We are an independent consulting firm servicing financial companies in the OTC Derivatives industry by providing quantitative risk consulting, guidance and support in the following areas:
- Model Risk and Control Assessment
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- model’s conceptual soundness;
- identification of model weaknesses;
- model validation;
- ongoing performance monitoring;
- model governance.
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- Derivatives Valuation, Valuation Adjustments (xVA) and Independent Price Verification for OTC derivatives.
- Uncleared OTC Derivatives Margin Requirements
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- regulations;
- ISDA SIMMTM implementation;
- related valuation and risk models issues.
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- Market & Counterparty Credit Risk Management;
- Use of Energy (Oil, Natural Gas, Electricity) & Weather derivatives for risk management & hedging of Energy portfolios.
In our quantitative risk advisory service we adhere to best financial industry practices, utilize our extensive experience and wealth of knowledge of the latest changes in regulations and implement fresh ideas to provide best in class service.
We offer 25+ years of experience throughout financial services industry, including Regulatory Agencies, Top tier Investment Banks, leading Hedge Funds, and financial software developing companies.
Our customers benefit from extensive experience with and thorough knowledge of quantitative risk analytics and various financial products and asset classes.