The use of mathematical models in a trading or risk management environment is a core competence of Quanteam. This includes the choice of a model for a given problem, the implementation of the model in a programming language that is suitable to the future use of the model, as well as its performance optimisation.

One focus of our business is the development of pricing models for financial derivatives. We have a long-standig experiance in the asset-classes equities, interest rates, and credit. Besides the core model development we also offer consulting services in the integration of models into trading and risk management systems or in putting models at a trader's disposal as Excel Add-Ins. In addition we have experience in the validation of models developed by a third party with respect to its accuracy, its performance or its suitability for a given product type.

Furthermore, we offer services in the development and implementation of methods for the determination of risk measures. We master the methods to compute the VaR of market risk positions as well as the modern approaches to model credit risk on a portfolio level. Also in this area, in addition to the individual development of a model, the validation and optimisation of a third party implementation is our business.