Quaternion Risk Management is a capital markets consulting and software practice focused on the quantitative aspects of risk management, trading, and finance. We deliver an outstanding service to our clients based on extensive management and execution experience across the business cycle. This experience covers the challenges of organisation, processes, systems, software, and modelling. Our projects range from design and implementation of new pricing models and software (often in response to regulatory requirements), to the reorganization of processes, systems, and information arising from business restructuring. Our partners are deeply involved in each of our projects to ensure the efficient delivery of practical solutions on-time and on-budget. Our clients encompass investment banks, commercial banks, state-sponsored financial institutions, insurance companies, and asset managers in the US, UK, Germany, Switzerland, Ireland and the Middle East, with projects such as: - Design and Implementation of a QuantLib-based application for computing CVA/DVA and PFE with interfaces to Murex and Kondor+ - Integration of pricing models into an institution's Monte Carlo risk monitoring system for future exposure calculation - Summit implementation and system consolidation for the Treasury - Quantitative analysis of the entire business, pricing model validation, systematic review and migration of pricing methods into a new valuation platform with integration into the Market Risk measurement system - Design and Implementation of solutions for pricing synthetic and highly structured cash flow CDOs with mixed underlying pools consisting of RMBS, CMBS, Corporate CDOs and CDOs of ABS - EPE alignment of in-house trading desk risk neutral pricing models with QuIC historical simulation models used for PFE calculation - Methodology/set up of a beck testing framework utilizing our own proprietary risk engine solution - Pricing and risk model validation
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The Quaternion Risk Management annual revenue was $5.2 million in 2026.
Donal Gallagher is the Managing Director of Quaternion Risk Management.
6 people are employed at Quaternion Risk Management.
Quaternion Risk Management is based in New York, New York.
The NAICS codes for Quaternion Risk Management are [54199, 5419, 541, 54].
The SIC codes for Quaternion Risk Management are [72, 729].
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