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 High-Impact Fixed Income Technology

Desk‑embedded analytics, pricing, risk, and P&L systems for Rates and Credit teams

Built to fit existing workflows and deliver clarity where decisions are actually made


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JK Harrison Consulting builds desk‑embedded tools for Rates and Credit teams—pre‑trade analytics, pricing/risk visibility, P&L/EOD workflows, regulatory reporting, and research publishing—especially when legacy constraints, audit findings, or timing pressure block progress.


Led by Eric Birnbaum, with 45 years of experience and 100+ applications built across front‑office trading and research environments.


Schedule a 20-Minute CallSchedule a 20-Minute Call


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Trusted by global financial institutions


Work includes solutions delivered for organizations such as

TD Securities, CreditSights, Deutsche Bank, Goldman Sachs, Moody’s and others.


View Case StudiesView Case Studies

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45

Years of Experience

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100+

Applications Built


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100%

Satisfied Clients



Built for teams that need answers today—and systems that still hold up tomorrow


Buy‑SideAsset Managers / Hedge Funds / Insurance

We help fixed income investment teams improve visibility across analytics, risk, and performance—without disrupting established investment processes or forcing premature platform change.

We integrate portfolio data and analytics into cohesive, workflow‑aligned solutions that enhance decision quality, improve risk insight, and strengthen confidence across the investment lifecycle.
Sell-SideBanks / Dealers / Market‑Makers

We help trading desks deliver critical front‑office functionality under real constraints—platform limitations, audit findings, controls, and deadline pressure—while staying aligned with enterprise systems.

We integrate market data and analytics into cohesive, desk‑ready solutions that enhance decision quality, improve transparency, and strengthen confidence across the trading day.



Whether you’re buy‑side or sell‑side, the objective is the same: get the right data to the right person at the right time, in a workflow people will actually use.


Services


Services that map directly to desk workflows



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Pre‑Trade Analytics, Pricing & Risk Visibility

Desk tools supporting pre‑trade analysis, pricing views, and risk/sensitivity visibility designed around how traders and analysts actually work.


P&L, Explain, and EOD Workflows

Systems that improve intraday transparency and end‑of‑day readiness—often built to run in parallel when platforms can’t change quickly.


Research Authoring & Publishing Platforms

Automation for research publishing workflows, including systems built for global institutions and independent fixed income research providers.


Integration & “Desk‑to‑Enterprise” Bridging

API and database integration connecting Office tools and desk applications to market data, back‑end stores, and enterprise platforms—without disrupting ongoing operations.



Deep experience across Microsoft Office applications, VBA, SQL/T‑SQL, .Net, Python, and systems integration—plus broader Microsoft ecosystem delivery experience.




Use Cases

 

Common situations where clients bring us in




  • “Our P&L / risk visibility is fragmented across spreadsheets and manual processes.”

    We build workflow‑aligned systems that make key views consistent, repeatable, and easier to defend.

  • “The strategic platform can’t deliver this in time.”

    We deliver desk‑fit tools that integrate cleanly and can evolve alongside longer‑term programs.


  • “We have an audit finding / control gap and need a safe, defensible fix fast.”
    We design solutions that respect governance realities, support parallel runs where needed, and reduce operational risk without stopping the desk.

  • “Research publishing is too manual / inconsistent / hard to scale.”
    We build authoring and publishing automation platforms that standardize production and improve reliability.

 

 

Portfolio

Selected Case Studies


US$ Swap Pricer

TD Securities US$ Swaps Pricer


A desk-owned pricing and risk tool that’s still delivering value 13 years later

Challenge Trading desks at large banks are under constant pressure: tighter margins, accelerating demands for faster execution, and the need to do more with less. At the same time, central IT organizations push massive enterprise platforms designed to “solve everything.” The result? Tools that are often too slow, too generic, and too expensive to meet the real-time, desk-specific needs of rates and swaps traders.

The U.S. Dollar Swaps desk at TD Securities faced exactly this situation. They needed fast, accurate pricing, risk, and workflow tools that traders would actually use every day — not another heavy system that took years and millions to deliver.


Solution We designed and delivered a focused, professionally built pricing and risk application using the Microsoft desktop stack (Excel + C#/.NET). Built directly with the desk, the TDSA USD Swaps Pricer gave traders exactly what they needed while fitting seamlessly into their existing workflow.


Key Capabilities Delivered

  • Real-time curve generation from live market data
  • Full pricing cycle (CurveGen + 450 standard swaps + custom swaps + forward rates for any tenor/date) completed in under 2 seconds
  • Bucketed risk calculation on single swaps or entire portfolios
  • Built-in swap calculator for modeling custom structures (based on standard templates or any live desk trade)
  • Real-time rates market snapshots
  • Complete EOD workflow automation: marks sent to back office + polished Swaps Market Monitor emailed to clients

Results Thirteen years after go-live, the tool remains in daily production use — a rare outcome in financial technology.

It has evolved through:

• Three different market-data providers

• Four analytics libraries (internal and external)

• The full market transition from LIBOR → OIS → SOFR-based pricing

• Customization and optimization for deployment across three continents


Most telling: the bank invested tens of millions in a full-scale enterprise platform intended to replace desk-level tools like this one. On every desk where the USD Swaps Pricer was deployed, traders continued to choose it over the enterprise alternative.


Why It Outperformed 

• Cost and speed to value — Delivered in a fraction of the time and budget of any enterprise project.

• Targeted to real desk needs — Laser-focused on swaps pricing, risk, and workflow realities instead of sliding toward the lowest-common-denominator features of large platforms.

• Extensible and enterprise-ready — Professionally architected from day one, it met IT’s security, control, and audit requirements while remaining easy to enhance for new features or additional users.


Technologies Microsoft Excel + VBA, C#/.NET, Bloomberg API, REST/JSON, analytics integration



Testimonials


What our clients say



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“JK Harrison Consulting transformed our trading platform, enhancing speed and efficiency.”

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“Their customizable solutions significantly improved our risk management capabilities.”

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“Eric and team provided exceptional analytics tools, boosting our decision-making processes.”

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“We've reduced operational risk thanks to their seamless integration with our legacy systems.”

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“Compliance and reporting have become effortless, thanks to JK Harrison Consulting's solutions.”

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“Their expertise in fixed income markets is unmatched, driving our profitability.”


Eric Birnbaum is President and Principal Consultant of JK Harrison Consulting, with decades of delivery in financial services technology and deep experience supporting investment research, trading, asset management, and compliance groups.
He is a long‑time leader in automation and customization of the Microsoft desktop/Office platform and has presented at Microsoft TechEd, Developer Days, and Office launch events.


Let’s discuss your workflow, constraints, and fastest path to value


If you’re facing platform limits, audit pressure, or time‑critical desk needs, we’ll quickly determine whether we can help—and what a practical engagement would look like.



Call or Email to schedule an appointment
Phone:    201-914-3776
Email:     ebirnbaum@jkhconsulting.com

Address: 1199 Woodside Road, Scotch Plains, NJ  07076


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