What quantitatively matters
where it matters.

Clearing Models

Initial Margin, Stress Testing & Default Fund, Collateral and Liquidity‑risk and investments models, including SPAN‑style and VaR/ES/FHS‑based frameworks.

Model validation (pre-launch, periodic) or design. Design and execution of backtesting architecture (tailored to market and product specifics, based on existing best practices)

Investment Bank Models

Independent validation of pricing models (derivatives, XVA), internal capital models (market, counterparty credit, IRRBB), standard models (SIMM, FRTB SA), and end‑to‑end risk frameworks.

Tooling, assistance on commercial suites (Murex, Front Arena, Bloomberg, etc)

Regulatory Supervision

Helping banks and CCPs align complex expectations from top regulators (SEC/CFTC, ECD/SSM/ESMA/BoE, JFSA, SAMA + others) into concrete model validation standards across pricing, capital and margin frameworks.

ALM & Treasury

Liquidity modelling and stress testing, multihorizon sensitivity frameworks, IRRBB.

Advisory and Benchmarking

Strategic focus at a specific pain point. Benchmarking your setup against leading FMI practices, cross‑jurisdictional regulatory guidance and the approaches used by the largest global players.

Turned into clear, actionable recommendations.

Model Development

Design and calibration of pricing, risk, and margin models to handle extreme volatility, structural breaks, illiquidity, data scarcity, and jump risk (credit, energy, power, structured products, crypto, prediction markets).

Prototyping, architecture design, implementation, UAT and robustness.

Core Quantitative Software

Throughout the Production Software's Lifecycle: transition roadmap, architecture design, backend development, validation & verification, approval & go-live, maintenance, decommission.

AI Readiness & Compliance

Design and Advisory of AI components under governance and explainability constraints.

ML pricing add‑ons, anomaly detection, documentation processing and generation, forecasting and stress‑scenarios.