 
Testimonials
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"Good combination of tech, treasury & quant. skills...."
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"Strong technology & financial engineering skillsets..."
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"In its space this may be a company to watch out for.."
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"The long term potential of Beans is enormous...."
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i"The management team is impressive...."

 

 

 
 
Beans News

Silver Trophy- Corporate Financial Management Contest, Lakshya 2008 among YES Bank, Dr. Reddy, L&T etc.

Meet us on 7th November at Bangalore IT.Biz 2008

Hiring '09 - Summer Interns from IIT, IIM, XLRI, NITIE, NIT etc.

Beans Sponsored Events

 
Beans & Intellect Financial Technology

Founded in January 2007 by two graduates of Indian Institute of Technology (IIT) Bombay, Beans & Intellect provides solution in a niche that combines the power of financial data, mathematical analysis, technology solutions and domain-specific understanding in reporting customized financial information. Beans has worked in vanillas through the most exotic options and assets including currencies, interest rates, equities, credit, commodities, hybrids and cross-asset structured products.

Beans team comprises of business analysts, software engineers, database experts, project managers, programmers, derivative domain and risk experts from the top technology and business schools in India. Our present client list includes few marquee names from various finance communities in India, viz., banking, FX broking, international commodity trading, risk consultancy, and data providers.

Our area of work is an amalgamation of the following closely related financial business realms.

  • Treasury technologies,
  • Quantitative modeling,
  • Risk management technologies,
  • Exchange technologies,
  • Niche finance education.
 
Our Offerings
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Beans Vision
 
 
"To target, build & serve an active community that includes participants from capital markets, institutional treasuries, retail financial services and broad financial markets on latest treasury technology solutions by innovating financial processes, products & services."
  
     
     
 
 
 
finance and banking technology, banking and financial services, risk management and compliance, banking and finance, investment management, investment management technology services, financial research and capital markets, banking risk india, technology for risk management, financial analysis and management, knowledge process oursourcing, risk management solutions and systems, enterprize wide risk management, treasury & risk management, treasury technology support services, governance risk & compliance management, exotic options, CMS range accrual, accumulator corporate treasury, TARN, GARMAN KHOLHAGEN, G2++, CIR MODEL, ho-lee model, black karanski, vasicEK, SABR, HESTON, Copula, Monte CARLO methods, Binomial tree, Finite Difference method, Fast Fourier Transform, Levenberg Marquadt, Constrained Levenberg-Marquadt, Active Set Method Optimization, Quadratic Programming, Conjugate Gradient, Steepest descent, Armijo Line Search, Mersene Twister, Box-Muller, Quasi-Random Numbers, Constant Volatility Surface, Exponential Vol Model, Jackel Rebonato, Stochastic Volatility Models, Historical Correlation Models, Exponential Correlation Models, GARMAN KHOLHAGEN code, G2++ code, CIR MODEL code, ho-lee model code, black karanski code, vasicek code, SABR code, HESTON code, Copula code, Monte CARLO methods research, Binomial tree code
 
Onsite Treasury Engagement
 Hand-holding in implementation of treasury technology systems
 Development of custom pricing templates for derivatives notes
 Testing / validation of treasury system models & instruments
 Integration of pricing engine (Numerix) to treasury systems
 Building & integrating custom quant modules in treasury system
 
finite difference method, Finite Difference method C++ code, Fast Fourier Transform C++ code, Levenberg Marquadt C++ code, Constrained Levenberg-Marquadt C++ code, Active Set Method Optimization C++ code, Quadratic Programming C++ code, Conjugate Gradient C++ code, Steepest descent C++ code, Armijo Line Search C++ code, Mersene Twister C++ code, Box-Muller C++ code, Quasi-Random Numbers C++ code, Constant Volatility Surface data, Exponential Volatility Model C++ code, Jackel Rebonato method, Stochastic Volatility Models research, Historical Correlation Models paper, Exponential Correlation Models paper
derivatives complex securities, private placements valuation, customized pricing and valuation, fast flexible accurate, accurate and timely pricing services, valuation teams, compliance officers, fund administrators, global trust group, large sell side shops, market data professional, middle office, back office, financial technology solutions, financial technology softwares, treasury derivatives software, risk management services, revaluation services, system integration, pricing and valuation, model validation, stress testing portfolio, scenario analysis, pricing engine template development, treasury software template development, value at risk consulting, risk management consulting, treasury system implementation treasury managers, risk managers, derivatives specialists, risk management consultants, financial application development manager, treasury risk management, risk management model validation, structured finance group, structured derivatives manager, credit derivatives group, securitization group, credit securitization, loan securitization, derivatives analytics, risk management analytics, risk analytics, pricing analytics, collar strategy, knock in levels in reverse convertibles, principal at risk notes, principal protected notes analytics, static options on reverse convertibles, structured notes linked to indexes, rule based investing, far forward rates, correlation products, cross currency far forward rates, hedge fund investment strategy, risk analysis and modelling, derivative pricing and hedging
 
Model Development & Validation
  Process: Input validation, Engine validation & Output validation
  Stress test, scenario & sensitivity analysis with custom test cases
  Performing boundary condition tests, Life-cycle tests on model
  Building of independent derivatives pricing & valuation models
  Reporting on model performance, behaviour and its applicability
 
