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QUANTITATIVE MANAGEMENT CONSULTING

Consulting

Customized solutions for pricing and risk-related topics

We Take Pride in Our Numbers

50

Years of Aggregated Experience

8

Customers

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Statement of Work (SOW) Delivered

Past Consulting Projects

UMR (SIMM) System for Front Office

Implemented the calculation and reporting system for the front office to meet the expectations of users, management, regulators, and LoD-2 & LoD-3.

Model Validation

Validation of vendor risk models for the Prime business.

Model Validation

  • Validation of initial margin risk models

  • Implementations including Stress VaR component in the initial margin model 

Model Inventory

  • Maintenance of Front-Office models (LoD-1)

  • Answers to users, LoD-2 and LoD-3

  • Answers to questions from regulators 

Model Inventory

  • Implementation of procedures following SR 11-7 

  • Inventory of risk models for Prime activity

Model Validation

Development of the economic and regulatory risk model for a GIC activity on structured products.

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