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Compassfsengcomhk ((new))
Title: Reliable and professional engineering service
Corporate Office: Compass Group Hong Kong Limited is located at Manulife Financial Centre Tower B, Kwun Tong, Hong Kong. compassfsengcomhk
If you intended a different spelling, a different domain, or want a longer profile (history, services, team, tone variations), say which and I’ll expand or correct. full pipeline) and I’ll generate it.
3. Services & product components (detailed)
- Quant libraries and pricing engines: yield curves, interest-rate models (Hull-White, HJM), stochastic volatility, local volatility, Monte Carlo and PDE solvers.
- Risk analytics: VaR (parametric/historical/Monte Carlo), CVaR, stress testing, scenario analysis, credit risk (PD/LGD), counterparty credit risk (CVA/DVA).
- Portfolio optimisation: mean-variance, factor-based optimisation, Black-Litterman, transaction-cost-aware rebalancing.
- Data pipelines: market data adapters (Bloomberg/Refinitiv), tick and time-series ingestion, cleansing, survival bias adjustments.
- Backtesting & model validation: walk-forward testing, performance attribution, model governance artefacts.
- Integration & APIs: REST/GRPC for pricing and risk queries, FIX for execution, Python/Java/C++ SDKs.
- Reporting & dashboarding: regulatory reports, trade-level P&L explain, custom dashboards.
- Consulting: model development, validation, regulatory advisory (HKMA/SFC), training.
12. If you want a PoC plan
- I can produce a concise PoC plan with concrete success metrics, test datasets, and a 6–8 week timeline — tell me which capability you want to validate (pricing engine, VaR, optimisation, full pipeline) and I’ll generate it.
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