
Our expertise
quantitative finance
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
Development of a downturn LGD model
#Banking #Banking #Finance #Finance #Modeling #Modeling #Credit risk #Credit risk #Bâle 4 #Male 4 #Banking regulation #Banking regulationcustomer use cases
Libor transition and impact on RWA
#Counterparty risk #Counterparty risk #Credit risk #Credit risk #Market risk #Market riska project?
Contact our experts

Lanciné KOUROUMA
Head of the Quantitative Analysis practice