Martingale Risk
Who are typically our clients? Pensions Funds usually ask us to select among different
investments, to control their risk and to assess their performance. Portfolio Managers ask us to
advise them on the management of their equity/bonds and derivatives portfolios, seeking the best
return for the risk they are prepared to bear. Banks generally ask for risk management tools such
as front office scenario analysis and Value-at-Risk applications. Sometimes, mainly for
compliance purposes, they require complex middle/back office systems for VaR and data
analysis.
Portfolio Management Advisory. We deliver quantitative methodologies and tools to manage the
wealth of institutional investors such as Asset Managers, Pension Funds and Banks. Our
solutions rely on a proprietary portfolio optimization model designed to handle both cash and
derivatives. We help our clients with asset allocation, fund managers selection, performance
assessment and trading strategies validation.
Risk Management Tools. We provide client specific pricing and risk management products for
plain vanilla and exotic derivatives across all the main asset classes. We compute VaR according
to different methodologies, perform bespoke stress test scenarios and ad-hoc what-if analysis.
We believe that a sound risk management process becomes a competitive advantage over the
competitors in terms of cost reduction and quality of the service provided.
Derivatives Advisory. Our experience as quantitative analysts and structurers and the technology
of our proprietary pricing platform is our most competitive edge. For example, we are able to
assist a client willing to trade an exotic derivative by computing its fair value and looking for the
best deal available on the market.
investments, to control their risk and to assess their performance. Portfolio Managers ask us to
advise them on the management of their equity/bonds and derivatives portfolios, seeking the best
return for the risk they are prepared to bear. Banks generally ask for risk management tools such
as front office scenario analysis and Value-at-Risk applications. Sometimes, mainly for
compliance purposes, they require complex middle/back office systems for VaR and data
analysis.
Portfolio Management Advisory. We deliver quantitative methodologies and tools to manage the
wealth of institutional investors such as Asset Managers, Pension Funds and Banks. Our
solutions rely on a proprietary portfolio optimization model designed to handle both cash and
derivatives. We help our clients with asset allocation, fund managers selection, performance
assessment and trading strategies validation.
Risk Management Tools. We provide client specific pricing and risk management products for
plain vanilla and exotic derivatives across all the main asset classes. We compute VaR according
to different methodologies, perform bespoke stress test scenarios and ad-hoc what-if analysis.
We believe that a sound risk management process becomes a competitive advantage over the
competitors in terms of cost reduction and quality of the service provided.
Derivatives Advisory. Our experience as quantitative analysts and structurers and the technology
of our proprietary pricing platform is our most competitive edge. For example, we are able to
assist a client willing to trade an exotic derivative by computing its fair value and looking for the
best deal available on the market.
Our Clients and Services - Overview
“Your Risk: Understood, Optimised and Controlled”
"It's not that I am smart, it's just that I stay with problems
longer." Albert Einstein
longer." Albert Einstein
| Registered Office: 6-7 Ludgate Square, London EC4M 7AS UK Martingale Risk Ltd © 2007 |
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