Consulting services in quantitative finance

Finance Concepts offers consulting services in quantitative finance and risk management to financial institutions, hedge funds and service providers. We combine an in-depth knowledge of quantitative models and cutting-edge numerical methods with an extensive experience of market practice and investment strategies to propose solutions to our clients in the following fields:

Pricing and hedging of complex derivatives

Design of innovative tools for portfolio optimization and trading

Risk Management : value-at-risk, market risk, credit risk, model risk

Model Validation

Independent model validation and appraisal is an important concern in the world of derivatives, where quantitative models play an increasingly important role. Finance Concepts has extensive experience in model review and validation for large financial institutions and also provides expert advice on the acquisition or design of new software solutions for front- and middle-office applications. Our approach to model validation reviews modeling assumptions, computational aspects, parameter calibration, data sources and best market practices. Our expertise in model validation has been recognized by regulators worldwide.

The ever increasing use of complex financial products has led to the development of increasingly complex models which have a direct influence on the practical strategies for restructuring, pricing and trading successfully. As a result, the knowledge of modeling, algorithms, finance and computing is necessary to efficiently use quantitative modeling in risk management. Finance Concepts integrates the different aspects of quantitative modeling, model implementation and numerics in its integrated approach to risk management:

Finance Concepts : an integrated approach


Here are some  examples of   recent assignments of Finance Concepts
 

    

The Finance Concepts consulting team has extensive expertise in the following fields:

  • Derivatives pricing and hedging.
  • Risk management: Value-at-risk, market risk, credit risk,  model  risk, operational risk.
  • Model audit and validation.