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Quantitative Finance

Our team members draw upon industry and academic experience to provide expertise to investment professions and on litigation matters.

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Overview

Valuing complexity.

Investment products become more complex each year. Berkeley Research Group’s Quantitative Finance team can value complex securities and derivatives, understand the risks of securities, and review market conduct of Wall Street traders, hedge funds, and portfolio managers. The team has access to common models and can develop bespoke models to address potential issues.

Our team members draw upon industry and academic experience to provide expertise to investment professions and on litigation matters.

Subject Areas

  • Stocks and Equity-linked Products
  • Bonds
  • Portfolio Management
  • Mortgage-backed
  • Hedge Funds
  • Commodities
  • Futures
  • Derivatives
  • Valuation
  • Risk
  • High Frequency Trading
  • Models
  • Market Conduct
  • Financial Software and Data
  • Margin

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