We are ready to join forces with you
To help you build your visions
To help you build your visions and face competition challenges, under new regulatory constraints, we are ready to stand beside you.
About us
Our History
Acanthus Solutions was founded in 2019 by practitioners coming from bank front offices.
Our Philosophy is based on three Basic pillars:
Clients
Clients come first. We put our experience and know-how to our clients disposal. We strive to deliver the most innovative and efficient solutions, while simultanously containing development, deployment and maintenance costs.
Innovation
We believe in innovation, enthusiasm and experience. We think that competences, involvement and results must be awarded, and not office politics.
People
We love people who think out of the box. We strongly believe that diversity is a creativity enabler, and we reaffirm our commitment for respect for individual, cultural and religious differences.
Our internal projects
Trade Life-Cycle
One of our main research themes is the security of the trade life-cycle. We cover every topics from the payout description to the product settlement, including dissemination of all intermediary product events
Pricing Library
As part of our internal projects, we are currently developing a pricing library dedicated to forex derivatives. Our work particularly focus on forex smile dynamics and local-stochastic models.
Trading Strategies
We are also studying trading strategies, based both on intensive market data analyses, and market quotations bias identification. We provide tools to capture those bias and exhibit investment signals.
Services
Our services
Quantitative Analysis
We are ready to join forces with quantitative developers and offer innovative solutions to practical issues encountered by front-office officers.
Regulatory Changes
In a effort to harmonise capital requirement calculus, the regulator requires banks to review their internal process. New leverage ratios and liquidity requirements, along with expected shortfall computation and new data management are, among other things, new challenges the banking industry has to face. We help streamline our clients processes and operational effectiveness to ultimatly reduce their capital requirements.
Risk Management
We supply quantitative expertise to Risk departments to assist in model reviews, risk follow-up processes, pricing parameters monitoring, and stress tests computations. We also offer our skills to thoroughly study new activities or new products, and help in selecting suitable valuation tools, sizing technical margins and defining reserve policies.
Training Courses
We provide in-depth training courses to market operators (traders, engineers, risk officers, developers) covering various technical topics: scope and limits of different pricing models, hedge strategies improvement...We always focus on practical matters and their solution implementation rather than purely academic considerations.
Trading Assistance
Our trading knowledge help us to understand traders needs and address their day-to-day issues: study of hedge instabilities and hedge roll costs, development of lightweight tools for portfolio analysis and parameters marking, trade life-cycles events and notifications handling...
New Developments
We have proven experience in developing new businesses, pushing new products and setting up new systems. But you can also contact us to share innovative ideas and out-of-the-box thinking.
News
Our latest news
Back to school
January, 2020.
To calibrate forex volatility, we need to recompute the 4 deltas conventions.
A good opportunity to revisit the Black Scholes formulae and compute greeks for vanilla options. We then compare 2 different calibration methods. Nothing new here, just a good refreshing exercise.
Contact Us
Working Hours
Mon-Fri: 8AM-6PM
Mail Us
info@acanthussol.com
Send us a message
Whether you want to work with us or simply ask a question, we will be delighted to answer your request.