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
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”