FINCAD Analytics Suite:
Quantitative Trading Strategies for Corporate Bonds

Peter O’Connor, Product Manager, FINCAD Analytics Suite, Numerix
Why Attend?
Discover how FINCAD Analytics Suite for Excel’s extensive fixed income and curve analytics empower fixed income traders to identify trading opportunities using fundamental analysis in the corporate bond markets.

Peter O’Connor, Product Manager, FINCAD Analytics Suite, Numerix  

Corporate bond markets have been volatile in recent months due to rising inflation, rate increases, and heightened credit and liquidity risk. This presents trading opportunities but also makes the need for precise pricing and risk analytics more essential than ever.

In this solution webinar, we focus on fundamental and relative value approaches to pricing corporate bonds in the current landscape. Discover how FINCAD Analytics Suite’s advanced analytics workflows, coupled with integrated model validation, can be applied to formulating quantitative trading strategies.

Mr. O’Connor gives a live demo and covers the following topics:

  • Overview of market drivers reinforcing the need for precise fixed income analytics
  • Practical scenarios demonstrating the use of rate curves, bond curves and basis adjustments to major indices like SOFR or Treasury curves
  • Applying default probability curves to assess bond pricing and identify mispricing opportunities
  • Workflows for incorporating yield-to-worst and bond work-outs
  • FINCAD Analytics Suite for Developers, and using Python to scale model validation, perform relative value analysis, and conduct strategy back-tests


Featured Speakers:

Peter O’ConnorPresenter: Peter O’Connor, Product Manager, FINCAD Analytics Suite, Numerix

With over 15 years’ experience in the financial services industry, Peter serves as the Product Manager for FINCAD Analytics Suite at Numerix. In this role, he is charged with ensuring that the FINCAD Analytics Suite library is kept current with evolving market practices and client requirements, and ensuring quality enhancements with a focus on roadmap, development standards and managing client satisfaction.

Prior to joining Numerix, Peter held key derivatives pricing and risk analyst roles at leading financial institutions including HSBC and BNY Mellon among others. He attained a MSc in Financial Services from the University of Limerick and is also FRM certified in Risk Management.

Udi_SelaModerator: Udi Sela, SVP, Product & Field Marketing, Numerix

Udi Sela has been active in foreign exchange derivatives markets for over 25 years. As a senior derivatives trader and trading manager at Citibank and JPMorgan, he developed expertise in derivatives spanning both vanilla and complex FX options. After his trading career, he has led product development, pre-sales and business development functions within a range of financial software vendors. Mr. Sela is currently responsible for product and field marketing at Numerix.



If you experience any difficulties viewing or completing this form, please contact us for help.

white paper

White paper | Mastering XVA Dynamics from the Buy Side

white paper

White paper | Zero-Day Options: Unique Market Dynamics and Risk Considerations

newsletter issue - Mar 28, 2024

Thinking Derivatively – March 2024 Newsletter

on-demand webinar

On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

newsletter issue - Feb 6, 2024

Thinking Derivatively – January/February 2024 Newsletter

on-demand webinar

On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

journal issue

Numerix Journal Vol. 9, No. 1

analyst report

Coalition Greenwich - Managing Mortgage Market Risk Becomes More Complex

newsletter issue - Dec 13, 2023

Thinking Derivatively – December 2023 Newsletter

white paper

White paper | Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues...

analyst report

Celent Research: Risk Technology for a Digital World

on-demand webinar

On-Demand Solution Webinar | FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building