Financialytic GmbH

CONSULTING  –  ANALYTICS   –  INSIGHT

Financialytic uniquely combines the latest expertise in quantitative methods with multi-year industry experience at top-tier financial institutions. Since 2001,  Financialytic GmbH has been providing advice and analytics to the finance industry. Our clients include major investment banks, asset managers and hedge funds, as well as regulators and central banks, consultants, FinTec startups, and software companies. 

 
 

 

RISK MANAGEMENT

  • Methodological support
  • Model implementation
  • Model validation
 
 

 

STRUCTURED PRODUCTS,  DERIVATIVES, AND CREDIT DERIVATIVES

  • Structuring and transaction design
  • Analysis and modelling
  • Pricing and hedging
  • XVA
  • Credit Derivatives
 

 

BIG DATA ANALYTICS IN FINANCE

  • Data driven decision making
  • Predictive analytics
  • Development and adaptation of AI/ML models
Dr Philipp J Schoenbucher
 

DR PHILIPP J SCHÖNBUCHER

Founder and CEO of Financialytic

 

 

Philipp's Professional experience includes seven years at the Department of Mathematics of ETH Zurich as Professor for Quantitative Methods of Risk Management, and seven years at Goldman Sachs International, London.

 

He was awarded Risk Magazine’s “Quant of the Year” in 2005 for his work on Credit Derivatives pricing models, and is author of  “Credit Derivatives Pricing Models” (Wiley, 2003) which was named "Quant Book of the Year" in 2003. He authored multiple academic publications on multiple topics including Credit Risk, Liquidity Risk, Stochastic Volatility, and Numerical Methods