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 is a software and consulting boutique in the field of financial technology and quant finance based on the belief that business is about people and the transfer of knowledge. We are passionate about our mission to bridge the gap between academia and industry by transfering cutting edge academic knowledge and research into consultancy and technology services, delivering fully fledged solutions to the financial industry. Valdon consists of a dedicated and driven group of individuals operating with great levels of integrity, quality, and transparency. We provide services designed for regulatory compliance and business enhancement and strives for continuous and sustainable innovation. Members of Valdon have extensive work experience with risk and trading models of large private and investment banks as well as for international clearing houses on the one hand, and deep knowledge of the theoretical frameworks from their academic careers and research affiliations on the other hand. In addition, we offer customer tailored consultancy services and solutions in model validation, model development, evaluation and assessment of financial risk, and other fields. Valdon Mesh GmbH was founded 2015 in Frankfurt and merged in 2024 with its Berlin based subsidiary Covee Financial Data Science GmbH.
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
Lars Jochen Krause, PhD
Managing Partner
Sven Christian Steude, PhD
Managing Partner
Financial Technology Expertise
