Risk and Pricing Specialists Helping You to Better Analyse .

Full portfolio pricing and contemporary credit/market risk analytics.

Excellence Through Expertise.

We deliver an outstanding service to our clients based on extensive management and execution experience in the industry in times of growth and times of stress. This experience covers the detailed challenges of organisation, processes, systems, software and modelling for the capital markets business.

Quantitative Analysis

We leverage technology to bring transparent, cost effective, standardised models to modern risk management.

Discover how we can help your company

Quaternion Risk Engine

Successful completion of complex projects in CVA, capital optimisation, Basell III back-testing and market risk, CVA, capital optimisation, Basel III back testing, and model validation at top ten investment banks.

Learn why the top 10 investment banks
use our software

Proven Track Record

Increasing demand for Quaternion services across Europe is driving rapid growth of the Quaternion team and has led to the formation of UK and German subsidiaries.

More about the company

Transparent Analytics based on Open Source Pricing Technology

Consulting at the cutting edge helps us improve the Quaternion Risk Engine to help it meet upcoming market requirements.

Transparency in the analysis of risk is paramount to trust. We base our work on the following tenets:

  • Software based on the open source QuantLib pricing library
  • Fully open and extensible code base
  • Transparency and transparent methodologies

Our Risk Engine makes us think through how we meet consultancy engagements in great detail