Consultancy

WHAT WE CAN DO

  • Financial Modelling
    • Risk
    • Pricing
  • Financial Systems:
    • Model implementation and validation
    • (Risk) Reporting
  • Project Management;
  • (Modelling) Team Management with view on organizational aspects;
  • Data analytics;

Partner with DESIGN PRO

EXPERIENCE and KNOWLEDGE

  • Global Markets, Market Risk, Credit Risk, Liquidity:
    • Basel requirements
    • Development
    • Backtesting
    • Validation
    • Regulatory and Economic Capital
  • Pricing Models:
    • Vanilla (Linear and Options), Exotic, Hybrids
    • X Valuation Adjustments (XVA)
  • Asset classes:
    • Interest Rates, Fixed Income, FOREX, Equity, Credit, Commodity, Mortgages;