What we do
Our strength is combining deep quantitative expertise with practical delivery. We cover a broad range of products, processes, frameworks and models — from model risk governance and regulatory change to implementation support — with flexible engagement models for UK, DACH and global teams.
Core focus areas
Risk Management
- Development of risk models and control procedures
- Regulatory frameworks: Basel III, EMIR, SIMM, FRTB, IBOR reform
- Value at Risk (VaR)
- Limit management workflows
Valuation Models
- Valuation and hedging model development and validation
- XVA framework and SIMM optimisation
- Integration of proprietary valuation models (including Front Arena environments)
- P&L attribution workflows
Model Validation (Core focus)
- ISDA SIMM (initial margin) validation and governance support
- FRTB model validation (market & credit risk)
- SA‑CCR model validation
- Independent Price Verification (IPV) frameworks
- Capital optimisation models
- XVA and PFE model validation
Regulatory Frameworks
- IBOR reform
- Basel II / 2.5 / III (and early Basel IV)
- FRTB, SA‑CCR, IRRBB
- SIMM initial margin and regulatory MPOR
- Capital optimisation initiatives
Deliverables
Typical deliverables depend on scope and governance requirements, but often include:
Model validation report (regulatory-grade or internal).
Methodology and assumptions review
Benchmarking and backtesting evidence
Limitations and remediation plan (actionable next steps)
Implementation support (POCs, prototypes, production hardening)
How we work
Why MEG Analytics
01
Highly skilled and experienced quants with deep expertise in quantitative disciplines, data science and financial modelling.
02
From initial assessment to production‑ready solution, we focus on robustness, reproducibility, and auditability.
03
Access to a wide range of quantitative and technical resources with experience from leading financial services firms and hedge funds.
04
Documentation and validation artefacts sufficient to reproduce results independently: methodology, assumptions, limitations, test evidence, and remediation actions.
05
Experience with leading quantitative models implemented by vendors and published in academic literature.