Finite Difference method code, Fast Fourier Transform paper, Levenberg Marquadt code, Constrained Levenberg-Marquadt code, Active Set Method Optimization code, Quadratic Programming code, Conjugate Gradient code, Steepest descent code, Armijo Line Search code, Mersene Twister paper, Box-Muller paper, Quasi-Random Numbers paper, Constant Volatility Model paper, Exponential Volatility Model research, Jackel Rebonato paper, Stochastic Volatility Models, Historical Correlation Models, Exponential Correlation Models, traders derivatives india, multi asset derivatives india, reporting, numerical math library, greeks calculation, var analysis, mark-to-market, hedge funds, banks, corporate treasuries, asset managers, fund of funds, prime brokers, brokers, auditors, swaps, barriers, forward structures, option strategy, binary options, digital options, exotic options, CMS range accrual, accumulator, TARN, GARMAN KHOLHAGEN, G2++, CIR MODEL, ho-lee model, black karanski C++ code, vasicek C++ code, SABR C++ code, HESTON C++ code, Copula C++ code, Monte CARLO methods C++ code, Binomial tree C++ code Beans & Intellect Financial Technology Pvt.Ltd. Beans, Intellect, is a derivatives pricing and risk management firm headquartered in Mumbai, India. We are revolutionizing the financial engineering space through our solutions in Indian subcontinent. We provide quantitative solutions covering derivatives pricing, sensitivity analysis, credit risk, market risk and financial database management systems. We work in a niche that combines the power of financial data, mathematical analysis and domain-specific understanding in reporting customized information. Our unique proposition lies in working as a dedicated team of professionals with varied backgrounds and skill-sets ranging from specialization in mathematical modeling, derivative pricing, risk management, derivative / treasury system implementation (design, development, and deployment) and training in the areas related to structured financial derivative products and risk management. We cater to commercial banks, traders, i-banks, software product companies, corporate treasuries, brokers, data providers, insurance companies and other broad financial institutions. We have worked closely with various large and small such companies during the evolution of its products and services which reflects in the accuracy of numbers thrown by various product-platforms. We have experience in an extensive range of derivatives - from vanillas to highly complex structured products across various asset classes. We have also covered cross-asset mathematical engines to value derivative products on a fly. Our solutions covers all industry standard financial models, numerical math libraries, pricing engines, calibration routines and various numerical techniques implemented using robust, efficient and scalable technology. We have worked in vanillas through the most exotic options and assets including currencies, interest rates, equities, credit and commodities, as well as hybrid and cross-asset structured products. Our present client list includes few marquee names from various finance communities in India, viz., banking, FX broking, international commodity trading, risk consultancy, and data providers. Beans team is setting new standards in the financial engineering and risk management space by providing new standards to high-end and mission critical risk scrubbing process for an array of financial institutions, viz., banks, corporations, data providers, traders, brokers, hedge funds etc. We offer products based services that cover areas such as derivatives pricing and structuring, risk analytics, derivatives sales analysis, credit risk portfolio management, web-based pricing, revaluation, portfolio management, VaR and limits management. We have been successful in conceptualizing and developing some of the most useful solutions on top of the follwing in-house product initiatives. Our knowledge solutions include research & services that extends into every corner of treasury business; supplying invaluable treasury trading analytics and hedging analysis, structured derivatives products research, modeling and its validation, portfolio sensitivity analysis, VaR technology, technology risk solutions and onsite support for our clients. We provide statistical and financial engineering analytics to our clients engaging them onsite as well as offshore mission critical functions cost effectively in an array of forecasting and modeling problems that drive smart business strategies, efficient plans and measurable return on investment. We also offer focused training designed to ensure full understanding of the methodology, functionality, and application of our solutions. Following are the broad areas of service provided by us.
portfolio replication, guaranteed notes, option replication, FRA hedging, forward rate agreements for hedging, deposit rates for calibration, swap rates calibration, repo rates, interest rate swap pricing, cross currency swap analytics, cross currency swap pricing, debt market analytics, mifor rates, mumbai interbank forward rates, mibor, mumbai interbank borrowing rate, mifor swap analytics, mifor swap pricing, mibor swap pricing, mifor swap option, mibor swap option, multifactor Hull-White, Black Derman Toy, Generic Tree for multicallable exotic stochastic BGM, REAL TIME DERIVATIVE PRICING, treasury system integration, cancellable swap pricing, cancellable floating range accrual pricing, callability derivatives pricing, ratchet swap pricing, ratchet range accrual swap pricing, skyline swap pricing, fx accumulator pricing, fx range accrual pricing, target redemption note pricing, window barrier fx option, cancellable snowball swap, cms range accrual swap, cancellable cms swap pricing, reverse flaoter swap, credit linked notes pricing, CLO pricing, reverse floater swap pricing, cancellable reverse floater swap pricing, portfolio optimization, credit default swaps, CDS analytics, total return swap, TRS analytics, collateralized debt obligation, CDO analytics, CDO2 analytics, analytics capital market, equity analytics, equity derivatives analytics
 
Technology Risk Solution
  Portfolio credit risk management solution for cash & derivatives
  Web-based pricing and risk management technology system
  Specific VaR / derivatives technology application development
  Quantitative technology solutions for traders, brokers & funds
  Deal capture & portfolio optimization / management system
 
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