FF Quant Advisory

Consultation Cases

We are ready, and we are better.

Product Research and Development

Lead a client’s team to develop new financial products

Product Requirements:

  • Tracking exchange rate market changes closely 
  • Reducing intraday volatility and impact of news announcement significantly
  • Ensuring no arbitrage opportunities
  • Average volatility is controllable
  • The quantitative model supports high-frequency real-time calculations


Hardcore Modeling Expert Team

Combining data analysis and statistical theory to translate customer requirements into mathematical problems

Additionally building predictive models (including machine learning methods) for various arbitrage tests

Designing, screening and testing the best solutions based on financial mathematics theory and more than ten years of industry R&D experience

Considering the efficiency of the algorithm to ensure the actual computing efficiency of the model at the same time

Black Box Reproduction and Renovation

Help a client to open the software black box and achieve one-step renovation

Mission requirements:

  • Opening the black box of risk quantification software 
  • Clarifying the algorithm logic and reproducing it to check the calculation accuracy
  • Evaluating the validity and rationality of model assumptions according to the mathematical theory, common industry practices and the latest regulatory requirements
  • Completing the technical description documents based on the reproduction results, writing model review report, and proposing the model modification plan
  • Rewriting all functions used by clients into python-based software packages
  • Adding the model modification plan agreed by clients to the rewritten software package
Glowing open box.


Professional Quantitative Development Team

Composting structures targeted at clients’ transactions

Combining with more than 10 years of first-hand experiences in modeling, review and development

Renovating the software from start to end, with no more software usage fees and low subsequent maintenance costs

Tools Development

Helping clients develop various quantitative tools


  • Generating interest rate forecast curve
  • Generating exchange rate volatility surface
  • Calculating various credit risk measures at the loan portfolio layer
  • Calculating various marketing risk measures and counterparty credit risk measures for financial product portfolios
  • Development of standard and advanced methods under regulatory requirements
  • Filling or generating the correlation matrix for stress testing(requirement: keep the relevance structure of main risk factors)
  •  Filling historical data of various risk factors, such as interest rates, exchange rates, and exchange rate volatility

Process demonstration

Data proxy, completion, and cleaning

Financial market transactions, risk controlling tools

Risk quantification and allocation by portfolio layer

Contact Us

Office Address:

Parijsboulevard 209 Kamer 425,3541 CS, Utrecht, the Netherlands.


(+31) 0633 80 7226


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