Our Quantitative Services team combines in-depth capital markets expertise with applied mathematics, statistics, software, and database knowledge to present integrated solutions across asset classes and functions for asset managers, investment banks, brokerages, and enterprises.

Our Quantitative Services analysts have extensive experience in working with capital market databases such as Bloomberg, Thomson Reuters, Datastream, Compustat, Rimes, MSCI, I/B/E/S, and with database platforms (e.g. SQL Server and Oracle). Furthermore, our statisticians are proficient in statistical platforms such as SAS, Matlab, S Plus, and R. We also handle engagements in a host of programming languages including C#.NET, C++, Java, VBA, and web technologies as part of our technology solutions offering.

Our Quantitative Services include:

Macroeconomic Research Support
We provide outsourcing support to economists in leading sell-side and buy-side firms by assembling dedicated teams of cross-functional analysts to suit their requirements. Our macroeconomic team is led by ex-Chief Economists, ex-Directors of Research, ex-central bank economists, and academicians.
Equity Quants
Our Equity Quants team works with portfolio managers and market strategists to help develop, validate, refine, and upgrade alpha discovery strategies. We support clients with data aggregation, validation, adjustment for corporate actions, and ready databases for analysis.
Capital Markets Technology Solutions
We combine the best capital markets expertise with technology solutions that leverage domain knowledge to provide innovative, integrated solutions to our clients. Our team of systems architects, tech leads, programmers, web design experts, quality assurance engineers, and data specialists work closely with our capital markets-experienced domain leaders.
Risk Management and Derivatives Modeling
Our risk analysts and statisticians work across risk model development, model validation, risk measurement and reporting, as well as stress testing and scenario analyses. We have experience in using several off-the-shelf risk management packages and customizing their offerings to our clients’ particular needs.
Index analytics outsourcing
Our index support spans the lifecycle of index development, testing, maintenance, and reporting tasks for both strategy and benchmark indices across asset classes. We also help clients with several after-sales tasks once index-linked products have been developed and distributed.
Statistical and Mathematical Modeling
We combine domain expertise in capital markets and investment research, along with an expert team of statisticians, time series econometricians and applied mathematicians to provide thought leadership and modeling design suggestions to both buy-side and sell-side teams and their subject-matter experts, enhancing the value and sophistication of client outputs.
Performance Attribution
and Portfolio Analytics
Our portfolio analytics team supports performance attribution and portfolio analytics for a variety of institutional money managers across a range of asset classes. Our team has experience with several off-the-shelf applications, including FactSet, Barra Aegis, Axioma, Wilshire Axiom and POINT, and work with clients on attribution analysis as well as with portfolio managers on back-testing and validating trading strategies.
Securitized Product
Support Services
We provide comprehensive deal monitoring, modeling, valuation, and research support for the entire structured finance realm. Increased regulatory disclosures, enhanced due diligence requirements, demand for high-quality research, and budgetary constraints are compelling structured finance market participants to improve operational efficiencies.