One of our Directors, Andrew Chattrabhuti acted as Risk Transformation Manager on GM&T’s strategic Risk IT Programme. The programme has delivered an integrated global Monte Carlo MVaR solution using grid enabled technology to deliver the compute power to support full revaluation of all GM&T’s global positions to produce a fully correlated VaR across GM&T’s entire global trading portfolio. The solution went live in February 2013.
Andrew Chattrabhuti accompanies Gazprom Marketing & Trading IT Director, Rob Pringle, in collecting an award for the GM&T Risk IT Programme at the 2013 national Real IT awards.