Zeliade Systems
Financial Services - Paris, Île-de-France, France
Zeliade Systems Employees
Zeliade Systems Details
Zeliade Systems is a fintech company. Zeliade designs the Zeliade Quant Framework (ZQF) analytics library, and provides Independent Validation for Central Counterparty clearing houses (CCPs).A. Zeliade Quant Framework (C#)Zeliade designs ZQF, a cross-asset calibration and pricing library on derivatives (Equity, Interest rates, Credit, FX, Commodities). ZQF is used in production in the model validation department of several 1st tier banks, and also within prestigious hedge funds. The library is native C# and uses the last .NET technologies. ZQF covers a large market scope, from the first and second vanilla generation to the most exotic structures.B. Independent Model Validation/Review for CCPs (EMIR, PFMI/IOSCO)Zeliade has a proven track record in independent validation for CCPs, with numerous projects for LCH, ICE, CME and HKEX/OTCC. In particular we have acquired a significant know-how on all the asset classes in the scope of the project (equity, currency, interest rate, commodities), and also on the EMIR and PFMI/IOSCO regulations including the 2017 Further Guidance document.C. Cutting edge researchZeliade historical fields of expertise include model risk and model validation, implied volatility modeling (SABR, SVI, SSVI and extensions), numerical probabilities etc.Zeliade, together with La Banque Postale, created the Parisian Model Validation Seminar ("PMVS"), which focuses on model risk and model validation and hosted talks from very prestigious academics and practitioners. The PMVS is promoted by the Institut Louis Bachelier and will celebrate in 2018 its 20th session.In connection with the PMVS and the history of its founders, Zeliade has built over the years a very dense network of academic and practitioners in the field of mathematical and quantitative finance. Zeliade hosts on a regular basis interns from prestigious institutions like Imperial College, University of Delft, Ecole Polytechnique, UPMC, PSL-Dauphine, Roma Tor Vergata etc.
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