[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.
[White Paper] Basel IV reform – How to successfully implement the reform in the banking industry?
The philosophy of the reform is to reduce flexibility given to banks in their measurement of risk and keep them from setting their own rules. The BCBS recommends imposing limits on how the banks’ models can diverge towards more prudent calculations. Adel Tamart, Business Analyst & Consultant Expert, share with us his understanding of the reform.
[White Paper] MACHINE LEARNING APPLICATIONS IN MARKET FINANCE – Theory and feedback
The goal of machine learning is to make computers perform tasks that require human intelligence. The objective of this White Paper is to give you an overview of 6 families of Machine Learning algorithms that could have uses in Market Finance and provide you with concrete feedback on the subject.
[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
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”
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.
[Press] Quanteam ranked in the FT1000 of the Financial Times in 2019
Quanteam ranked in the FT1000 of the Financial Times in 2019.
[Press] Quanteam Group in the Top 100 companies that recuit in digital industry in 2019!
Quanteam Group rewarded among the most influential French Tech companies while being ranked 22th of the Top 100 companies that recuit in digital sector according to FrenchWeb. If you want to join the Quanteam adventure on both IT and Business positions, go to “Our Job Offers”.
[Press] Quanteam Group in the track record of the Champions of growth 2019!
The Quanteam Group is proud to rank 24th in the track record of the Champions of growth 2019 in terms of turnover. Thanks to all our contributors for their commitment!
[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.
[News] Happy New Year!
Quanteam Group and its team wish you a Happy New Year 2019!
[Disability Policy] Quanteam Hangagé: The European Disability Week 2018
Once again this year, we remained faithful to our convictions and our commitment with actions during the European Week for the Employment of People with Disabilities (SEEPH) from 19th to 25th of November 2018.
[Press] The Quanteam Group best French start-up in terms of turnover and workforce
EY and L’Express highlight the 2018 best-performing French start-ups to reward their ambition and growth. The Quanteam Group is proud to be ranked 1st in terms of turnover and workforce.
[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 – Banking sector’s news] Climate and Extra-financial Risk
Extra-financial risks have always existed but have never been calculated accurately. Evaluating the risks of energy transition, climate risks and responsible and sustainable investments is a new issue for financial markets.
[Article – Banking news] Brexit : the impacts and challenges for the French Banking world?
The government is currently working on new measures to be taken in the case the United Kingdom and the European Union would fail to reach an agreement. Hard Brexit? Soft Brexit? What are the impacts and challenges for the French banking world? How should banks organize themselves?
[CSR] Quanteam receive the EcoVadis Gold Label for its CSR policy
EcoVadis has certified Quanteam with the “Gold” label in 2018 to reward our CSR politcy, ranking us among the top 5% of companies rated by the CSR rating agency.
[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.
[White Paper] Initial Margin modeling and application to CVA
One of the components of the bilateral margin required by EMIR is Initial Margin. Our experts will describe you its method of calculation. Discover their white paper!
[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.