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QUANTITATIVE EXPERTISE
Our team assists clients with risk modelling and regulatory change in areas such as derivative valuation, market and credit risk model development and validation. We worked with clients from various functions such as Trading, Risk, Product Control and Technology.
We work on areas such as:
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Derivative pricing library implementation
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Market research, systematic Signal generation
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Alpha driven portfolio construction
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Post trade analysis to identify profit loss contributors
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Optimisation of existence IT infrastructure
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Data warehouse project, from data sourcing, data management, to reporting & analytics
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