Elysium Analytics

Welcome to Elysium Analytics, we have been a trusted North American structured products boutique consultancy since 2005. Since our start, we have served some of the largest players in the structured products space:

• JPMorgan Chase
• Goldman Sachs
• Fannie Mae
• Freddie Mac
• AIG, AIG Financial Products
• ...and a dozen smaller players

We pride ourselves on consistently successful deliveries focused on:

• Structured Products Modeling for bids and opportunities
• Independent Valuation and deal/security pricing
• Model Validation
• Regulatory reporting and memo support
• RMBS/CMBS/CLO Risk management
• RMBS/CMBS/CLO Cashflow projections

On our sensitive engagements (valuations, regulatory), we have worked closely with:

• Mercer Oliver Wyman
• Ernst & Young (audit)
• Ernst & Young (advisory)
• Price Waterhouse Coopers (audit)
• Accenture (advisory)

We are intimately familiar with the most common platforms, products, and APIs, including:

• AdCo
• INTEX
• Core Logic
• Bloomberg
• Loan Performance
• PPR, Compass
• Trepp
• BlackRock Aladdin
• Barclays POINT
• QuantLib

Given the current cone of uncertainty around asset cashflows, inquiries have skyrocketed since the COVID crisis. If you have a tough problem, reach us through one of our primary vendors or partners. We only accept engagements involving substantial AUM and only via partner or previous customers' introductions.

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