With over 65+ PhDs and 60+ advanced degrees in financial disciplines on staff, Numerix offers an array of Risk Advisory Services that enable capital market firms to gain greater insight into market risk, counterparty risk, and model risk exposures.
Our Numerix financial engineers can work with complex, portfolio level models, which often have a lot of subjectivity involved, and validate each element of the model against the market best practice. Various forms of standard back testing and stress testing are utilized to run a collection of tests that highlight and categorize different forms of embedded model risk.
|Experienced Practitioners||Our risk advisory team is made up of market practitioners skilled in advanced modeling and exotics with many years of experience in some of the largest derivatives houses globally.|
|Advanced Models||We employ the Numerix model library of advanced models, Learn More.|
|Market Best Practices||Numerix financial engineers leverage our deep experience across our capital market client base to benchmark and validate each element of your risk models against market best practices.|
|Back Testing and Stress Testing||Our expert team runs a battery of back tests and stress tests to explore, highlight and categorize embedded model risk exposures.|