Applied Financial Engineering Ltd

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Our Consultants


Experience  At least 10 years experience in quant finance and technology within investment banks.
Integrity  Honesty and transparency are core principles in every engagement.
Accountability  We own our success.
Practicality  Partnered with our clients to deliver the most appropriate solutions.
Relevance  Committed to ongoing learning to remain abreast of industry developments.

Quantitative development:

  • Cross-asset derivative pricing & risk.
  • VaR, CVA, curve construction (e.g. OIS / CSA).
  • Excel troubleshooting / worksheet development.
  • Windows and UNIX environments.
  • C++, XLL, VBA, C#, Java, XML, PERL, Python, Sybase, MSSQL, Oracle.
  • Rigorous and production quality focussed.

“Bridging the gap between quantitative finance and technology.”

Copyright © 2012, Applied Financial Engineering Ltd, registered company number 8206650, all rights reserved