Quantitative & Financial Services
for banks and insurers
We help financial institutions with ALM modeling, independent model validation, quantitative development, Murex implementation, and regulatory compliance. Our consultants bring hands-on experience from leading French institutions.
Our Service Offerings Deep quantitative and financial expertise
ALM, Murex & Market Risk
ALM calculation engines, IRRBB frameworks, and Murex MX.3 implementation, configuration, and validation for investment banks and CIBs.
Model Validation
Independent review and validation of pricing models, risk models, and P&L attribution frameworks. Ensure regulatory compliance and model governance best practices.
Quantitative Development
Build and maintain pricing libraries, risk engines, and calculation tools in Python, C++, and VBA. From prototyping to production-grade implementations.
Actuarial & Regulatory
Actuarial modeling (Prophet, Python), reserving, pricing, and capital modeling for insurers. Solvency II, IFRS 17, Basel III/IV, and FRTB regulatory compliance.
Our Expertise Areas Deep knowledge across quantitative finance
ALM & IRRBB
Model Validation & Governance
Pricing & Risk Models
Murex MX.3
Basel III/IV & FRTB
Solvency II & IFRS 17
Python, C++, VBA
Actuarial Modeling (Prophet)How We Work A rigorous methodology for quantitative projects
Scoping & Diagnostic
We analyze your existing models, data, and processes to define a precise scope and identify key risks and priorities.
Design & Specification
We produce detailed functional and technical specifications, validated with your teams before any development begins.
Development & Validation
Our senior consultants build, test, and validate deliverables with full documentation and traceability.
Handover & Support
Complete knowledge transfer to your teams, with documentation and ongoing support to ensure long-term autonomy.
Success Stories Real results from our engagements
ALM Platform Migration
Major French Retail Banking GroupReplace a legacy spreadsheet-based ALM process with a robust, automated calculation engine compliant with IRRBB regulations
Custom Python-based ALM platform with automated data pipelines, scenario analysis, and regulatory reporting capabilities
Murex MX.3 Validation
Leading CIB InstitutionIndependent validation of Murex MX.3 implementation covering front-to-back trading workflows
Comprehensive model validation of pricing, risk calculations, and P&L attribution across asset classes
Why Choose Us What sets us apart
Senior-Level Delivery
Every engagement is staffed with experienced consultants who have worked within major financial institutions.
Quantitative Rigor
Our team includes quant developers, financial engineers, and actuaries with deep mathematical foundations.
Regulatory Expertise
First-hand experience with ACPR, ECB requirements, Basel III/IV, FRTB, Solvency II, and IFRS 17.
Hands-On Approach
We don't just advise — we build, validate, and deliver production-ready solutions alongside your teams.
Senior-Level Delivery
Every engagement is staffed with experienced consultants who have worked within major financial institutions.
Quantitative Rigor
Our team includes quant developers, financial engineers, and actuaries with deep mathematical foundations.
Regulatory Expertise
First-hand experience with ACPR, ECB requirements, Basel III/IV, FRTB, Solvency II, and IFRS 17.
Hands-On Approach
We don't just advise — we build, validate, and deliver production-ready solutions alongside your teams.
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.