International Derivatives Expertise and Systems

Solutions for derivatives and quantitative risk management

IDEAS (International Derivatives Expertise and Systems) is a multidisciplinary firm researching global financial market structure and regulations, with deep experience in OTC derivatives markets and trading.

Founded in 2013, we provide sophisticated solutions in derivatives valuation, portfolio optimization, and regulatory capital analysis. Operating from Toronto's financial district, we serve major financial institutions across US/CA/UK/EU jurisdictions.

Consulting

Business Development

Business Development

Financial Markets & Derivatives Specialist

We provide seasoned practitioners, each with 10+ years of experience in global markets, including senior roles at major financial institutions in London and Toronto. Technical background in yield curve analytics, XVA pricing, portfolio optimization, and Basel regulatory capital & liquidity requirements.

Our Services

Fixed Income & Rates

Solutions for interest rate pricing, trading, and structuring. Specializing in cross-currency structures and swap curve analytics, including collateral optimization.

Bank Capital & Risk

Analysis of CVA, PFE, and RWA of derivatives portfolios. Experience in funding, liquidity risk, and various valuation adjustments.

Trading Strategy Research

Development of systematic macro and volatility arbitrage strategies. Focus on quantitative research and portfolio management.

Our History

2013

Founded to pursue consulting opportunities, instead business pivoted to futures trading and quantitative research.

2017

Focus shifted to OTC derivatives regulation, market structure, and bank capital.
Business activity largely dormant.

2022

Strategically relocated to Toronto's financial district, leveraging global markets experience to expand consulting operations.

2024

Registered as "International Derivatives Expertise and Systems" (IDEAS), establishing key partnerships with financial institutions in New York and expanding consulting services.

Contact Us