What we do
W&M consultants are mostly involved in topics related to risk management, for which our clients are being exposed through their positions in the financial markets, but also, in issues relevant for the Front-Offices of the Trading Room. Relying on our knowledge and expertise, we assist our clients, according to their needs, in all or several steps of their projects, from designing the solution to implementation and support.
Risk and Finance
- Front-Office : pricing, risk monitoring, support
- Market Risk
- Counterparty and Credit Risk
- Development of financial solutions
Commodities
- Audit of risk and trading applications
- Analysis and implementation of new functionalities
- Training and support for Traders and Risk managers
- Research and innovation
Quantitative Finance
W&M perform model validations, and assist our clients by providing studies and recommendations. We are promoting our offer in programming of financial solutions, focusing on, pricing libraries and model calibrations.
- Metrics and model recommendation
- Model validation
- Impact studies
- Test and optimization
Asset Management
Asset Management requires a dynamical and structured risk approach. W&M is providing the professional knowledge and expertise helping our clients with the implementation of sophisticated control applications, including:
- Specific rules for investment stratégies
- Implementation of limit monitoring applications
- Back testing of the track record and quality
- Project management and regulatory obligations