#BANKING/FINANCE
Our consulting offer
Risk
Risk management
Market risks
Counterparty risks
Credit risks
Back Testing
Stress testing
Model Validation
Modeling assumptions
Implementation
calibration
Compliance
AML/ LAB
CFT
Insider Trading
Conflicts of interest
Monitoring
Regulatory
FRTB method
Device study
Implementation of the banking/trading book and
risk transfers
Definition of the internal model
Implementation of new indicators
Financial instruments markets
Auditing the news
trading platform
Development of pre/post trade transparency rules
Setting up transaction reports
Basel II/Basel III standards
Standard calculation method
IRBF
IRBA
Model definition and back-testing
Definition of credit granting processes
Equity management
EMIR regulation
Confirmation
Reporting
Clearing
Collateral management
Trading
Dodd–Frank Reform
Management of collateral and margin calls
Execution on organized markets
Clearing house
Reporting
Quantitative
As to
R&D
Modelization
Development of mathematical models for pricing methods
Back-testing and stress-testing of models
Adaptation of models to new market regulations
IT Quant
Implementation of models in pricing libraries or risk calculation engine
Redesign and optimization of pricing libraries
Implementation of distributed and parallelized calculations
Maintenance and evolution of pricing libraries
Markets
Front office
Trading support
Structuring
Portfolio management
Middle Office
Booking and control
Trading support
Trade-processing
Back office
Analysis of suspense
Confirmation control
Payment-deliveries
Finance
Product Control
Reconciliation
Reliability of financial statements
Reconciliation
Regulatory reporting
Unified Financial Reporting System
COmmon solvency ratio REPorting
FINancial REPORTING
Asset and Liability Management
Interest rate and liquidity risk
Risk indicators
Accounting
general, analytical and banking accounting
Configuration of accounting schemes
Accounting consolidation
Management control
Budget forecasting
Monitoring and reporting