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.
Expertise in the whole Model Risk Mgt value chain regarding SR11-7
(data quality, definition of Risk factors)
(permanent, control, periodic validation...)
(documentation, models repository, follow-up)
(Equity, Fixed Income, Forex, Commodities)
(finance, Risk, Compliance and Regulatory)
(Outliers detection, times series missing values...)
(Fraud detection, missing values...)
(bonds, structured products...)
(compliance rules and processes, AML/KYC, Market Abuse)