ECLVaRPDLGDβσ²EADγ∫ f(x)dx∂y/∂xΣ(xi)μ ± 2σ
Quantitative Financial Engineering

Quantitative financial engineering at scale

200+ proprietary algorithms and 3000+ predictive models delivered globally. Built by PhD quants, validated by Big 4 auditors, deployed across 40+ countries.

Built on quant foundations

Our financial engineering practice combines academic rigor with practical deployment experience.

200+

Proprietary Algorithms

Developed in-house by PhD quants and econometricians, covering credit risk, market risk, and actuarial science.

3000+

Predictive Models

Delivered globally across IFRS 9 ECL, IFRS 17 reserving, Basel capital allocation, and stress testing frameworks.

100%

Audit-Ready Documentation

Transparent methodology papers, assumption logs, and validation reports accepted by Big 4 auditors.

40+ Countries

Global Deployment

Serving 150+ banks, insurers, and DFIs across Asia, Africa, Middle East, Europe, and North America.

Comprehensive engineering capabilities

From research to deployment, we provide end-to-end financial engineering services.

Algorithm Design

Custom PD, LGD, and EAD models tailored to portfolio characteristics, regulatory requirements, and data availability.

IFRS 9Basel IIICredit Risk

Quant R&D

Continuous research into machine learning techniques, survival analysis, stochastic modeling, and Monte Carlo simulation.

ML/AIStochasticMonte Carlo

Model Libraries

Pre-built libraries for common use cases: retail portfolios, corporate exposures, SME lending, and insurance liabilities.

Pre-builtCustomizableIndustry-specific

Documentation Standards

Methodology papers, assumption logs, sensitivity analysis, and backtesting reports aligned with GPPC and IASB standards.

GPPCIASBAudit-ready

Governance Support

Committee-ready materials, executive summaries, and technical appendices for board approval and regulatory submission.

Board-readyRegulatoryExecutive

External Auditor Validation

Collaborative validation with KPMG, PwC, Deloitte, and EY to ensure methodologies meet IFRS and Basel standards.

Big 4ValidationSign-off

World-class quant team

Our multidisciplinary team brings together quantitative finance, econometrics, and software engineering.

PhD Quants40%
Econometricians20%
Engineers40%
PhD × 12
Quantitative Finance, Statistics, Economics
CFA × 8
Chartered Financial Analysts
FRM × 6
Financial Risk Managers

Trusted by global institutions

Our algorithms power risk management and compliance for banks, insurers, and regulators worldwide.

Validated by Big 4 auditors (KPMG, PwC, Deloitte, EY)
Aligned with Basel Committee and IASB standards
Deployed across 150+ regulated institutions
First National Bank
Global Insurance Co
Metropolitan DFI
Regional Trust Bank

Bring quant precision to your workflows

Let our financial engineering team design, validate, and deploy models tailored to your portfolio.