The financial services industry is characterised by increasing complexity, whether that is investment products, credit offerings, or regulatory requirements.
Financial institutions are critically dependent on accurate risk modelling to keep pace with this increasing complexity as 'data-driven' approaches affect institutions business strategies, risks, operations, and regulatory obligations.
How we can help
Our financial services advisory team provides market-leading risk, advisory, project management, and consulting services for domestic and international financial institutions.
Our quantitative risk team consists of over 25 specialists based in Cyprus and Ireland, with backgrounds in areas such as Mathematics, Statistics, Engineering, Computer Science, Data Science, and Econometrics, up to PhD level.
We have built a reputation for providing best-in-class data analytics and quantitative risk support to financial institutions. Our team has delivered the development, deployment, and validation of key risk models, and risk measurement methodologies for pillar and subsidiary banks, non-bank lenders, funds, investment vehicles, and other financial institutions. This experience has made us acutely aware of the key issues for the current wave of risk professionals in model development, validation, and management.
In addition, the expertise we have on dealing with data, being in exploring, analysing, cleaning, visualising, and utilising for building predictive models, allows for leveraging quantitative dynamics for any discipline or industry that is heavy on data. We can provide advisory services on how to make better use of such data to extract insights for better decision making and potential exploration of new strategies.
Our highly responsive service delivery model and extensive pool of experienced quantitative risk experts means we have a unique capability to deliver for clients.
We are a Cyprus and Ireland based team with international expertise, a global support network, and deep subject matter expertise.
