Financial modeling, Risk Management, Practical Software, Education

  • NitroX Consulting

    Founded in 2001

    We can provide consultancy services for Risk Management in Capital Markets, Modeling and practical IT solutions
    Education is also one of our capabilitie

    30 year+ seasoned financial expertise

    Strong experience of modeling and practical management of exotic and optional products.

    Risk management requires a lot of experience in crisis situations. Unfortunatly, this experience can only be learned in previous crisis, and usually, it is pretty costly ...

    Practical IT solutions

    Modeling and pricing do come along with the risk management : deltas and stress scenarios
    We do use external IT ressources and do leverage on our extensive financial libraries.

    Consulting and Advisory

    The regulation is drasticaly evolving. Two major regulation will come in force soon: FRTB and IRRBB
    They will dramaticaly change the risk approach in Trading and Banking books.

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  • welcome to corp

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    union with us is your way to success

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  • experience overview

    • Ecole polytechnique

      Promotion 88.
      El Kahroui cursus.
      Option Pinball and Video Games.

      Trading

      Quantitave research
      Fx Options
      Commodities
      Swaps
      CDS

    • Management

      Limit definition
      System development
      Compliance
      Model research and implementation

      Regulation

      FRTB
      IRRBB
      Teacher at First finance
      Option Education

    • IT

      Java, C#
      C++ Excel addin
      Website, desktop applications
      SQL

      Other

      Wine price modeling
      Excel addin Financial Library
      Fx risk management site

  • solutions

    Excel Addin

    Pricing or IRS products, OIS discount.
    Swaps, options, Bermudean, Cancellable Swaps.
    Inflation swap and options. CMS Spread options, priced WITH swaption smile.

    Wine Pricing Model

    Crawler to gather weekly prices. Model to price parker rated wines and others using proxys.

    Fx Option Risk Management

    Web based risk management for Fx options.
    Does include KO, KI and Accumulators

    more solutions

    Fx option Teaching

    Web based

    Learn practical option trading using our simulation site.

    All Pro features Included

    Gradualy assess gamma hedging. Learn to read and analyse Risk Report AND Stress scenarios.
    Implement PnL forecasting.

    Fun

    Compete with the other participants, act fast to client trades. A session last typicaly around 3 hours.

    Debriefing

    Review your performance with the teacher, analyse your potential errors.

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    what’s new?

    2019 

    Option Learning

    Go live of the Site.

    March, 2018 

    Back in Europe

    From CEBU, Philippines.

    Jan, 2020  

    Rescrit.fr

    Go Live of Rescrit.fr
    Tax Safeguard Application

    2014 

    CRO for Riverrock

    Set up risk Framework for hedge fund branch.

    2001-2010 

    Pricer provider

    Tradition Financial.
    For all IRS option products

    May 2001  

    Company Creation

    Paris, France.

  • Our Address

    Montpellier,
    France.

    Telephone:+1 800 603 6035
    FAX:+1 800 603 6035
    E-mail: info@nitroxconsulting.com

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  • Privacy Policy

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    Praesent vestibulum molestie lacus. Aenean nonummy hendrerit mauris. Phasellus porta. Fusce suscipit varius mi. Cum sociis natoque penatibus et magnis dis parturient montes, nascetur. Ridiculus mus. Nulla dui. Fusce feugiat malesuada odio. Morbi nunc odio, gravida at, cursus.

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  • Trading Simulation

    For EQD, Fx and Rates, including options.

    Go to Site. Download the Excel addin for windows Here, and enjoy live feeds !!!

    For MAC users: Download the Excel package Here, fedds are on demand, watch the video for how to set it up.

    IT development

    Can developp web based apps, prefered framework: C# / Entity.