Quantitative consultants 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, statisticians are proficient in statistical platforms such as SAS, Matlab, S Plus, and R. Quantitative Quantitative Consultants on Vumero can handle engagements in a host of programming languages including C#.NET, C++, Java, VBA, and web technologies as part of their technology solutions offering.
Examples of Asset and Funds Management services:
Statistical and Mathematical Modeling
Quantitative Consultants specialise in statistics, time series econometrics and applied mathematics provide thought leadership and modeling design suggestions to client teams, enhancing the value and sophistication of client outputs. Quantitative Consultants work in areas of time-series forecasting, volatility modeling, multivariate analysis, discrete choice modeling, stochastic calculus, optimizer design, and simulation, among others.
Performance Attribution and Portfolio Analytics
Portfolio Analytics Consultants supports performance attribution and portfolio analytics for a variety of institutional money managers across a range of asset classes. Consultants are experienced in several off-the-shelf applications, including FactSet, Barra Aegis, Axioma and Wilshire Axiom. Consultants also work with clients on attribution analysis as well as with portfolio managers on back-testing and validating trading strategies. Specialist mathematicians and programmers can develop custom portfolio analyzers, attribution tools, optimizers, risk monitors, and risk management tools to meet bespoke and more sophisticated client requirements.
Risk Management and Derivatives Modeling
Vumero has a network of Consulting specialising in Risk Analysis and Statistics. They work across risk model development, model validation, risk measurement and reporting, as well as stress testing and scenario analysis (e.g. simulates pre-payment and default probabilities). Consultants have experience in using several off-the-shelf risk management packages and customizing their offerings to your needs.
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