Our Blog

On the Quanteam Blog, discover our latest news but also interviews and articles of our consultants on trend topics.

[Note Quant] Optimizing the Trading Cost in presence of Market Impact

[Note Quant] Optimizing the Trading Cost in presence of Market Impact

Author : Lamine TRAORE, Expert Consultant Quant Banking Risk (Quant Practice ) at Quanteam. It is well known that most funds managers do not outperform their benchmark. The main reason is the transaction costs. The most important transaction cost is the trade impact a.k.a. market impact component.

[Quant Note] REGULATORY REQUIREMENTS: GOVERNANCE AND MODELING OF CREDIT RISK PARAMETERS

[Quant Note] REGULATORY REQUIREMENTS: GOVERNANCE AND MODELING OF CREDIT RISK PARAMETERS

Today, the governance of credit risk models and the estimation of credit risk parameters (Probability of Default, Loss Given Default and Expected Loss Best Estimate) are subject to an ever growing supervision from the banking supervisory authorities. This is why we will analyze in this note the regulatory requirements in terms of governance and estimation of credit risk parameters.

[Press] Quanteam awarded by Les Décideurs Magazine

[Press] Quanteam awarded by Les Décideurs Magazine

Les Décideurs magazine awards the expertise of Quanteam contributors in their 2019 rankings: “Excellent” consulting firm specialized in Bank & Finance / “Excellent” consulting firm in Strategy, Organization & Management – Sector: financial institutions group / “Best Practices” among the ESN as an IT consulting firm: Technologies, Internet & Telecommunications.

[Event] Conference Quanteam NA : “How AI & Datascience are helping banks”

[Event] Conference Quanteam NA : “How AI & Datascience are helping banks”

Artificial intelligence is disrupting many industries, but banking is predicted to benefit the most of it in the coming years. For this reason, Quanteam NA hosted on April 11th a special conference on Datascience & Intelligence Artificial attended by 20+ students from the MSC Datascience for business of HEC Paris and École Polytechnique.

[White Paper] The stakes of Machine Learning in Banking and Finance 

[White Paper] The stakes of Machine Learning in Banking and Finance 

New market and starting especially thanks to the development of Big Data, machine Learning has conquered quickly the biggest High-Tech companies but it still has to show its worth in many other sectors. The goal of this White paper is to give an overview of the challenges linked to Machine Learning and in particular those resulting from the banking and finance sectors.

[Press] Quanteam awarded by Les Décideurs Magazine

[Press] Quanteam awarded by Les Décideurs Magazine

Les Décideurs magazine awards the expertise of Quanteam contributors in their 2018 rankings: “Excellent” consulting firm specialized in Bank & Finance / “Excellent” consulting firm in Strategy, Organization & Management – Sector: financial institutions group / “Best Practices” among the ESN as an IT consulting firm: Technologies, Internet & Telecommunications.

[Article – Regulation] What is the revised framework for market risk and FRTB?

[Article – Regulation] What is the revised framework for market risk and FRTB?

FRTB or “Basel IV”: What are the main issues of this regulation? The prerequisites and the challenge regarding its implementation? The pros and cons of the new method for calculating risk? On the occasion of their speech at the EFE conference entitled “Basel IV or the finalization of Basel III”, our Experts at Quanteam offer you an introductory interview.

[Interview] What is the job of Consultant Managers?

[Interview] What is the job of Consultant Managers?

Being a Consultant Manager means having a dual role: to work on a project for one of our clients and participate actively in the consulting company development. Discover this job in the interview of François, Consultant Manager at Quanteam.