CONSULTING
You are looking for a small team of experts to design and prototype a new project related to valuation, risk or backtesting; or to audit a complex pricing and risk unit.
Zeliade expertise and tools will bring quickly a lot of value.
Zeliade mixes state-of-art Quant and tech knowledge; along the years Zeliade has gained invaluable experience in conducting projects and partnering with inhouse teams.
Realized projects for banks include:
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Design and co-development of a pricing and risk app on Munis
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Independent valuation of the sovereign Credit portfolio of a 1st tier bank
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Co-development of a generic backtesting engine for exotic structures
Realized projects for hedge-funds include:
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Implementation and tests of an innovative VaR type custom measure
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Design, development and lauch to prod of a statistical arbitrage tool on cryptocurrencies
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Implementation an launch to prod of volatility derivatives pricing and risk ananlytics
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Design, development and launch to prod of a flexible risk batch engine for daily reporting
Realized projects for CCPs include:
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Design and prototyping of a VaR type algorithm for equity derivatives
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Assessments of stress test scenarios
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Survey and comparisons of WWR and concentration add-ons
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Liquidity stress testing code implementation review and benchmark
TESTIMONIALS
“Our business has very high standards, and we expected the same from Zeliade. We foremost appreciated their result driven approach. They could only do so by assembling a small, but most importantly flexible team that combined IT, numerical and financial skills. Zeliade worked efficiently with our top Quants and proved very reactive and flexible to our demands. As a result, they were able to deliver a customized library with performances that exceeded other packages”
“Corporate covenant is the main risk of a UK occupational pension fund, but very few have attempted to quantify the covenant risk. Considering the complexity of the problem, Zeliade has developed for ALEVA a reliable tool to assess the quality of a covenant and its interaction with the investment strategy of scheme. The tool is now a very powerful piece for the marketing of ALEVA’s pension buy-out solution”