Consulting
Independent quantitative expertise: problem framing, method selection, model review and validation. Useful when you need a second pair of eyes — or a first one.
Services
Consulting, custom model development and software development for quantitative tasks — optimization, forecasting and financial analysis. We build models that survive contact with production.
How we work
Independent quantitative expertise: problem framing, method selection, model review and validation. Useful when you need a second pair of eyes — or a first one.
Optimization, forecasting, pricing and simulation models built around your data, constraints and risk appetite. Delivered with documentation and reproducible code.
The systems around the models: data pipelines, APIs, dashboards, schedulers and agentic AI integrations — engineered to keep running after the engagement ends.
Track record
A selection of work across finance and energy.
An optimization model for treasury balance sheet management — allocating across instruments and maturities under regulatory and liquidity constraints, with scenario analysis for rate environments.
Design of a synthetic asset-backed security: structuring the instrument, building the pricing model, and Monte Carlo simulation of cash flows and risk under varied market scenarios.
Optimization of electricity and gas flows for a major refinery — modeling on-site generation, grid interaction and process demand to reduce total energy cost while respecting operational constraints.
Design and delivery of data infrastructure for a major power producer: market and operational data ingestion, storage and serving layers feeding analytics and trading workflows.
Tell us about your optimization, forecasting or financial analysis challenge.
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