Various financial crises in the recent past are still having an impact on banks today. Numerous new regulatory requirements are creating a significant need for implementation; the persistently low interest rate environment is generating cost pressure and calling existing business models into question. In addition, banks also face major challenges in the area of digitization.
RIVACON supports you in overcoming your challenges throughout the entire duration of the project, starting with the analysis of the status quo, through the conception of the target image, to implementation support and testing of the targeted solution.
The focus of our spectrum of consulting services is on quantitative issues, which require profound mathematical-statistical know-how, as well as on implementation projects, which require a deeper IT understanding, e.g. in the conception of data models, or programming skills, e.g. in C++ and Python. To this end, we bring many years of experience in the areas of treasury and trading, risk management, accounting and compliance, as well as in the modeling and implementation of valuation and risk models.
- Valuation of derivative financial products of all risk classes
- Independent validation of valuation and risk models
- Development and validation of analytical and forecasting models
- Design, development and optimization of market data management systems
- Derivatives trading and hedging strategies (commodity, interest rate and currency risks)
- Trade surveillance in terms of the Market Abuse Regulation
- Design and improvement of data architectures and process workflows in trading or risk controlling