For a Swiss options trading company, we designed and backtested active option overlay strategies on equity portfolios, aimed at either enhancing yield or providing downside protection.

For a Geneva-based fund of hedge funds, we quantitatively assessed the quality and persistence of its abnormal return (“alpha”), using a broad set of market benchmarks, hedge fund indices, and multi-factor risk models.

In collaboration with a Swiss private bank, we conducted an in-depth study of alternative risk premia (ARP) investments, identifying key pitfalls and testing allocation methods to design robust portfolios.

With a London-based asset manager, we explored the application of machine learning techniques to construct and optimize ARP-based portfolios.

Appointed by the court, we delivered an independent assessment of damages arising from the mis-advisory of a fund-of-hedge-funds advisor, employing a benchmark reconstruction approach.

For a law firm representing an international investor, we performed an independent expert report evaluating the lending value of collateral assets in the context of a margin call.

For a law firm acting for an UHNWI, we provided an independent expert opinion on the appropriateness of a private bank’s valuation and margin call practices on a portfolio with complex structured products.

Financed by the Nouveau Programme Régional (NPR) from Fribourg and a consortium of companies from the construction, engineering, and financial sectors, we analysed the financial profitability of building renovations for energy-efficiency in Switzerland. We also explored innovative financing mechanisms and proposed a novel solution.

For a Swiss energy company, we conducted a market study on the performance drivers of green hydrogen companies in the financial markets in Europe.

We bring years of credit experience in financial institutions and innovative credit businesses, covering the full spectrum from business origination and project management to product development and risk management.

Our track record in credit in emerging markets, including West Africa (WAEMU region) and South America, enables us navigate complex environments effectively, including performing thorough due diligence on large clients and complex business structures.

We have a proven track-record in optimizing credit-scoring models for mobile-lending (airtime credit) solutions, leveraging big-data architectures that enable the efficient processing and analysis of millions of data points to enhance model performance and strengthen risk management.