A financial technology firm serving the private secondary markets in the Eurozone and the UK. As a software company we focus on providing connectivity services and offer professional software tools to gauge interest for a diverse range of transaction types.
The company's mission is to offer exit liquidity for LP-led and GP-led deals, and direct exits at different growth levels. Liquidity provision in private markets is a key feature to maintain narrow spreads, reduce costs and minimize transaction failure.
Richard Schuhmertl, Founder
Experience:
Broker-Dealer, Hedge Fund, Foreign Direct Investing (NYC, Vienna).
Education:
Harvard University, PIAM, Investment Appraisal & Risk Management,
Monaco Business School, IUM, MBA Finance,
Vienna University of Economics and Business, Mag.rer.soc.oec.
FINRA Series 7,79 (exp)
Martin Sewell, Quant Financial Research
Experience:
Quant Trading Systems (London).
Education:
University College London, PhD Computer Science,
Birbeck, University of London' M.Sc. Computing Science,
University of Bristol, B.Sc. with Hons Mathematics.
Robert Kokorev, Software Development
Experience:
Financial Services Software Development, Matching Algorithms, Frontend (Münster)
Education:
University of Münster, B.Sc. Mathematics, B.Sc. Informatics.
Peter Hudson, Advisor
Experience:
Chartered Accountant, Financial Advisor (London)
Education:
BA, Fellow of Chartered Accountants in England and Wales
Typically, illiquid markets create asymmetric information that affect asset prices and spreads. The company's software services shall increase liquidity, efficiency and competition to reduce significantly information asymmetry and spreads.
Participants must adhere to EU compliance rules.The network's routing options include the guidelines of the Association for Financial Markets in Europe (AFME). It is an industry advocacy organization that represents wholesale market participants in Europe, including the European Union and the United Kingdom.
Buy-side and Sell-side.
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