We are a multidisciplinary team that encompasses various areas, including quantitative finance, financial econometrics, and financial risk management, both credit and market. In our team, we integrate knowledge and skills from different disciplines to comprehensively address contemporary economic and financial challenges.

Our quantitative approach constitutes a fundamental pillar of our work. We focus on the application of mathematical models and statistical techniques to analyze and manage financial risks, both credit and market. Experts in quantitative finance, financial econometrics, and financial risk management utilize advanced numerical and computational analysis tools, such as Stata, Python, and Matlab.

We advise on the development of models to measure and manage market risk associated with fluctuations in financial markets. We use these tools to develop hedging strategies with the aim of mitigating potential losses in investments, utilizing derivatives in the global economic and financial context.

Our team in financial econometrics and quantitative finance works with statistical and econometric methods applied to financial data analysis to understand causal and dynamic relationships in capital markets. We actively participate in asset valuation methodologies, time series models, volatility analysis, among others.