EXPERTS IN

GQA Global Service

Who We Are

Global Quantitative Advisors (GQA) is a quantitative finance and technology firm specializing in delivering cutting-edge solutions to a global clientele, spanning financial and industrial enterprises. Our team is composed of highly skilled professionals with diverse educational backgrounds in mathematics, computer science, statistics, physics, and engineering, coupled with extensive experience.

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Where Our
Experts Are From

  • NEW YORK

  • BOSTON

  • HOUSTON

  • MONTREAL

  • LONDON

  • CHARLOTTE

  • BUCHAREST

NEW YORK

BOSTON

HOUSTON

MONTREAL

LONDON

CHARLOTTE

BUCHAREST

What We Do

What We Do

  • Develop and Implement

    Develop and Implement

    We develop and implement quantitative models, risk management and trading systems, and other quantitative analysis tools.

  • Provide Innovative Solution

    Provide Innovative Solutions

    We leverage the latest advances in technology, machine learning, and data science to help our clients manage risk and make better investment decisions.

Discover Our Services

We provide a wide range of services that can help meet the needs of our clients. Whether the need is standardized or bespoke we have solutions or resources to help.

More about our services

Case Studies

Take some time to discover our work and see for yourself the passion and expertise we bring to every project.

All cases

Client #1

International Bank

Fixed Income Risk Management

Pre-payment Models

Following its acquisition of independent fixed-income broker dealer, the Global Systemically Important Financial Institution (referred to as “the Bank”) necessitated the integration of the broker dealer’s third-party non-agency mortgage prepayment model.

Client #2

Utility Company

Energy and Natural Resources

Power Purchase Agreements

The utility company had the imperative to accurately assess and proactively manage the valuation and risks associated with their renewable Power Purchase Agreements (PPAs), encompassing both fixed-shape and ‘as generated.”

Client #3

Credit Rating Agency

Model Risk Management

CMBS Models

A prominent credit rating agency sought assistance in validating CMBS models.

Client #4

International Bank

Quantitative Risk Management

FRTB

International Bank required a comprehensive Risk Factor Inventory and FRTB Implementation.

Client #5

Asset management firm

Model Risk Management

Algo Trading Models

Asset Management necessitated the validation of two distinct algo-trading models: a dark pool model and an advanced model utilizing extreme gradient boosted trees.

Client #6

Utility Company

Market Risk Management

Energy Risk Analytics

Utility company wanted to enhance its Market Risk Management capabilities due to changes of their commercial strategy.

Client #7

International Bank

Quantitative Risk Management

Market Risk Analytics

Bank’s Market Risk Management Department needed a simulation engine that would allow to model correlated fat-tailed random variables.

Client #8

International Bank

Quantitative Risk Management

Credit Risk Analytics

Bank’s Credit Risk Management Department wanted to assess credit risk rating and default rating migration and mark-to-market risks in various lending/trading books.