Risk Management

Quantitative Finance

Risk Management & Financial Engineering

Quant Edge Solutions is a consultancy firm specialized in Quantitative Finance. Our consultants and quantitative developers are experts in their respective fields with extensive experience in the execution of demanding projects at leading banks, insurance companies, energy companies and clearing houses. We offer consulting services and state of the art software solutions incorporating the latest research developments in the field. Our services encompass:

Quant Edge Solutions offers a broad spectrum of Risk Management and Financial Engineering services. Our services in this area cover the valuation of complex structured financial products including the calculation of the associated sensitivities (Greeks) at the individual instrument level as well as the implementation and validation (back testing) of models for capturing risk at the portfolio level including Value-at-Risk (VaR) and Expected Shortfall. Our expertise encompasses all relevant risk areas including Market Risk, Credit Risk, Operational Risk and Liquidity Risk. Read More ...

Our consultants have extensive practical project experience in implementing regulatory requirements at leading banks, insurance companies and clearing houses. Past projects have dealt with regulatory topics/issues arising from MaRisk and Basel III. Currently our consultants are involved in project work relating to the latest regulatory requirements concerning risk data aggregation and reporting as per BCBS 239.
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As part of this outsourcing service, Quant Edge Solutions will completely handle the pricing (valuation) of complex, often illiquid, financial products as well as the quantification of their associated risk, thus allowing your firm to focus on its core competencies. Our valuation service covers all major asset classes including Equity, Credit, Fixed Income, Commodity, energy derivatives and hybrid products.
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Risk Management Frankfurt

Spectrum of Consultancy Services provided by Quant Edge Solutions

As a differentiating feature to many other consultancy firms, Quant Edge Solutions is able to offer its clients a broad range of consulting services ranging from providing support to clients in dealing with complex quantitative problems in the areas of risk management and financial engineering to helping clients achieve compliance with complex financial regulation. In other words, due to our broad project experience in the area of Quantitative Finance, our clients are able to obtain all relevant financial consulting services within this challenging field from a single source.

In addition to the aforementioned consulting services, Quant Edge Solutions also provides the following IT-services jointly with its strong partner firms:

i) RTRM-Software: In-house developed software offering a consolidated view of all major risks facing your firm on a near-real time basis that can facilitate your firm`s ability to achieve compliance with the latest regulatory requirements arising from BCBS 239.

ii) Consulting management on the implementation of an IT-Infrastructure optimized with a view towards facilitating internal controlling and risk management processes.

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