Quantitative Analytics

We provide advisory in pricing complex financial products. We are specialised in the valuation of Exotics and Hybrid products across all asset classes. We have expertise in stochastic calculus, statistics and econometrics.

Our expert in CCP clearing and OTC clearing have a long experience dealing with Initial Margin models. We accompany our client in all phases of the IM model implementation. Our Advisory offer includes also Collateral optimisation and operational efficiency.

We are provide advisory on Market risk models ( VaR, Expected Shortfall, Tail risk).

We also offer customised solutions to help our clients better manage the risk of their books and enhance their risk management framework with new indicators and measurement.