Our expertise

Since its creation in 2000, Lunalogic has a long-standing functional expertise in the fields of pricing, hedging and risk management.

Today,  our aim is to support our clients' businesses as they undergo digital transformation, using data science especially.

The Technologies & Innovation division was created to strengthen and support the business division: each serving the other in order to address the business needs of our clients from a comprehensive perspective (360° view).

This division is focused on new technologies (blockchain, machine learning, cloud transformation, MDM/Data Management, etc.) but also on legacy technologies (C++/C# /JAVA/ etc.).

In the framework of its permanent search for innovation and value creation, Lunalogic proposes machine learning methods that are relevant to its historical clients, in particular Front Offices and Risk Departments.

These approaches offer very efficient alternatives to statistical or quantitative methods in many fields: credit scoring, model calibration, hedging, collateral optimization, XVA calculation.

With its sectoral expertise in finance, Lunalogic understood the challenges of datascience in 2015 by creating a dedicated subsidiary.

Big data is revolutionizing the computing power and performance of information systems.

The aim here is not only to respond to increasingly stringent regulatory constraints (e.g. overhaul of the daily VAR within the framework of FRTB) but also to transform the very business of our customers thanks to the contribution of new technologies.

Open banking, open insurance, the redesign of information systems allowing manipulation, security, conservation, real-time access to millions of data are some of the areas of intervention of Lunalogic.

Finance practice

Expertise

Market Risk, Credit & Counterparty Risk

Expertise in the whole Model Risk Mgt value chain regarding SR11-7

  • Model Risk Quantification

    (data quality, definition of Risk factors)

  • Model Control framework

    (permanent, control, periodic validation...)

  • Model Gouvernance

    (documentation, models repository, follow-up)

Front office Pricing & Hedging

  • Model Calibration for Front Office pricing or Hedging

    (Equity, Fixed Income, Forex, Commodities)

  • Implementation of pricers within pricing libraries

  • Pricing and Hedging Optimisation in Investment Banking : implementation of calculus grids

  • Portfolios Optimisation for asset allocation

Pre-Trade Life Cycle and Post-Trade Life Cycle

  • Assistance for project management

  • Business Analysis

    (finance, Risk, Compliance and Regulatory)

  • Program Management / Project Management

  • Front Office Tools Change Management

  • Front to Back Office Processes Global Review

  • Operations Efficiency Improvement

Regulatory

  • Statement of requirements and regulatory impact study on Risk, Front or Back Office Management Systems.

  • Implementation of Regulatory processes and reporting to notify CBE institution of any calculating economic capital update

Technologies practice

Technology at the service of finance professions

Market, Counterparty, Credit Risk Management

Market, Counterparty, Credit Risk Management

Artificial Intelligence and Machine Learning

Artificial Intelligence and Machine Learning

(Outliers detection, times series missing values...)

Transactions Banking Payment Services

Transactions Banking Payment Services

Cloud Strategy and Transformation, MDM, Data management

Cloud Strategy and Transformation, MDM, Data management

(Fraud detection, missing values...)

Digital Currencies, Digital securities

Digital Currencies, Digital securities

(bonds, structured products...)

Blockchain, Oracle series, STO, Security IT...

Blockchain, Oracle series, STO, Security IT...

Regulatory and Trade Life Cycle

Regulatory and Trade Life Cycle

Al-driven enterprise automation : intelligent document processing

Al-driven enterprise automation : intelligent document processing

Open Banking, Open Insurance

Open banking & Open Insurance

Fintech, Cloud Strategy and Transformation, Insurtech and Regtech solutions

Fintech, Cloud Strategy and Transformation, Insurtech and Regtech solutions

(compliance rules and processes, AML/KYC, Market Abuse)