SQF Schneegans Quantitative Finance

Advanced analytics, risk technology and financing solutions for the financial sector.

SQF combines more than 20 years of experience in quantitative risk management, structured finance and risk technology. The focus is on practical solutions with regulatory relevance and measurable business value.

Core Expertise

Risk Management

  • Market Risk Analytics
  • Credit Risk Analytics
  • Stress Testing
  • Capital Requirement Analytics

Structured Finance

  • ABS Transactions
  • CLO Analytics
  • Securitisation Structures
  • Corporate Finance Solutions
  • Syndicated loan trading

Risk Technology

  • Real-Time Risk Aggregation
  • Pre-Deal Checks
  • Risk Data Architecture
  • Regulatory Reporting Platforms
  • Multi Order Algorithem

Quantitative Analytics

  • Credit Risk Modelling
  • Portfolio Analytics
  • Machine Learning Applications
  • Scenario Analysis
  • Margining Calculation

Selected Topics

Intraday Capital Steering • Credit Portfolio Modeling • Machine Learning for Financial Applications • NAV Estimation • Real-Time Risk Aggregation • Stress Testing • Scenario Analysis • Pre-Deal Risk Checks