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

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.

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

Contact Us

Office Address:

Niasstraat 1, 3531 WR Utrecht, the Netherlands.212


(+31) 0633 80 7226


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