We provide advisory services covering a wide range of quantitative financial applications:
Risk Models - we specify and implement, or help you procure, models for risk factors driving asset prices or liability values. Typical applications include ALM, calculation of capital requirements or automated financial advice ("robo advice").
Pricing, Valuation and Sensitivities - financial contracts of all kinds have to be valued according to the current market state or given a set of historical or simulated risk factors. We specify and implement, or help you procure, analytics for valuing or approximating the fair value of your assets and liabilities.
Capital Management - in the context of ALM or liquidity management we devise efficient solutions for understanding and optimising your balance sheet under various constraints such as risk adjusted return and regulatory or economic capital.
Risk and Business Insights - calculation results, accounting or customer data present opportunities for further insight into the fundamental drivers of your business model. We provide models and algorithms for unearthing any information hiding in the data available.
Integration Platforms - computational aspects of financial decision making rely heavily on data from underlying business systems. As reporting requirements increase, optimising the overall performance of your processes as reporting requirements increase should be a matter of strategic importance. We design and implement highly automated calculation processes with minimal changes to your existing infrastructure.
Model Validation - All models supporting important business decisions should be independently validated from time to time. Our extensive experience allow us to provide best-in-class validation services for models supporting your risk or business intelligence efforts.
Client Case Study
The client lacked direct access to a majority of the customers due to the fact that a large part of sales took place via intermediaries and brokers. Ambitious targets for implementing a new omni-channel strategy had been set by management. A new wealth management platform was to be implemented as part of the transformation, and over time applied to all provision of financial advice regardless of the customer channel.
Together with the client we developed a roadmap, carefully taking into consideration key drivers of complexity such as the current business model and product selection, existing tech platforms and the various views of internal stakeholders. Given a number of key components we evaluated third-party vendor offerings to meet the most well-defined requirements that way.
Throughout the program we led several sub projects and provided key technical and mathematical expertise. To shorten time-to-market we supplemented in-house development resources and offered several ready-made solutions to specific challenges in the form of Process-as-a-Service (PaaS) or System-as-a-Service (SaaS) components.
During the first year, a large number of customers signed up for the new digital advice services. We helped our client achieve this by providing:
Benchmarked and best-in-class solutions to common challenges within automated financial advice
Expertise enabling our client to implement a market leading economic scenario generator driving the underlying risk model
Cost-efficient managed services facilitating all of the more complex aspects of maintaining the underlying risk model and investment products offered as part of the digital advice service
We help specify and implement the functionalities required to run a completely automated financial advice process, from client on-boarding with risk profiling, through the actual advice, and on to automatic strategies for re-balancing and re-allocation of the investments, monitoring of risk levels, investment performance and feasibility of savings goals.
Together with our partners we have proven blue-prints and a full set of benchmarked tools to help you with:
- Internal Models under Solvency II - Compliant market risk models with a focus on realistic modelling of marginal distributions as well as the dependence structure.
- Integration Platforms for Risk Calculations - Straight-through-processing solutions for orchestrating highly complex company-wide risk calculation and reporting processes with full versioning for later audit purposes and achieving compliance of being able to reproduce historical results.