Consulting
Rigorous model audits, PDE system design, and MFG engagements for quant desks, hedge funds, central banks, and sovereign wealth funds.
Consulting Services
Model Audit
Independent review of existing quantitative models. We examine assumptions, numerical stability, calibration soundness, and convergence properties. Deliverable: written audit report with findings and recommended corrections.
PDE System Design
End-to-end design and prototyping of PDE-based pricing or control systems. HJB equations, Fokker–Planck systems, free-boundary problems. From mathematical formulation to production-ready numerical scheme.
MFG Engagement
Mean field game modelling for large-population strategic problems. Heterogeneous-agent equilibria, Nash conditions, numerical solution of coupled HJB + Kolmogorov systems. Applications in macro, energy, and optimal execution.
Fixed Income Analytics
Affine term structure models, bond pricing PDEs, calibration to market instruments. Stochastic interest rate systems for central banks and fixed income desks. Short-rate to HJM frameworks.
Who We Work With
Quant Desks
Derivatives pricing, risk model validation, structured products.
Hedge Funds
Systematic strategy design, signal research, execution models.
Sovereign Wealth Funds
Long-horizon optimal allocation, MFG-based liability matching.
Central Banks
Macro-financial stability modelling, DSGE-MFG integration.
Engagement Process
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01
Discovery Call
We discuss your problem, scope, and timelines. Strictly confidential, no NDA required for the initial call.
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02
Proposal
We issue a written proposal: scope of work, deliverables, timeline, and a fixed project fee.
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03
Engagement
Research and modelling under a signed NDA. Regular written updates. No scope creep without your approval.
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04
Delivery
Final report plus code (if applicable), handed over securely. Post-delivery Q&A included.
Project-based pricing
All engagements are priced per project, not by the hour. Indicative range: $25,000–$50,000 per engagement depending on scope. Retainer arrangements available for ongoing advisory work.
Submit an Inquiry
Describe your problem in a few lines. We respond within two business days.