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.