Next Generation

Financial Technology

Quant Finance

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Asset Optimization

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Software Engineering

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Data Modeling

Mission

Valdon Group is a Swiss-German supplier of financial technology located in the center of Zurich, Switzerland. The company's goal is to translate cutting edge knowledge, expertise and technology into consultancy and software services designed for regulatory compliance and decision making in the financial industry.



Our repertoire covers autonomous advisory systems, model validation, model development, portfolio optimization, market making, risk evaluation and assessment, as well as data science, statistical inference, machine learning, artificial intelligence and blockchain.



Our team is specialized in E2E software design and software development tailored to the needs of financial technology firms. As a natural companion, Valdon also offers plain technology and quant finance consulting.



Services

Model Building

Develop, build, and implement

Valdon is a specialist in model development and building with focus on large scale risk and trading models for assessing and predicting business related quantities of time series. Examples are rating tools, value-at-risk and expected shortfall forecasts, quantile predictions, and dynamic margin requirement models for exchanges and clearing houses. Particular attention is given to most recent developments in technology and research in univariate and multivariate time series modeling and applications.

Data Analysis

Big data and deep learning made real

Data science is a good deal more valuable than most firms realize, and a great untapped resource. By combining the various types of data accumulated in a company's daily business, potentially scattered around different departments, systems and entities, business activities can be substantially enhanced and refined. Valdon offers the necessary knowhow, statistical expertise, partnerships and technology to uncover, analyze and process big data. This includes the latest endeavors in machine learning.

Optimization

Making the most of it

Optimization is key to success in understanding complex systems. Valdon offers specialists' knowledge and tailored solutions to optimization problems in statistics, econometrics, and other data related fields, such as bioinformatics and computer vision. Topics in finance include risk management, option pricing, high frequency data analysis, and portfolio optimization, to name a few. Modern optimization methods and techniques are a cornerstone of Valdon and available in-house. Also, Valdon covers the technical side of the story.

Model Validation

Regulatory Compliance

Being regulatory compliant is becoming stringent and a competitive factor. Due to soaring regulators' demand for better analytics and more frequent reporting, banks, insurers and other financial institutions need to continuously validate their internal risk and trading models. Valdon provides a suite of validations for a broad spectrum of risk models: variance, value-at-risk, expected shortfall, portfolio downside risk, time series risk factors, rating tools, and others; tailored to individual requirements and specifications if desired.

Leadership
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Lars Jochen Krause, PhD
Managing Partner
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Lars Jochen Krause, PhD
Managing Partner

Jochen has a track record of academic research of more than ten years since his first MSc in Economics at the University of Kiel, Germany. In addition, he holds a MSc in Computer Science from the University of Kiel, and a PhD in Finance from the University of Zürich. He worked as Senior Research Associate at the Department of Banking and Finance of the University of Zürich, supported by the Swiss National Science Foundation, for years. Other positions cover portfolio management (robo-advisory), and data science (retail). His background is in computer vision, statistics, data analytics, time series analysis, econometrics, risk modeling, and portfolio optimization. Jochen is a passionate developer and specialist for large-scale optimization problems and model development. He is Co-Founder of Valdon Group, and our Head of Operations.

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Sven Christian Steude, PhD
Managing Partner
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Sven Christian Steude, PhD
Managing Partner

Sven has decade long extensive experience in the financial services industry after his graduation at the University of Kiel, Germany, of what would be nowadays called a MSc in Data Science. He continued with working for the Department of Banking and Finance at the University of Zurich and then moved on to become an exotics trader at JPMorgan's equity trading floor in London, mostly involved in hybrids derivatives trading and hedging. The entrepreneurial spirit of Dr. Steude led him further to quantitative consulting in the area of risk prediction for various trading firms, clearing houses, hedge funds and quant consulting firms, and one of which he now co-founded himself (2015). Dr. Steude holds a PhD in Econometrics from the University of Zurich, Switzerland. For more than seven years now, he is leading the Hackaton and the 'Banking and Finance 2.0' start-up seminar of the University of Zurich (Department of Informatics and Department of Banking and Finance), where he is also a senior lecturer in Options-Trading and Statistics and Econometrics.

Financial Technology Expertise

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