Quantitative Finance
We drive secure financial decisions with quantitative analysis and innovation
Our team of mathematicians, recognised by auditors and supervisors as independent experts, advises banks, asset managers, insurers, organised markets and their regulators and supervisors on asset valuation, derivatives, structured products, risk measurement and control, quantitative models and regulatory compliance, offering practical and accurate solutions backed by our own tools.
Our lines of work
Valuation of assets, derivatives and structured products
Valuation of assets, derivatives and structured products
We offer valuation as independent experts in liquid assets, derivatives and structured products, backed by our proprietary AfiVal system, which combines quantitative rigour and advanced technology.
Risk measurement and analysis and return attribution
Risk measurement and analysis and return attribution
Measurement of market, credit and liquidity risks in portfolios and investment funds. We offer everything from licences for our own tools and systems, such as AfiRisk, to calculation services as an independent expert, to complete outsourcing of the function.
Advanced quantitative consulting
Advanced quantitative consulting
We develop specific risk measurement and valuation models for each need, as well as their implementation in the form of computer tools or systems. To do this, we have a team with more than 25 years of experience in development based on their research work, which is reflected in the management and teaching of master's degrees in quantitative finance.
Preparation of the PRIIPS regulatory KID document
Preparation of the PRIIPS regulatory KID document
We prepare the key information document (KID) from start to finish. Outsourcing of the service, development of specific calculators and access to our own tool, AfiKID.
Independent validation
Independent validation
We provide independent expert support in the areas of risk, internal audit and validation for banks, fund managers and insurance companies. In valuation procedures and methodologies, risk measurement and calculation of capital requirements for market, credit, liquidity, counterparty and CVA risk.
Quantitative management
Quantitative management
Development and validation of quantitative investment models and strategies with the application of machine learning and artificial intelligence.
Blockchain and digital assets
Blockchain and digital assets
We help entities understand this ecosystem, measure its impact and design real solutions. We cover four areas: strategy and investment, regulation and compliance, specialised training and technological infrastructure.
Contact us
