Discovery and Analysis
We leverage our quantitative skills across discovery, valuation and model-building.
FLE has a team of first-class analysts whose experience includes the pricing and risk management of complex derivatives, advanced data analysis techniques and model building. allow them to make informed decisions.
Advanced Discovery
We use big data and machine learning techniques to help narrow the range of search within large datasets.
We can handle both textual and quantitative data including documents in various formats, spreadsheets (formulas and values), email, messaging, chat and marketing material.
Using machine learning methods, we can cluster and organize your discovery data, identify trading patterns or detect relationships.
Model-Building
We can design and construct and run loss models to determine the value of adverse decisions as well as address early stage book building.
We can also apply advanced econometric techniques to time series of prices or other changing data. Using this we can identify trends, correlations, Granger causality and use event studies to determine if an event had a statistically significant impact.
Asset Valuation
Our team of quant programmers is ready to assist with any challenge, using our suite of in-house technologies.
We can value the most complex of fixed income and related derivatives as well as across equity, credit, FX and commodities.
We can analyze the risk of a portfolio of assets and quantify this in terms of Value at Risk or other metrics.
We have an unsurpassed offering when it comes to addressing the issues surrounding XVA.