QuantDesigned Information

QuantDesigned HK Limited is an independent quantitative finance consultancy headquartered in Hong Kong, with a presence in Singapore and Australia and clients across Asia-Pacific, North America and Europe. We design, build, validate and operationalise pricing models, risk analytics, trading infrastructure and quantitative training for banks, hedge funds, asset managers, family offices, proprietary trading firms and corporate treasuries. Delivered by PhD- and CQF-credentialled practitioners with trading-desk backgrounds, never delegated to juniors. Our cofounders hold a PhD in Mathematics, a PhD in Finance and the CQF; the extended team adds doctorates in Operations Research, Physics and Computer Science. WHAT WE DO • Quant model development and validation — derivatives pricing across FX, rates, equities, credit, commodities and OTC/structured products; VaR, Expected Shortfall and XVA; signal research and backtesting with overfitting control. • Data engineering and trading infrastructure — research-to-production pipelines, backtesting engines, market-data platforms and OMS/EMS integration. • Practitioner-led training — Python and quantitative finance for markets desks, fund operations teams and candidates, using finance-authentic data with CPT/CPD-aligned evidence packs. • Independent validation, due diligence and candidate vetting — fixed-fee reviews of models, third-party platforms and technical hires, reported in writing for board or audit review. WHO WE WORK WITH The full spectrum of investment approaches. Discretionary and fundamental managers are first-class clients, not an afterthought: quantitative work makes discretionary judgement repeatable, evidenced and risk-aware as much as it powers systematic strategies. Engagements are milestone-driven — Assess, Build, Embed or Train — on-site or remote, NDA-bound throughout. We are vendor-neutral by construction: we resell no software, redistribute no market data, and take no introducer fees.