Our expertise
quantitative finance

Quantitative analysishas been at the heart of our offering since the firm was founded. Our Quants experts can support you in risk measurement and management, quantitative projects linked to regulatory changes, and the pricing of financial products.

Our experts advise and support investment banks, retail banks, custodians, asset managers and clearing houses in their new quantitative challenges: emerging technologies, sustainability and social responsibility (ESG), regulation and risk management.

Our scope of action
of our teams :

Audit and consulting in quantitative modelling Audit and consulting in quantitative modeling Model validation Model validation Derivatives pricing and risk management Derivatives pricing and 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 Counterparty risk modeling Implementing regulatory changes Implementing regulatory changes IT Quant - Commandos IT Quant - Commandos R&D in Quantitative Finance R&D in Quantitative Finance

Our expertise:

Since 2007, our Quants teams have developed strong business and regulatory expertise in product pricing (equities, credit, fixed income, foreign exchange, commodities), risk modeling and risk management (market, credit, counterparty, ALM and operational). Our in-house research laboratory enables us to anticipate the integration of new risk factors into our models (climate, ESG, etc.).

Pricing and Hedging Front Office

Calibration of models for pricing or hedging financial products
Integration of pricers into pricing libraries
Optimizing pricing or hedging through the use of calculation grids
Portfolio optimization for asset allocation

Risk management (market, credit and counterparty)

Model Risk Quantification (Data quality and modeling)
Model Control Framework (Review/Validation of models and revalidation if hardware changes ex post/ex ante)
Model governance (documentation, inventory and monitoring)

Quantitative regulatory projects

Impact studies
Compliance of existing models
Proposal of new challenger models in compliance with regulations

Our technological scope

Market tools

Programming language

BDD / BI

They trust us
TRUST

For more than 15 years, our customers have placed their trust in us to assist them with their risk management and financial product management issues.

Our latest
customer use cases

As experts in the banking and financial services sector, we work closely with each and every one of our customers, delivering customized services. Challenges, systems and solutions: find out more about our latest use cases below.

customer use cases