Artificial Intelligence in Markets & Treasury 

FMCR has senior Markets practitioners, risk specialists, and delivery experts with AI understanding to help financial organisations adopt AI safely and commercially.


WE SIT AT THE INTERSECTION OF

  • Front Office (management, trading, structuring, sales) and Treasury 

  • Risk (Market, Counterparty, Model Risk),

  • Collaborating with Compliance and Audit 

  • Understanding Regulatory requirements and expectations

  • Providing clear communication and explanation with senior management

This means we focus on what AI will actually work on a trading floor — and, crucially, what will pass governance.

 

What We Do

AI Opportunity Identification (Front-to-Back)

We work with you to identify where AI can genuinely add value, for example;

  • Pricing & risk analytics acceleration

  • Trade capture, enrichment & lifecycle automation

  • PnL explain & anomaly detection

  • Client insight & sales optimisation

  • Document processing (confirmations, legal, onboarding)

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Model Risk & Validation for AI

Extending traditional MRM into AI:

  • Model classification (ML vs deterministic vs hybrid)

  • Validation methodologies for non-linear models

  • Challenger models & benchmarking

  • Ongoing performance monitoring

  • building on deep FMCR knowledge of establishing and maintaining

    Algo trading frameworks 

Producing a comprehensive and robust validation approach for AI models

 
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AI Risk & Control Frameworks

Employing AI without robust control is not deployable in a bank. We design and implement:

  • AI governance aligned to Model Risk frameworks

  • Inventory & classification of AI models/tools

  • Validation approaches for ML / LLMs

  • Explainability, bias & monitoring controls

  • Alignment to PRA / ECB expectations

Trading Floor & COO Enablement

  • Embedding AI into trader / sales workflows

  • Embedding controls that don’t restrain the desk

  • Operating model design (FO vs Risk vs Tech ownership)

  • Training for desks, risk managers & senior stakeholders


 

Data & Infrastructure Alignment

  • Data quality, lineage & governance assessments 

  • Integration with existing risk/pricing systems and frameworks 

  • 3rd-party vendor suitability assessments