Quantitative Intelligence - Proven Results
Building organizational quantitative capability through reusable solution libraries
Our embedded intelligence approach creates sustainable competitive advantages by developing both people and systems that scale with your business.
The success stories below are based on the founder's extensive experience at top-tier financial institutions.
Complete quantitative ecosystem from zero to production feeding into API
Objective/Problem: FinTech startup needed comprehensive quantitative pricing library with complete ecosystem of models, governance frameworks, and documentation from scratch to compete in sophisticated derivatives markets.
Service Applied: AI-enabled Embedded Quantitative Intelligence - End-to-end quantitative ecosystem development
Solution Approach: Built complete AI-enhanced quantitative intelligence ecosystem including: comprehensive pricing models library (Vanilla Options, Barrier Options, Binary Options, Binary Barrier Options, FlexStrip variants for all types), dual-curve yield models with LIBOR/RFR transitions, implied volatility models with sophisticated outlier detection, arbitrage-free volatility curves for commodity markets (grain, soft, energy), extensive testing suites with Bloomberg benchmarking, comprehensive documentation meeting industry standards, and complete Model Risk Rating Framework. Provided expert quantitative advice and strategic direction, setting innovation roadmap for quantitative analysis.
Client Impact: Delivered production-ready quantitative ecosystem enabling FinTech to compete with established institutions from day one. Created sustainable competitive advantage through embedded intelligence including comprehensive model library, robust governance framework, complete documentation suite, and strategic quantitative capability. Established FinTech as credible player in sophisticated derivatives markets with institutional-grade quantitative infrastructure and regulatory compliance framework feeding into fintech API.
VBA library enabling team efficiency
Objective/Problem: Risk team needed shared quantitative solutions to leverage knowledge and increase operational efficiency.
Service Applied: Embedded Quantitative Intelligence - Quantitative library and knowledge sharing platform
Solution Approach: Developed VBA library (XLA) to leverage knowledge and share solutions among team members increasing efficiency. Created repository of reusable components enabling faster development and consistent methodologies.
Client Impact: Delivered reusable quantitative library enabling team efficiency through shared solutions and knowledge leverage. Accelerated development cycles while ensuring consistent methodologies, creating sustainable competitive advantage through embedded intelligence capabilities.