Quant & Risk Management
In the Risk Management & Quantitative Finance Division, we work with top-level experts from the field of financial markets, mathematical finance, financial engineering, and financial risk management.
Our goal is to offer value-added expertise in banks (front or middle office), insurance companies, or firms specializing in financial analysis.
Our consultants are brought to develop mathematical and statistical models for calculating the value of financial products.
Through this division, Lunalogic is actively involved in financial innovation on constantly evolving markets.
The series of internal or financial crises have highlighted the need in financial institutions for a vision of associated risks and a streamlining of products and processes to strengthen invested portfolio.
- Coordinating and rationalizing quantitative research for all asset classes (equities, interest rates, exchange rates, credit, commodities)
- Providing strategic guidance and taking the lead in the assessment of financial products and risk modelling for all asset classes
- Developing synergies between market and financial activities, as well as management
- Advising the management team for the development of new products and involved risks
- Monitoring technology in order to stay close to best practices.
- Guarantee regulatory compliance
- Optimize and standardize contract set-ups
- Validate the valuation libraries and their implementation
- Assess the impact of any abnormalities on the result
- Ensure that management conforms to client pledge
- Estimate liabilities and amounts to issue
- Put risk metrics and stress tests in place
- Have the right alert level
- Renegotiate certain contracts
- Manage the impact of fixing and events on timeframes
What Lunalogic Can do for you
Our service is based on segment expertise, each backed by solid references and operational experience.
Ours partnerships with Paris Dauphine, Paris VI and Paris VII universities enable us to team with the best specialists on the field.