Quantitative model validation
A US investment bank required support to validate valuation models across FX, interest rates and equity derivatives portfolios
Quantitative solutions
A US investment bank required support to validate valuation models across FX, interest rates and equity derivatives portfolios
CRM required a 99.9% tail risk to be calculated on complex structured assets, arguably one of the most quantitatively demanding…
A European investment bank was looking to develop a comprehensive monitoring solution to assess traders' use of Cancel, Correct and…
Our client, a European investment bank, faced regulatory and internal audit pressure to validate their pricing of illiquid long dated…