Model Validation &
Quantitative Consulting

MEG Analytics offers consulting and independent validation services across a wide range of valuation and risk models, including, but not limited to, formal regulatory validation reports as well internal reviews with actionable insights to mitigate models’ weaknesses and limitations.

We have expertise in the latest quantitative research and model validation methodologies as well as implementation practices.

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.
Risk Management
  • Development of risk models
    and control procedures
  • Regulatory requirements
  • Basel III, EMIR, SIMM,
    FRTB, -IBOR Reform
  • Value at Risk (VaR)
  • Limit Management workflow
Valuation Models
  • 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
Model Validation
  • 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
Regulatory Frameworks
  • 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

Why us

01

MEG Analytics is a friendly team of highly skilled and experienced quants with deep understanding and expertise in quantitative disciplines, data science and financial modelling.

02

The results of our projects – from the first study to the productive solution – reflect our standards: Customised and reliable, innovative and efficient, robust and flexible.

03

Benefit from access to a wide range of quantitative and technical resources from our team who gained experience at leading financial services firms & hedge funds.

04

The documentation delivered during the validation and implementation process is comprehensive and sufficient to reproduce the results independently

05

We have experience with leading quantitative models implemented by software vendors and published in academic literature.

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Mizuho
Yauhen Mikulich
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Success stories

Get In Touch

Give us a call or drop by anytime, we endeavour to answer all enquiries within 24 hours on business days.
Email: info@meg-analytics.com
Phone: +44 (0) 74 27072634
Phone: +49 (0) 151 21716552
10th Floor, One Canada Square,
Canary Wharf, E14 5AA, London