Global investment bank


Quantitative consulting


This project demonstrates how deep experience and knowledge of our team enables regulatory projects to be completed in a very tight schedule and high visibility

  • One of the largest financial institution in the world
  • Sophisticated setup and complex products range
  • Cross asset derivatives in scope
  • Client had a very tight delivery schedule to deliver the results of the model validation exercise
  • Various trading desks using different risk calculation frameworks and methodologies which had to be unified and integrated into a common SIMM framework
  • Various regional regulators involved during the approval process due to worldwide client local presence
Project Delivery
  • Our team analysed the firmwide setup of risk sensitivities and assessed their implementation
  • Our team made sure the model assumptions and uncertainties were solid and validated
  • Our team implemented independent cross checks and models to assess the usage of model inputs by different trading desks
  • Our team performed deep analysis of all model assumptions, limitations and outputs.
  • Flexible, sustainable and quick Delivery
  • Fixed budget
  • Quality Solutions
  • Python
  • Data Analytics
  • Pandas
  • Power BI
  • Microsoft SQL
  • AWS S3
Get in touch

Submit your query and one of our experts will be in touch

Get Started

Related success stories

I design, build and support websites and apps for clients worldwide.
Interested? Let's chat.