Smart Discovery and Analytics

We leverage our quantitative skills across discovery, valuation and model-building.

GFE has a team of first-class Ph.D. analysts whose experience includes the valuation and risk management of complex derivatives, as well as building econometric and loss damage models. We also have smart discovery tools that perform bespoke search and pattern recognition across a wide range of data types.

Smart Discovery

Using advanced machine learning techniques, we can quickly create bespoke programmatic solutions to help you narrow the range of search within large discovery datasets. These programs can address a wide range of questions such as identifying clusters or patterns of behaviour that may be present in the data.

Using big data technologies, we can scale these tools to handle large datasets. Our approach can handle textual and quantitative data, including documents in various formats, spreadsheets, email, messaging, chat and marketing material.

 

Model-Building

We can design and construct econometric models which can be used to test various hypotheses such as relationships between market prices, or between market prices and trader actions. Furthermore, we can use statistical tests to address questions of correlation and causality and to assign statistical significance. These may include event studies.

Our expertise also extends to building loss models that quantify the financial loss impact of specific events or decisions on individuals or groups of plaintiffs in class-action suits. This may also involve the manipulation and processing of large amounts of data.

Asset Valuation

Our team of Ph.D. quant programmers is ready to assist with any challenge. Using our suite of in-house technologies and we can value the most complex of fixed income and related derivatives as well as across equity, credit, FX and commodities.

In addition to valuation, we can also analyse the risk of a portfolio of assets and quantify this in terms of risk metrics such as value at risk or expected shortfall. We have an unsurpassed offering when it comes to addressing the counterparty risk of derivative contracts with regard to calculating CVA and more broadly XVA.