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Example Projects

Typical projects are small to medium in size, ranging from development of a single-page spreadsheet, or writing a Python script, through to more weighty projects such as independent reviews of trading books or models. Clients often ask us to help define requirements and draw up a schedule of deliverables, a process which we are happy to undertake.

Links to some example projects are shown below.

Independent Valuation of a CDO portfolio.

Independent Model Validation of a convertibles model.

CVA methodology for a fixed-income portfolio.

Stress Testing of a bond portfolio for regulatory purposes.

Legal example spreadsheet, used as expert evidence.

Implementation (Excel, VBA, Python, C++)

These are just some examples. If you need help with a derivatives project, we can probably assist, so feel free to get in touch.

We also now offer Training on equity structured products.