We recognise that many institutions derive competitive advantage from their proprietary analytical assets. But increasingly the need is for these models and algos to be robustly implemented and the competitive advantage is derived, not so much from the models themselves, but from an organisations ability to deploy them rapidly and effectively.
We design and build models, we test and validate them to regulatory standards, we consolidate and re-engineer them to enterprise standards. Our expertise spans all mathematical and technology disciplines across all products and functions of a financial institution; order generation and execution algorithms, valuations and front office risk management, stress testing, enterprise risk management, margining and collateral management, XVA scarce resource management and finance.
You may wish to read some of the following Quantitative and Algorithmic Financial Engineering articles by Riskcare: