Apart from supporting our valuation and risk-management services, our team of mathematicians, statisticians and economists has a much broader experience in the general area of quantitative finance. Indeed, an important part of our work involves providing specialized consulting on quantitative finance projects in both the financial and non-financial sectors. These custom projects might involve, for example, designing and validating a credit-risk model, studying the effects of changing the formula for calculating state pensions, building an economic capital model for a bank, developing an internal risk model for an insurance company, training risk-managers in the energy sector or building a tool for managing counterparty risk for a large non-financial.

We are very interested in discussing these types of opportunities with clients and are always open to looking at quantitative projects that are not directly related to pricing and risk-management.