July 2008
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| Vichara launches V* Whole Loan Suite, providing valuation and risk measurement for performing and non-performing loans of various loan types, including fixed, ARM, hybrid ARM, negam, and HELOC.
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June 2008
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| Vichara is engaged by a European bank to build Intex-based tools to value a large book of CLOs.
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May 2008
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| Vichara launches V* RMBS Solutions, a set of risk, valuation, and data management products and services for non-agency MBS and ABS, as well as CDOs. Integrating cash flow models from Intex and loan data from LoanPerformance, the solutions provide true loan-level analytics and an advanced stratification engine.
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December 2006
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| Major investment bank risk management
department selects Vichara to build ABS evaluation system.
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June 2006
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| A large US hedge fund chooses Vichara to
help develop ABS trading analytics.
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May 2006
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| Major global bank engages Vichara to
develop loan level analytics.
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March 2006
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| Major US mortgage company selects Vichara
to help develop advanced CMO structuring and trading analytic tools.
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November 2005
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| Vichara engaged by a major global bank
for a key fixed income risk management data integration project.
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September 2005
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| Daniel Pagan joins Vichara as senior
consultant in New York. Daniel has several years of quanititative modeling and
software development experience and was most recently a Postdoctoral Fellow in
Physics at SUNY Stony Brook.
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July 2005
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Peter Greenberg joins as Managing
Director in New York. Most recently, Peter was a senior technologist at the
Clinton Group. Prior to Clinton, Peter developed major trading systems for
Nomura, Citigroup, GreenTree, CDC IXIS, GMAC, Natwest and Rabobank.
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May 2005
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$3B hedge fund taps Vichara to develop
software tools for credit derivatives trading.
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March 2005
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Vichara engaged by major global bank to
develop MBS trading systems.
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February 2005
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Derivatives technology group at a major
global investment bank uses Vichara to help it add quantitative and technical
staff.
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January 2005
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Sanjay Khanna joins Vichara in India. An
experienced software architect and project manager, he most recently worked
with Keane. He has managed software projects for BNP Paribas and Tokai Tokyo
Securities. Sanjay holds an MS in Computer Science from Dartmouth College and a
BS in Computer Science and Mathematics from Carnegie Mellon University. Sanjay
scored top 5% in the prestigious Putnam Mathematics Competition.
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December 2004
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Vichara ships initial release of its
proprietary V* fixed income and interest rate derivatives computation
components and spreadsheet add-ins to select clients.
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November 2004
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An emerging markets financial information
provider retains Vichara to develop a proprietary ticker plant.
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October 2004
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One of the fastest growing fixed income
hedge funds in the US selects Vichara to develop its enterprise middle and back
office system.
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August 2004
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A financial information provider retains
Vichara to develop interest rate and fx derivatives analytics.
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June 2004
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Vichara tapped by leading US equity hedge
fund to develop systems to streamline middle office and back office processing.
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March 2004
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Leading US insurance company engages
Vichara to develop advanced parallelized computing framework for CDO analysis.
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January 2004
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Eduardo Zea joins Vichara as a project
manager based out of our Gurgaon development center. Eduardo received his PhD
from Princeton University, where he did groundbreaking quantitative research
using various mathematical and computational tools to develop models of plant
water use strategies in stochastic environments.
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December 2003
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Vichara selected by a leading American
bond insurer to develop analysis tools for CDOs using Intex.
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November 2003
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The investment division of a major US
insurance company taps Vichara to help integrate Intex CMO analysis modules.
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September 2003
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Vichara selected by a leading American
telecom billing software and outsourcing firm to provide offshore software
development services.
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June 2003
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One of the world's largest fixed income
hedge funds retains Vichara to develop a mortgage backed security prepayment
analysis system.
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April 2003 - Vichara adds key executives in the US and UK.
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Andrew Sutherland joins as Managing
Director based out of London to oversee development and delivery of consulting
services for Vichara's European client base. Andrew has extensive expertise in
financial software, front-office trading systems and systems integration. His
former positions include trading hybrid products and derivatives at Citigroup
and heading derivatives system development groups at both Citigroup and
Barclays Capital.
Angelene Pell joins as Account Executive. Angelene has over ten years of
experience managing consulting services and software development relationships
with many of the world's top financial and technology firms. She worked most
recently with TechHackers and Unisys.
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March 2003
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Vichara selected by major French
investment bank to maintain and significantly re-engineer enterprise systems
for its commercial mortgage backed security and servicing portfolio financing
businesses.
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January 2003
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Major Swiss investment bank taps Vichara
to architect its next generation risk management system for mortgage-backed
securities trading.
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November 2002
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Vichara selected by a number of prominent
US based software firms for strategic software product initiatives, including
the development of a next-generation e-payments framework, an XML database and
advanced voice applications.
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October 2002
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Vichara engaged by a major hedge fund to
help significantly enhance performance of its proprietary front and back office
trading systems.
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September 2002
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Vichara selected by Moneyline Telerate,
one of the world's leading financial information providers for the global
institutional fixed income and derivatives markets, to develop financial models
and applications for its user base.
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June 2002
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Vichara releases a highly advanced J2EE
based financial systems framework called V* (pronounced V-Star) for building
highly sophisticated systems for trading securities and derivatives, performing
risk management, and automating back office operations. V* currently provides
analytics and portfolio management capability for most of the world's fixed
income instruments, including mortgage-backed securities (CMOs and
pass-throughs), and a wide array of derivatives (options, swaps, etc.). V*
leverages advanced J2EE concepts such as Javaspaces to implement highly
parallel computation, in order to provide truly real-time portfolio analytic
capability, including real-time OAS.
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