We provide advanced analytics and risk data for the financial services industry.
Risk data. Advanced Analytics. Advisory.
SigmaQ Analytics provides advanced analytics and risk data to insurance, banking and investment businesses.
We specialize on data and topics in the area of credit risk. SigmaQ has developed a novel predictive credit risk technology that is built on Bayesian ML, which allows you to exploit the advantages of a modern approach while maintaining full explainability.
Our extensive knowledge in expected credit loss modelling (PD-LGD approach) together with our credit risk data service makes us a perfect partner for the development and deployment of corresponding models such as IFRS 9 ECL.
We are working on risk models for energy trading and have developed a customized, integrated risk approach that combines the usually separate portfolio view (credit portfolio models) with the genuine trading approach (potential future exposure).
Founded in 2019 by Kai Schnee, SigmaQ Analytics is fully self-financed and independent.
Risk Data
We use Bayesian ML to deliver best in-class credit risk data. Our approach allows you to take advantage of modern modelling techniques while maintaining full explainability.
Using this approach, we create default predictions based on company’s balance sheet data and share price history. Full transparency is guaranteed, no non-observable data is used, no model overlays or subjective information is added.
The model was calibrated on a time horizon from 2008-2023 with the time period from 1970-2008 as a Bayesian prior, thus covering overall more than 50-years of history. The financial crisis from 2008/09 is fully included.
SigmaQ PD are based on over 2 million observations and more than 3’000 corporate defaults. They are available for more than 35’000 companies, covering 70+ markets worldwide.
Analytics & Models
We have been working on the full spectrum of models, from pricing to risk, from (re-) insurance to energy trading, using traditional and ML/AI approaches.
We know the data world equally well. We use advanced analytics to explore and understand data to generate actionable insights.
We provide a full stack of services covering model development and deployment, advanced data analytics and exploration. We combine deep analytical expertise with long-term industry experience.
Advisory
Every industry faces diverse challenges, however, all expectations and efforts converge in the need to increase competitiveness.
As a competent and reliable partner SigmaQ professionals work side by side with their clients. Our team has many years of experience in working with clients from different industries.
We have worked for G-SIBS, international and regional banks across different departments, (Re-)insurers, energy trading companies, leading clearing houses, regulators and renowend supranational financial institutions.
Our competences
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Liquidity Risk Indicator
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LGD for privat debt
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PD for public debt
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Risk Data
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PD for private debt
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LGD for public debt
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Credit Indices IG and HY
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IFRS 9 ECL, CECL
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Credit Portfolio
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Macroeconomic
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Advanced Analytics
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Stress Testing
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PD, LGD Models
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Derivative and
complex transaction based models |
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Working at sigmaQ
Join sigmaQ Analytics →Our team consists of highly motivated individuals with an international and diverse background, combining deep knowledge from fields like Physics, Computer Vision and Economics.
All of us have true hands-on experience in working for companies from different industries.
We are headquartered in Zurich, Switzerland.
Our management team
Kai Schnee
