Quantitative Solutions
QuantSOS is a co-operative of senior quantitative analysts dedicated to delivering high quality quantitative solutions to your financial modelling problems.
Each QuantSOS analyst has over a decade of experience developing, validating and maintaining financial models and code libraries in global financial institutions.
QuantSOS offers the following services
Murex Model Validation
We provide a set of processes and tools that enable clients to streamline independent model validations required by regulators. Packages are offered for multiple asset classes.
Development Support
We assist in the remediation and maintenance of existing business tools and models, or provide hands on development of new tools to deliver specific functionality.
Consulting
We provide advice on model validation design, model selection and calibration, and market practice. We also deliver training on financial modelling and quantitative development topics.