WHAT WE DO
RISK MANAGEMENT FORENSICS & ANALYTICS
MODEL CONSTRUCTION & VALIDATION
"Invaluable help under difficult circumstances. Assessed the situation and dealt with the problem efficiently, discreetly, and quickly."
-- Board Member, FCM
"Risk management for the real world! Useful metrics that help me manage my book on a daily basis"
-- Trading manager, proprietary trading shop
A full suite of risk management services for hedge funds, pensions, proprietary trading shops, PE firms, and other financial institutions. We deal with equity, commodities, power, fixed income, FX, and all exotics:
Trade and strategy forensics
Issue analysis, recommendations
Portfolio-level evaluation and risk assessment
Risk and hedging policies, financial and physical assets
Specific and customized portfolio risk metrics
Risk-based performance metrics and capital allocation tools
Modeling, coding assistance
Realistic scenario analysis
"Don't have to be a quant to understand. Concise, on point, just what I needed"
-- Banking Regulator
"Love your short turnaround time! Great product at a fair price"
-- Risk Manager, Fintech lender
Validations designed for regulators and internal model control. Underwriting and credit decisioning models, scorecards, servicing, and direct mail targeting algorithms. Our analytic range includes traditional statistical analysis through artificial intelligence and machine learning techniques.
Fast delivery -- initial opinion usually delivered within 5 business days, draft report within 10.