Risk Analytics

We are the team of highly qualified Quant professionals who have worked in investment banking, risk management, trading and consulting with advanced qualifications such as PhD/Master’s in Finance, Economics, Machine Learning, Statistics, Mathematics and Financial Economics.


Model Validation:

  1. Credit risk models (CVA, PD-LGD models)
  2. Market risk models (VaR, IM, VM) and
  3. Model risk
  4. Automating testing processes in VBA

We have extensive experience in stress testing, CCAR, scenario analysis and back-testing. We have performed model validations for futures, forwards, options, swaps, CDS, CDXs and other structured derivatives.We investigate key aspects of each model under review: choice of model, its correct implementation and optimal use of the model.