Modeling and financial engineering
The environment for financial institutions today:
- A growing industrialization of complex products and the emergence of increasingly innovative but often opaque products
- Increasingly interdependent financial markets with, in parallel, the emergence of new sources of risk and profit (markets, counterparties, liquidity…)
- An increasingly demanding investor base in terms of transparency and exposure
- A restrictive and changing regulatory environment
In this context, the issues related to modeling and engineering are fundamental, in Investment Banking and Asset Management.
i-Fihn Consulting Support
i-Fihn Consulting provides its clients with quantitative profiles, experts in financial mathematics. They are able to offer the necessary skills for the elaboration of models as well as their operational and IT implementation.
The areas of intervention cover a very broad spectrum and include:
- Risk issues
- The pricing of financial instruments
- The valuation of products or portfolios
- Asset allocation
- Performance attribution and indicator calculation
- The calculation of margins
- P&L forecasting
- The calculation of ratios and the implementation of reporting
In all these areas, i-Fihn Consulting performs an audit of existing models: advice on the models used, identification of possible points of weakness of the existing, proposals for improvements and / or optimizations, participations in the development of new models or implementation of new quantitative approaches.