We are a small team of hard-core quantitative experts, with many years’ experience in top-tier NL banks, insurance companies and other financial institutions. We help financial institutions with the development and prototyping of new products/models as well as the validation/improvement on existing models.
Our Services
Fulfill responsibilities and strengthen communication.
Consultation Service
Our expertise includes MtM pricing of trading accounts and bank account positions, various regulatory and non-regulatory risk models (e.g. FRTB, IRC, AVA, PFE, etc.), XVA, stress testing frameworks, backtesting of trading strategies, optimization of portfolio machine learning techniques in financial models, applications, etc.
Financial Software
We are constantly committed to the research and development of quantitative models based on traditional methods and cutting-edge methods. As a result, we've built useful and reliable tools that can help customers save development or validation time and increase efficiency.
Technology R&D
We continuously endeavor ourselves in researching efficient numerical solutions for practical problems, using both traditional and cutting-edge methods. The research results and benchmark models are transformed into prototypes and tools, which could help our clients for a faster model development and implementation cycle.
About Us
We are a group of hardcore senior quant experts and quant developers with many years of experience in top Dutch banks and insurance companies. We build models with passion. A scientific yet pragmatic approach is something we are particularly proud of as a professional quantitative team.
Our Clients
Bank, clearing agencies, pension funds, brokerages, trading companies, financial software providers
About Us
We are a small team of hard-core quantitative experts, with many years’ experience in top-tier NL banks, insurance companies and other financial institutions. We build models with passion. A scientific yet pragmatic approach is something we are particularly proud of as a professional quantitative team.