Deep statistical analysis using machine learning to uncover relationships, trends and make robust predictions.

Advanced mathematical modelling of financial markets and other stochastic processes.

Pricing financial instruments including exotic options and structured products.

Applying the latest econometric approaches and AI to study time series and estimate causal relationships.

Rigorous and independent strategy testing and reporting.

Strategy identification, research, formulation and development.

Converting discretionary decision making and/or execution to systematic.

Optimising risk management controls including position sizing, capital allocation

Deep expertise in all asset classes and trade frequencies.

Risk identification and classification using comprehensive multi-dimensional categorisation.

Quantification using the appropriate statistical measures and extreme value.

Modelling complex, path-dependent decisions using cutting edge copula and real option techniques.

Systemic risk modelling using the latest machine learning based network models.

Stress testing and scenario analysis using advanced simulation methods which allow for a complex dependency structure between factors and decisions.

Using domain expertise to prepare and analyse petabytes of financial data to extract actionable insight.

Forensic investigation of trade and market data and preparation of expert reports for financial litigation.

Work with data providers to significantly enhance the value of their product through the inclusion of derived data.

Utilising AI tools to identify fraud and other anomalies in large datasets.

Advise on and incorporate non-traditional and alternative data sources into existing models and architecture.

Advice on hedging and risk mitigation for banks, insurers, asset managers.

Modelling and valuation of complex portfolios including non-linear and illiquid products.

Application of the latest stochastic volatility and machine leaning models to the pricing and hedging of all derivatives.

Market leading expertise in valuation of and real-time management of options of all complexities.

Deep experience in the approaches to credit risk and in modelling complex structured finance transactions and asset backed securitisations.

Systematic and algorithmic trading through an extensive range of online courses.

Mathematical fundamentals such as matrix algebra, probability and statistics.

Full suite of materials for training associates at banks and asset managers.

All aspects of coding and development including machine learning at all levels.

Full coverage of data sources, execution platforms and on all aspects of financial markets and quantitative finance