MQS offers its expertise in all aspects of derivatives and structuring. Examples include:


  • Product expertise.
  • Risk management.
  • Advice on use of third-party models.
  • Structuring and marketing assistance.
  • Valuation services.
  • Derivative system evaluation.

“Pure” quants:

  • Model writing – in Excel, VBA, C++, etc.
  • Counterparty exposure calculations.
  • Structure valuation reports.
  • Spreadsheet writing for valuation and risk calculations.
  • Independent risk calculation.
  • UCITS fund limit checks.


  • Spreadsheet rationalisation.
  • Business requirements analysis.
  • Specialist programming on systems.
  • Product beta-testing.