Quantitative Software Engineering
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Our terms?

We can nearly always negotiate either a time and materials, fixed price or incentive based arrangement to suit the client and the circumstances. We’re very bullish on our ability to deliver so we like nothing better than an incentive arrangement.

If you have a new project you would like us to look at feel free to contact us.

Our past and present clients include:

Banquo Credit Management
Barclays Capital
BP
CastleNet
Coopers & Lybrand
Credit Suisse
CreditTrade
Credit Market Analysis
Imperial Bank
Industrial Bank of Japan
Infinity Financial Technology
London Clearing House
Mizuho
Monis Group
NatWest Financial Markets
Nomura Research Institute
Prebon
Shell


Our projects include the implementation of analytics in the following areas:

Analysis of credit markets
Convertibles research & pricing
Complex multi-party credit derivatives pricing
Credit derivatives pricing
Real-time risk management
Value-at-Risk
Capital adequacy compliance
Credit Risk
Real time zero curve building and broadcast
Structured note pricing
Interest rate model parameter fitting
Flexible FX exotic option pricing
Optimisation of bond portfolios
Oil option pricing
Variation and delivery margin for repo clearing


... and consultancy in:

Design of analytics libraries and fast valuation engines
Development methodology for analytics
Flexible methodologies for linking analytics libraries to pricing and trading systems
Technology assessment, proving, and project risk management
Flexible methods for valuing ad-hoc exotics using Monte Carlo technology
Infrastructure design for regulator approval
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