Quant Advisory and Analytics

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Quantitative Analysis

Quantitative analysis underlies everything we do. We can help your business with robust and innovative quantitative solutions from derivative valuation problems to portfolio risk analysis.

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Portfolio Solutions

We assist portfolio managers with systematic investment strategies and stable portfolio constructions. Our proprietary risk and portfolio tools allow us to devise systematic investment strategies that reduce risk and enhance portfolio performance.

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Derivatives Advisory

Since the crisis of 2008, the derivatives business has undergone many changes. Our expertise in derivatives products can help you stay clear of problems and see opportunities in this market.

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Model Validation

In the increasing regulated and complex financial world of today it becomes important to have a truly independent look at your models and processes. We offer an independent model re-creation and stress-testing service.

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Robust and custom solutions for your quantitative problems

VAR Strategies

At VAR Strategies we enjoy providing quantitative solutions to relevant financial problems. Combining these solutions with robust and scalable software is what drives us. We believe the financial world uses ad-hoc short-term solutions way too often and that robust and scalable solutions will prevail in the longer run.


Education builds knowledge. We offer several in-house and public courses on interest-rate derivatives, inflation derivatives, xva modelling, and asset management.

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About us

Over the last two decades we have build up in-depth expertise in a wide range of derivative products across all asset classes. These hand-on experiences allow to us to understand and relate to the specific requirements of our clients and their customers.

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