Regulatory requirements, economic margin pressure and increasing demands on digitalisation, data quality and IT systems characterise the framework conditions in the banking environment. At the same time, expectations regarding transparency, efficiency and stability are continuously increasing.
Our Approach
RIVACON provides comprehensive support throughout the entire life cycle of your projects – from preliminary analysis of the status quo and definition of a sustainable target vision to implementation support and testing of the final solution. We combine technical expertise with pragmatic implementation.
Our areas of expertise
Our consulting services focus on quantitative issues that require in-depth mathematical and statistical expertise, as well as implementation projects that require a deeper understanding of IT, e.g. in the design of data models, or programming skills, e.g. in C++ and Python. We bring many years of experience in the areas of treasury and trading, risk management, accounting and compliance, as well as in the modelling and implementation of valuation and risk models.
Examples
- 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
