History
Timofejew & Associates Ltd. was incorporated November, 1996 in Toronto, Ontario, Canada.
Accomplishments
To date, Timofejew & Associates has been involved in:
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•The successful adoption and implementation of STAMP (the "next generation" Canadian electronic trading protocol) by four of the five Canadian stock exchanges (the Alberta Stock Exchange, the Montreal Exchange, the Toronto Stock Exchange, and the Vancouver Stock Exchange). [Note: due to market consolidation, the ASE and VSE have merged with the TSX]
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•The business case, vendor selection, and subsequent project management (all IT aspects), architecture, design, and implementation of a global market risk management system (centred around Algorithmics' RiskWatch product line) for TD Bank Financial Group.
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•Also at TD Bank, a counterparty credit risk system was architected, designed, and implemented. This system computes exposure profiles for Bank counterparties that were based on monte-carlo simulations going out 20 years and incorporating product and counterparty netting rules.
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•A next generation (scalable GRID computing) market risk system architecture was designed and implemented, and this technology is currently being implemented for counterparty credit risk.
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More detail on these and other accomplishments and experience may be obtained by contacting Timofejew & Associates.