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We provide independent advisory on quantitative models and risk frameworks, helping firms identify issues, benchmark performance and implement sustainable improvements. Our services span both trading and banking books, combining senior quant expertise with practical insights tailored to your business.
In the trading book, our advisory covers the full model lifecycle: development, validation, governance frameworks and regulatory compliance. We assess pricing and risk models across all asset classes, review VaR and Expected Shortfall frameworks, and evaluate stress-testing, XVA and FRTB (IMA) implementations.
For the banking book, we advise on credit-risk, economic-capital and IFRS 9 models, as well as ALM, liquidity and balance-sheet projections.
Each engagement blends diagnostics, peer benchmarking and actionable remediation plans, supported by documentation aligned with SR 11-7 and Basel standards. We embed directly with your teams to deliver advice that is both technically rigorous and business-ready.
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