FINANCIAL ENGINEERING

Financial Engineering is defined as the use of mathematical techniques to solve financial problems. Financial engineering utilizes tools and knowledge from the fields of computer science, statistics, economics and applied mathematics to address current financial issues as well as to devise new and innovative financial products.

We offer sophisticated quantitative models and methods to derive new investment strategies, manage risk, and price financial instruments. We can provide you with:

  • Statistical testing of trading methods
  • Sensitivity/stress testing
  • Scenario analysis
  • Producing metrics: (e.g. Valuations, Sensitivities, VAR)


Strategy development

By offering a mathematical/technical approach we can give you another perspective on your current investment methodology, or research new ones based on your risk profile and goals. We can also work directly with your strategies by utilizing our toolbox of quantitative methods to improve you return to risk ratio. Please contact us for a confidential discussion.