Telostat is an ideation, incubation and consultancy company providing production-grade, scalable software solutions for data and process-intensive problems using cutting edge computational and programmatic methods. We help your data-driven business process with 3 services:Technology:Agile Software SolutionsLarge-scale SystemsLow-latency ComputingAnalytics:Predictive ModellingReal-time OptimizationComputational SimulationConsultancy:Domain AnalysisProcess ModellingBusiness Automation

Designed and prototyped probabilisitc portfolio risk management system based on Bayesian model frameworkDevelopment of predictive models for crop size and for price/sread distributionDesigned and led the development of in-house portfolio and risk management system based on VaR and tail-loss penalty

Development of a quantitative, automated trading systm. Designed a fully proprietary backtesting and execution systemDeveloped software package in R for backtesting of trading systems with signal generation using Genetic Programming and integrated robustness tests

Portfolio manager of Emerging Market Local Currency Debt Fund USD Debt fundLead manager of synthetic FX collaterized debt obligationDevelopment and implemention investment process tool for EM macro allocationDevelopment and implementation of conditional volatility-based FX portfolio optimization toolDevelopment and implementation of trigger probability for exotic options

Design, development and implementation of a portfolio optimization model anda cross-divisional risk management tool