QUANT

In the 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.

Missions

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.
 

TheChallenges

Having a transparent and simplified view of financial contracts

Monitoring the compliance of valuation models

Having reliable models, identifying and calculating the models’ limits

Controlling the conditions for implementing the models

Having an independent valuation of these contracts

Validating the existing models

Goals

  • Guarantee regulatory compliance
  • Ensure that management conforms to client pledge
  • Optimize and standardize contract set-ups
  • Validate the valuation libraries and their implementation
  • Assess the impact of any abnormalities on the result
  • Estimate liabilities and amounts to issue
  • 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 LunalogicCan do for you

Our service is based on segment expertise, each backed by solid references and operational experience

Our financial engineering service is twofold

  • Full audits of legal aspects for provisioning
  • A valuation and risk service for one-off or regular assessments

We work on a wide range of missions

  • Designing and implementing stress tests
  • Audit and oversight of complex financial contracts
  • Setting up devices against valorisation and producing risk metrics
  • Organizing and producing the calculation of economic results
  • Designing models
  • Implementing models
  • Validating models
  • Regulatory compliance
  • Contract renegotiations

Our partnerships with the universities of Paris Dauphine, Paris VI and Paris VII make it so that we are surrounded by the top specialists in the field.