We are a boutique financial service firm specializing in quantitative analysis, derivatives valuation and risk management. We combine the power of traditional structured finance with modern high performance computing in order to deliver unique solutions to our customers. Our clients range from asset management firms to industrial, non-financial companies. Our services include:



  • Valuation of financial derivatives such as convertible bonds, mortgage backed securities, variance swaps, credit default swaps, collateral debt obligation
  • Development of Monte Carlo valuation model to value executive stock options and real options
  • Yield curve construction bootstrapping in various currencies
  • Implementation of advanced derivative pricing models
  • General derivative valuation services


  • Risk analytics for derivatives books such as calculation of the Greeks, Value at Risk
  • Implementation of advanced options pricing models: stochastic volatility, local volatility
  • Development of multi-factor stochastic models for volatility and commodity related products
  • Design and implementation of database for financial data and analytics
  • Developing trading and hedging strategies for equity and commodity portfolios
  • General quantitative analysis services


To book an appointment, please contact us using the contact page