Consulting

Model validation & testing

QuantSOS can provide guidance on model validation design and process ranging from step-by-step validation and testing plans through to reviews of proposed or previously executed model validation and testing plans for conceptual soundness and potential limitations.

Quantitative analysis

Our expertise in financial analytics, quantitative modelling, regulatory frameworks and reporting requirements means we are well positioned to provide comprehensive assistance in all areas of quantitative analysis. We can provide guidance regarding appropriate model selection and calibration for particular applications to assist financial institutions to better align their model setup with market best practice.

Training

QuantSOS can provide customized training to help practitioners keep pace with the rapid changes in the field of quantitative finance. Training can be given on a variety of topics, such as yield curve construction, CSA discounting, derivative pricing, financial modelling theory, and code design, implementation and testing.