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Model Validation Services

Is your business struggling to cope with the rapid changes and complexity in regulatory regimes or has developed new quantitative models that require independent validation?

Quant Fin offers Model Validation Services to financial institutions in conducting comprehensive review of their internally developed or vendor provided quantitative models. Our model validation services are designed not only at meeting internal or regulatory requirements but assisting financial institutions to better align with industry best practices, making better-informed decisions, identify and mitigate model risks.

Our Model Validation Methodology encompasses both qualitative and quantitative analysis of the models. As part of qualitative analysis, we review logical and conceptual soundness, potential limitations, governance and data used in the model. As part of quantitative analysis, we review model calibration, benchmarking, back testing and stress testing.

Our expertise in financial analytics, quantitative modelling, model logic, regulatory frameworks and reporting requirements means we are well positioned to provide comprehensive assistance with all phases of model validation.

If your company has developed new quantitative models that require independent validation, we can provide you with the assistance you need.