Quantitative Services

Our highly specialised Quantitative Services group provides customised support to our hedge fund and investment banking clients for their proprietary quantitative analysis and product development requirements - be it Fixed Income, Equities, FX or Commodities.

The quant team uses a combination of mathematical modelling, statistical analysis, and software programming tools to support quant analysts and traders across asset classes.

Our quant team plays a critical support role in the development and implementation of alternative investment strategies. From conceptualization to back-testing and de-bugging of models, our quant analysts work with clients, on-site and off-site, to deliver trading and risk mitigation solutions.

The specialized quant team comprises analysts with advanced degrees in mathematics, statistics and computing. Programming skills include VBA, Matlab, C++, C, and Java. The team has extensive experience in Fincad XL.

Quantitative Services Clients

  • Investment bank - front office trading and strategy teams
  • Hedge fund - trading strategy and research teams
  • Corporate banking and insurance - risk management

Structured Credit Quant Services

  • Building credit derivative models and analyzing trading strategies
  • Implementation, integration and maintenance of analytic library
  • Model building, validation and maintenance
  • Relative value trade idea/strategy generation

Rates/FX Quant Services

  • Developing pricing models including validation and maintenance
  • Developing risk management tools for trading desk
  • Developing and back-testing technical analysis trading strategy
  • Yield curve analysis and strategy

Commodities/CTA Quant Services

  • Producing strategies for sales & trading teams
  • Building pricing models and structuring futures and options products
  • Trend analysis
  • Developing and back-testing technical analysis driven strategies

Equity Derivatives Quant Services

  • Building trading models
  • Developing and back test trading strategies using technical analysis
  • Build options trading strategy evaluation tool
  • Performance Analysis
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