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 financial
institutions, regulators, hedge funds and service providers.
internationally recognized expertise makes us a partner of choice for
independent third-party validation of risk management models. Finance
Concepts has extensive experience in the audit and validation of
quantitative trading and risk management models and systems reviews. Our
approach to model validation includes review of model assumptions,
computational and implementation aspects, parameter calibration, data
sources and benchmarking with respect to best market practices.