Quantitative Risk Modelling
- Model design & calibration
- Stress testing & scenarios
- Governance-ready documentation
QUANTITATIVE FINANCE AND RISK CONSULTING
- Quantitative Risk Modelling
- Regulatory Risk Frameworks
- ESG & Climate Risk Analytics
- Derivatives Valuation
- Artificial Intelligence
- Model Validation
About us
Quant Edge Solutions is a consultancy firm specialising in risk management and quantitative finance. Our consultants and quantitative developers are experts in their field and have many years of experience in carrying out complex projects for renowned banks, insurance companies, energy companies and clearing houses.
What we do
Derivatives Valuation
- Valuation of structured products
- Sensitivities & hedging
- Model validation support
ESG & Climate Risk Analytics
- Transition and physical risks
- Methodology & pipelines
- Portfolio analytics
- Reporting workflows
Meet Our Team
Thomas Zellerer
Managing Director &
Risk Management Specialist
Thomas is a senior independent quantitative finance consultant with more than 25 years of experience in derivatives valuation, market and credit risk, regulatory frameworks and financial risk systems. He has worked on valuation of complex derivative instruments and implementation of risk systems for major banks, insurers, exchanges, energy companies and financial software vendors. His academic background includes two Bachelor degrees in Mathematics and Economics, an MSc in Quantitative Finance, PGCerts in Business Administration and Data Science, and the Financial Risk Manager (FRM) designation.
Benedikt Grimus
Quantitative Analyst &
Developer
Benedikt holds a master degree in banking and finance with a major in capital markets and data science accompanied by the receipt of two academic honours. He leverages artificial intelligence to automate the complete lifecycle of quantitative finance, from engineering predictive trading algorithms, deploying low-latency execution infrastructure and accelerating the calibration of stochastic volatility models.
Timo Heil
Quantitative Researcher
Timo is in the final-year of his Bachelor of Science in International Finance. He has received several academic honours and scholarships and has also completed academic studies in the US. His expertise includes time series modelling, valuation of fixed income products and quantitative portfolio optimisation. He has worked on the specification, calibration and validation of quantitative models as well as the design and deployment of data-driven web applications.
References
Project references available upon request.
Derivatives Valuation
Calibration and independent validation of interest rate, credit and FX derivatives (Hull-White, SABR, LMM, Black-76), including CDS pricing, structured products, inflation-linked instruments and FX options (vanilla, barriers, exotics).
Regulatory Frameworks
Incorporation and enhancement of ICAAP, ILAAP, IRRBB, CSRBB and LSI stress testing frameworks for major banks and fintech institutions, including quantitative modeling, supervisory reporting and regulatory remediation.
Artificial Intelligence
Practical expertise in applying AI and machine learning (ML) solutions with proper implementation, structured oversight, and responsible operational governance.
ESG Integration
Incorporation of ESG and climate-related risk factors into risk models, linking sustainability metrics to probability of default and portfolio valuation adjustments.
Data Analytics & Governance
Design of BCBS 239–aligned data governance frameworks with end-to-end data lineage, ensuring consistency, traceability and auditability across risk architectures.
Contact Us
Let's talk about your next project - we'd be glad to hear from you.
We are available for remote and on-site engagements.