Global Modelling & Analytics Group

The Global Modelling & Analytics Group (GMAG) is responsible for the development and the implementation of state-of-the-art valuation models for the Fixed Income and Equities businesses.

The group's mandate covers all asset classes including Credit Derivatives, Commodities, Emerging Markets, Equity Derivatives and Convertibles, Foreign Exchange, Fund Linked Products, Interest Rate Products and Mortgage Derivatives. GMAG works closely with the Structuring, Trading and Sales departments to advance the latest financial modelling and risk management techniques.

The group also develops key components for the bank's derivatives technology platform, and has extensive links with leading academics and universities in Finance.