Zeliade Systems is a fintech company. Zeliade designs the Zeliade Quant Framework (ZQF) analytics library, and provides services 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/Benchmarking/Development for CCPs (EMIR, PFMI/IOSCO)
Zeliade has extensive experience and proven track record in assessing CCP risk frameworks. Zeliade combines a thorough knowledge of the CCP landscape, of the PFMI, EMIR and CFTC regulations, with its unparalleled quantitative expertise to deliver timely and efficient reviews/development of risk models. Indeed, Zeliade has been entrusted by the largest CCPs worldwide (CME, LCH, Eurex Clearing, ICE Clear and HKEX amongst others) to perform more than 80 model validations projects in the last 10 years.
C. Cutting edge research
Zeliade 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 celebrated 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.
Company Details
- Employees
- 7
- Address
- 56, Rue Jean-Jacques Rousseau, Paris,ile-De-France 75001,france
- Phone
- 33 1 40 26 17 81
- co****@****ade.com
- Industry
- Financial Services
- NAICS
-
Finance and InsuranceMonetary Authorities-Central Bank
- Website
- zeliade.com
- Keywords
- Analytics Library, Independent Review for CCPs, Zeliade Quant Framework, Pricing library, EMIR, PFMI/IOSCO, Implied volatility modeling, Stress Testing Frameworks, Liquidity Risk, Collateral and Investment risk, Default Fund, Default Waterfall, Zeliade Quant Framework, Quantitative Finance, Model Validation, Consulting, CCP, Clearing, Initial Margin.
- HQ
- Paris, Ile-de-France
Zeliade Systems Questions
Zeliade Systems's helpline number is 33 1 40 26 17 81
Zeliade Systems's website is zeliade.com
Zeliade Systems's LinkedIn profile is https://fr.linkedin.com/company/zeliade-systems-sas
Zeliade Systems has
7 employees.
View email and phone details for 7
employees at Zeliade Systems.
Zeliade Systems's industry is
Financial Services
Zeliade Systems's top competitors are
Noax Capital,
Causality Group,
Arfima Trading,
Dare,
Quanteam (Rainbow Partners Group),
Stockhorn Capital,
Teks Capital,
Clearstream,
Arfima Financial Solutions,
Zodiak Conseil.
Zeliade Systems's support email address is contact@zeliade.com
Zeliade Systems's categories are Financial Services
