Consulting
Financial Risk Management Consulting
Independent quantitative support for model validation, valuation consistency and enterprise risk frameworks.
Model Inconsistency and Validation Pressure in Risk Frameworks
Valuation models, risk metrics and reporting frameworks often evolve at different speeds. This leads to inconsistencies between pricing, portfolio risk measurement and regulatory requirements. Quantitative risk management consulting helps where internal capacity is limited and methodological alignment across systems breaks down.
Financial risk management consulting combines quantitative finance expertise with hands-on implementation experience to restore valuation consistency and strengthen risk architecture. The focus lies on independent model validation, refinement of valuation models and alignment of risk measurement methodologies at instrument and portfolio levels. Analytical transparency, regulatory consistency, and operational applicability are central to every engagement.
Quantitative Risk Management Consulting Services
We conduct one-time or recurring analysis and valuation of complex financial products and investment portfolios. Our services cover the full process, from market data preparation to the delivery of summary reports.
We conduct one-time or recurring analysis and valuation of complex financial products and investment portfolios. Our services cover the full process, from market data preparation to the delivery of summary reports.
We design, develop, and validate models for accurate risk measurement at instrument and portfolio levels. We also define and apply key risk indicators for monitoring and compliance across domains such as regulatory compliance, investment decisions, or counterparty risk.
We provide end-to-end support in designing and implementing customized, enterprise-wide risk management systems. This includes architecture definition, solutions selection, and integration of tailored data sources for analytical and operational use.
We offer structured training programs that combine theory and practice to strengthen in-house risk expertise through individual coaching or team-based workshops.
For Corporate Treasury Teams
Corporate treasurers now carry the analytical load of a bank risk desk. Auditors want independent derivative valuations they can trace, computed outside the counterparty bank. IFRS 9 asks for hedge effectiveness testing that holds up under review. The board wants scenario analysis across FX, rates and commodities.
Most treasury teams run on four or five people, and few have a quant among them. We close that gap with Your Treasury, our treasury advisory partner. UnRisk brings the quantitative engine, Your Treasury builds it into the systems your team already runs.
The result is analytics your auditors can trace: independent valuations, IFRS 9 hedge effectiveness testing, and Cash Flow at Risk scenarios, running inside the TMS your team already has, as a continuous process.
Risk Areas Impacted by Inconsistent Valuation and Risk Models
Valuation models for structured products and derivatives
Credit risk assessment and counterparty risk management
Market risk measurement and analysis
Liquidity risk measurement and stress analysis
Operational risk and cross-risk aggregation
Hedge accounting under ASC 815 and IFRS 9: designation, effectiveness testing and documentation
Hedge Accounting under ASC 815 and IFRS 9
Hedge accounting is a choice. Companies elect it to match the P&L impact of a hedge to the exposure it covers, but they have to prove they are hedging rather than speculating. Both standards set the criteria, and the compliance cost is real: people, systems and audit.
Designations fail audit because of incomplete paperwork, even where the economics are sound. We build the designation memo, pick an effectiveness testing method that survives basis risk, and set a quarterly testing rhythm that is calendared and owned. Commodities are the hard case, so we construct the hypothetical derivative, handle component designation, and get the OCI recycling and stock-turnover timing right.
We developed this practice with our treasury advisory partner YourTreasury. The two firms co-authored a whitepaper on Cash Flow at Risk and the hedge accounting that supports it.
» Corporate treasurers today face the same analytical bar as bank risk desks, but without the quant teams to match. When we sit with a treasury function managing real derivative exposure, what they need is not more advice, it is a computation engine they can trust and that their auditors can validate. That is what the partnership with UnRısk makes possible. «
Dominic Lynch | Founder, Your Treasury
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Model inconsistencies or validation pressure affecting your risk framework? Let’s talk.