Banking & CIB
expertise
We partner with banks and CIBs on ALM, market risk, Murex implementation, and regulatory compliance. Our consultants have delivered complex quantitative projects for leading French banking institutions.
Our Banking Offerings Specialized solutions for banks and CIBs
ALM & IRRBB
Design and implement ALM calculation engines, IRRBB measurement frameworks, NII and EVE sensitivity analysis, and behavioral modeling.
Basel III/IV & FRTB
Regulatory compliance programs for capital adequacy, FRTB implementation, stress testing frameworks, and LCR/NSFR reporting.
Murex MX.3
End-to-end Murex MX.3 implementation, configuration, and validation — from front-office pricing to back-office settlement and regulatory reporting.
Model Validation
Independent validation of pricing models, VaR models, counterparty credit risk models, and P&L attribution frameworks.
Our Expertise Areas Deep banking sector knowledge
ALM & IRRBB
Basel III/IV & FRTB
Market Risk
Murex MX.3
Model Validation
P&L Attribution
Quantitative DevelopmentRegulatory ReportingHow We Work A rigorous banking methodology
Assessment
In-depth analysis of current models, risk frameworks, and regulatory gaps to define a precise project scope.
Specification
Detailed functional and technical specifications aligned with regulatory timelines and business objectives.
Delivery
Senior-level implementation with rigorous testing, documentation, and validation at every stage.
Handover & Support
Complete knowledge transfer, ongoing model monitoring, and regulatory support.
Success Stories Real banking results
ALM Platform Migration
Major French Retail Banking GroupReplace legacy spreadsheet-based ALM processes with a modern, automated calculation engine compliant with IRRBB regulations
Custom Python-based ALM platform with automated data pipelines, scenario analysis, and regulatory reporting
Murex MX.3 Validation
Leading CIB InstitutionIndependent validation of Murex MX.3 implementation for front-to-back trading workflows across fixed income and derivatives
Comprehensive model validation covering pricing models, risk calculations, and P&L attribution across asset classes
Why Choose Us What sets us apart
Banking DNA
Our consultants have worked within the ALM, risk, and front-office teams of major French banking institutions.
Quantitative Rigor
Financial engineers and quant developers delivering precise, production-grade quantitative solutions.
Regulatory Insight
First-hand experience with ACPR and ECB regulatory requirements, Basel III/IV, and FRTB.
Murex Expertise
Deep hands-on experience with Murex MX.3 implementation, configuration, and independent validation.
Banking DNA
Our consultants have worked within the ALM, risk, and front-office teams of major French banking institutions.
Quantitative Rigor
Financial engineers and quant developers delivering precise, production-grade quantitative solutions.
Regulatory Insight
First-hand experience with ACPR and ECB regulatory requirements, Basel III/IV, and FRTB.
Murex Expertise
Deep hands-on experience with Murex MX.3 implementation, configuration, and independent validation.
Let's tackle your
challenges together
Tell us about your quantitative, regulatory, or technology challenges. We will propose a tailored approach and a clear path forward.