Financial Analytics Vendor Suite, LLC is pleased to announce that James Baker has joined as a Partner and will be focused on Product Management.
James works closely with Suite’s clients to help them get the most out of ALib™ and to ensure Suite’s development roadmap is in stride with their needs. Particular areas of focus include Benchmark Reform and the application of Machine Learning in the world of Fixed Income.
Gene Schupak, Partner and Head of Quantitative Research says, “With uncertainty remaining around the replacement of LIBOR with SOFR, with the introduction of new futures contracts, and with questions over liquidity and term rates, our clients increasingly turn to Suite as a trusted partner. We’ve worked with them to enhance ALibV3.0™ with a set of flexible curve building tools to ensure they’re prepared whichever way Benchmark Reform evolves. I see James’ role as putting this interaction at the forefront of what Suite does.”
Gerard Galluscio, Suite Founder and Managing Partner states, “It’s truly an honor to welcome James to the team. His domain expertise in derivatives technology is highly valued by both his teammates and the customers he interacts with.”
James has extensive experience in interest rate derivatives, credit derivatives, inflation, equity and FX. He has designed, built and enhanced the yield curve methods and trade valuation models used by many banks and hedge funds. His career started as a Financial Engineer at Summit Systems and has seen him work in a variety of roles both at banks and at vendors, including Misys, OpenGamma and Suite, LLC.
James has a Masters degree in Computer Science from London's Imperial College. His thesis focused on applying machine learning techniques to portfolio optimization.
Suite LLC, established in 2001, is an independent NY City based vendor of derivatives software and services supporting a global client base that includes Banks, Hedge-Funds, Exchanges and other Financial-Services organizations. ALib™ provides industry-standard pricing and risk management functions for interest-rate cash, derivatives and credit instruments. It is supported across a range of contemporary technology platforms, including Excel, C#, Java, Python and MATLAB. Particular strengths of ALib™ include flexible curve construction routines and broad support for corporate, agency and sovereign bonds.