The Quant Solutions
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The Quant Solutions

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Solutions for the Quantitative Challenges of the Financial Industry

The Quant Solutions

The Quant SolutionsThe Quant SolutionsThe Quant Solutions

Solutions for the Quantitative Challenges of the Financial Industry

Quant Solutions require an approach that combines methodical rigor with innovative creativity

Enrique Osorio Franco

Independent Quant Consultant

  • Enrique Osorio Franco is an Independent Quant Consultant with 15+ years of experience in the financial sector, specializing in applying advanced quantitative techniques to address complex challenges in banking, asset management, and trading. His expertise spans a broad range of areas, including risk metrics and financial product valuation, making him a valuable asset for any financial institution. Enrique has a strong background in quantitative finance, supported by his knowledge in machine learning, statistical analysis, and a deep understanding of financial markets and various asset classes.

  

  • Enrique’s academic background includes a Masters Degree in Computer Science, combined with his FRM certification (Financial Risk Manager), which supports his ability to develop and validate sophisticated models. He has consistently demonstrated his capacity to conceptualize, design, and implement innovative solutions that enhance risk assessment, financial product valuation, and regulatory compliance. His international experience in model development and validation with clients such as Lloyds Bank, HSBC, Equifax, and Barclays further reinforces his ability to ensure precise and reliable financial models at all stages of development and validation.


  • In addition to his deep knowledge of financial theory and the mathematics that underpin it, Enrique has advanced proficiency in programming languages such as Python, SQL, and SAS. He has successfully led cloud-based data science projects for top-tier financial institutions. His expertise in using algorithms for big data analysis leverages his financial knowledge. The combination of Quant + machine learning expertise broadens the range of solutions he can offer, enabling him to effectively meet the most demanding client requirements.

Technical Skills

Risk Metrics

Portfolio Optimization

Product Valuation

  • Market Value-at-Risk (VaR)
  • Credit Value-at-Risk (VaR)
  • Valuation Adjustments (CVA & DVA)
  • PD, LGD, and EAD Models

Product Valuation

Portfolio Optimization

Product Valuation

  • Derivative Valuation
  • Structured Product Valuation
  • Fixed Income Valuation
  • Underlying Asset Modelling

Portfolio Optimization

Portfolio Optimization

Portfolio Optimization

  • Efficient Diversification
  • Active Hedging Strategies
  • Risk-Return Analysis
  • Dynamic Rebalancing

Explore a Collaboration

My approach focuses on identifying key areas where we can generate mutual value, maximizing results, and creating a positive impact for all parties involved. I am confident that an open discussion about relevant projects will allow us to discover innovative and beneficial paths for a wide range of stakeholders.

The Quant Solutions

Calle De Zurbano, 28010 Madrid, Madrid, Spain

Let’s talk about your challenges

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