You know your business requirements; we know how to fulfil them. We have a wide understanding of the financial markets and the challenges you face.
Very often, the precise model specification required to fulfil a given business objective is not clear at the outset, and substantial effort needs to be put into determining the best form of analytics to be used.
Even when all your valuation and risk management software is in place, the risk analysis of trades, structures and portfolios can be a challenge. Are the risk reports missing any risks? Or double-counting some? Are the models calibrated correctly? How sensitive are the results to the uncalibrated parameters?
»We need to add a Mixed Local / Stochastic Volatility Model to our options analytics library.«
»We need to detect unusual patterns in our
»We need to understand our VaR backtesting results.«