What we do
Our unique selling proposition is our ability to cover a broad range of business topics and at the same time offering in-depth and detailed knowledge of products, processes, frameworks and models at competitive rates, by utilising near shore pods. We can support you in implementing risk management solutions, designing and validating your quantitative models, regulatory changes as well as back office and operations processes.
- Development of risk models
and control procedures - Regulatory requirements
- Basel III, EMIR, SIMM,
FRTB, -IBOR Reform - Value at Risk (VaR)
- Limit Management workflow
- Development and validation of models for valuation and hedging
- Regulatory requirements
- XVA Framework
- SIMM Optimization
- Development and integration of proprietary valuations models in Front Arena
- Profit & Loss Attribution Workflows
- ISDA SIMM
- FRTB for market and credit risk
- SA-CCR
- Major risk metrics and valuation adjustment
- Independent price validation
- Capital optimization models
- XVA and PFE models
- Libor Reform
- FRTB for market and credit risk
- ISDA SIMM Initial Margin
- Basel II, II.5, III, early IV
- Capital optimization models
- Regulatory MPOR
- IRRBB
- SA-CCR