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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:

  • Design and co-development of a pricing and risk app on Munis

  • Independent valuation of the sovereign Credit portfolio of a 1st tier bank

  • Co-development of a generic backtesting engine for exotic structures

Realized projects for hedge-funds include:

  • Implementation and tests of an innovative VaR type custom measure

  • Design, development and lauch to prod of a statistical arbitrage tool on cryptocurrencies

  • Implementation an launch to prod of volatility derivatives pricing and risk ananlytics

  • Design, development and launch to prod of a flexible risk batch engine for daily reporting

Realized projects for CCPs include:

  • Design and prototyping of a VaR type algorithm for equity derivatives

  • Assessments of stress test scenarios

  • 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”

Farid Amellal, Co-Head of the Multi Strategy Credit Strategy, BlueCrest Capital Management LP

“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”

Eric Viet, CEO, Aleva Advisor LLP

CONTACT US

CONTACT US