Our expertise
quantitative finance

Quantitative analysishas been at the heart of our services since the firm was founded. Our quantitative experts assist you with risk measurement and management, quantitative projects related to regulatory changes, and the pricing of financial products.

Our experts advise and support investment banks, retail banks, custodians, asset managers, and clearing houses on the new quantitative challenges they face: emerging technologies, environmental, social, and governance (ESG) considerations, regulation, and risk management.

The scopeof our teams' work
:

Audit and Consulting in Quantitative Modeling Audit and consulting in quantitative modeling Model validation Model validation Derivatives Pricing and Risk Management Pricing of Derivatives and Associated Risk Management Algorithmic Trading Strategies Algorithmic Trading Strategies ALM Modeling ALM Modeling Market Risk Modeling Market Risk Modeling Credit Risk Modeling Credit Risk Modeling Counterparty Risk Modeling Modeling Counterparty Risk Implementation of regulatory changes Implementation of regulatory changes IT Quant - Commandos IT Quant - Commandos R&D in Quantitative Finance R&D in Quantitative Finance

Our areas of expertise:

Since 2007, our quantitative teams have developed extensive industry and regulatory expertise in product pricing (equities, credit, interest rates, foreign exchange, and commodities), as well as in risk modeling and management (market, credit, counterparty, ALM, and operational risks ). Our in-house research lab enables us to anticipate the integration of new risk factors into our models (climate, ESG, etc.).

Front Office Pricing and Hedging

Model calibration for the pricing or hedging of financial products
Integrating pricers into pricing libraries
Pricing optimization or hedging through the implementation of pricing tables
Portfolio Optimization for Asset Allocation

Risk Management (Market, Credit, and Counterparty)

Model Risk Quantification (Data Quality and Modeling)
Model Control Framework (Model review and validation, and revalidation in the event of ex post or ex ante material changes)
Model governance (documentation, inventory, and monitoring)

Quantitative regulatory proposals

Impact assessments
Bringing existing models into compliance
Proposal for new, regulation-compliant challenger models

Our Technology Scope

Market tools

Programming language

Database / Business Intelligence

They inspire us with
TRUST

For over 15 years, our clients have continued to place their trust in us to assist them with their risk management and financial product management needs

Our latest
customer use cases

Because we are experts in the banking and financial services sectors, we work closely with each of our clients to provide tailored services. Challenges, approaches, and solutions: explore our latest case studies below

customer use case

Development of a downturn LGD model

#Bank #Bank #Finance #Finance #Modeling #Modeling #Credit risk #Credit risk #Basel 4 #Basel 4 #Banking Regulation #Banking Regulation

customer use case

Libor Transition and Impact on RWA

#Counterparty Risk #Counterparty risk #Credit risk #Credit risk #Market Risk #Market risk

Quant Factory & Quant Academy

Over 15 years of expertise supporting Quant teams to drive innovation.

Thanks to its long-standing market presence, QUANTEAM is a pioneer in quantitative finance. Based in Morocco and led by Madhi AKKOUH, the mission of Quant Factory, a subsidiary of QUANTEAM, is twofold:

We develop specialized services and solutions in quantitative modeling for clients in the banking, finance, and industrial sectors, through a customized offering.
To train and support QUANTEAM’s quant experts and those of its clients through the “Quant Academy” program, preparing them for the future demands of international markets.