In a continuously evolving financial market, having a proper and independent risk management function is essential for any financial institution and hedge fund.  Although fund managers are performing their own risk analysis for making trading decisions, investors are beginning to realize the importance of independent risk monitoring after numerous high-profile cases of fund collapses.
 
QRMO provides seamless risk management information and reports fund managers require to effectively understand, monitor and control risk levels in their strategies. Our experienced risk management professionals communicate with clients on a regular basis and possess thorough knowledge of each fund's securities and strategies, which enable the risk managers to create customized solutions, while treating each client consistently across all market environments.

1. Assist clients in establishing their own risk limit structure as well as risk management policies and procedures
2. Production of risk statistics such as Value-at-Risk (VaR) as a % of NAV (Monte Carlo, parametric and historical VaR methodologies supported), stop loss, Greeks (delta, gamma, vega, theta, etc.), DV01, CR01, counterparty limit, concentration exposures (e.g. industry, sector, single issuer, country, gross/net, fx, etc.)
3. Monitoring of market, liquidity, and concentration exposures with alert to the fund manager and board of directors if there are any significant breaches based on pre-defined limits
4. Storing of historical data such as market prices, volatility surfaces, spreads and volumes for risk calculation and analysis
5. Provide company position/market commentary
6. Provide multi-dimensional user-defined scenario stress testing & sensitivity analyses
7. Provide fund investors with transparent 3rd party risk reporting upon requests from our clients without releasing sensitive proprietary trading information or underlying position data
8. Participate in investor meetings to provide a 3rd party perspective on macro and micro portfolio risks